# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014685
**Filing Date:** 2023-1
**Character Count:** 298699
**Document Hash:** 83633a96cd8277218a33b5b309a5e91f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014685.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014685

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23556533

**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:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5366891798.67

**Total Liabilities:** $31667360.92

**Net Assets:** $5335224437.75

**Cash Not Reported:** $1876391.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9981.30867260 | **1-Year:** 60581.48501766 | **5-Year:** 75311.27175540 | **10-Year:** 96632.38589570 | **30-Year:** 246895.76578450

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

- **3-Month:** 2702.94028538 | **1-Year:** 16865.06274494 | **5-Year:** 34333.68824230 | **10-Year:** 11085.51334600 | **30-Year:** 9460.06698450

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048856 | -7.12%               | 5.94%                | 5.40%                |
| Class ID C000048852 | -12.50%              | -0.13%               | -0.70%               |
| Class ID C000205022 | -7.18%               | 5.98%                | 5.40%                |
| Class ID C000048851 | -7.16%               | 5.92%                | 5.45%                |
| Class ID C000048855 | -10.41%              | 2.18%                | 1.68%                |
| Class ID C000048854 | -8.12%               | 4.83%                | 4.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1257174.25             | $-387546240.72                             |
| Month 2  | $1677553.11              | $273406893.62                              |
| Month 3  | $-28478544.32            | $292287715.34                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DIGITAL REALTY TRUST INC                                               | DIGITAL REALTY TRUST INC                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2378 | NS      | $267429.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                                           | HARTFORD FINL SVCS GROUP INC SER G 6% PFD PERP                                                | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |     60000 | NS      | $1503300.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                        | CMS ENERGY CORP 4.75/VAR 06/01/2050                                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1664057.68   | 0.03%             | 2050-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE SER S 4.1% PFD PERP                                                            | CUSIP: 74460W396<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     75000 | NS      | $1335000.00   | 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              | BM        |    199500 | NS      | $5001465.00   | 0.09%             |  |  |  | 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        |   1322000 | PA      | $1989610.00   | 0.04%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                             | CHARTER COMMUNICATIONS INC A                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       619 | NS      | $242208.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLDINGS INC                                       | LIBERTY TRIPADVISOR HLDGS INC CONV 0.5% 06/30/2051 144A                                       | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1313437.50   | 0.02%             | 2051-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                           | ILLUMINA INC CONV 0% 08/15/2023                                                               | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    858000 | PA      | $829682.63    | 0.02%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                       | ZILLOW GROUP INC CONV 2.75% 05/15/2025                                                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66263.00     | 0.00%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REPUBLIC BANK 4.125% PFD PERP                                                           | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    175000 | NS      | $3048500.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                                          | CONFLUENT INC CONV 0% 01/15/2027 144A                                                         | CUSIP: 20717MAA1<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $1784930.00   | 0.03%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2 INC                                            | MATCH GROUP FINANCECO 2 INC CONV 0.875% 06/15/2026 144A                                       | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1235430.00   | 0.02%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                            | METLIFE INC 5.625% PERP PFD                                                                   | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    215000 | NS      | $5194400.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE SER M 4.125% PFD PERP                                                          | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     70000 | NS      | $1250200.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                                                        | PORCH GROUP INC CONV 0.75% 09/15/2026 144A                                                    | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $1516035.00   | 0.03%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                                                            | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    800496 | NS      | $10038219.84  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                            | EQUINIX INC                                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       731 | NS      | $504865.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                               | WASTE MANAGEMENT INC                                                                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     49220 | NS      | $8255178.40   | 0.15%             |  |  |  | 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        |   1359000 | PA      | $1178932.50   | 0.02%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                          | CARNIVAL CORP CONV 5.75% 12/01/2027 144A                                                      | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2650000 | PA      | $2663250.00   | 0.05%             | 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        |     85798 | NS      | $969296.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                                               | AES CORP                                                                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     14610 | NS      | $422521.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                          | GOLDMAN SACHS GROUP INC (THE) T5Y 3.8%/VAR PERP                                               | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   4000000 | PA      | $3164144.52   | 0.06%             |  |  |  | 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        |    200000 | NS      | $3872000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC                                      | CEREVEL THERAPEUTICS HOLDINGS CONV 2.5% 08/15/2027 144A                                       | CUSIP: 15678UAA0<br>LEI: 254900RJNIRS9COSQR41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605150.00    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                 | RWE AG                                                                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     18171 | NS      | $799905.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                  | COSTCO WHOLESALE CORP                                                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      9700 | NS      | $5230725.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                           | PIONEER NATURAL RESOURCES CO CONV 0.25% 05/15/2025                                            | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $8424273.00   | 0.16%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                        | MEG ENERGY CORP                                                                               | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    133264 | NS      | $1897190.35   | 0.04%             |  |  |  | No            |                  1 | 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        |   3874000 | PA      | $3498609.40   | 0.07%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                | BECTON DICKINSON AND CO 6.5% PC 06/01/2023                                                    | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     38500 | NS      | $1912295.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                            | PHILLIPS 66                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    104324 | NS      | $11312894.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                      | POST HLDGS INC CONV 2.5% 08/15/2027 144A                                                      | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1332500.00   | 0.02%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                                                    | HEALTH CATALYST INC CONV 2.5% 04/15/2025                                                      | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |    724000 | PA      | $624450.00    | 0.01%             | 2025-04-15      | Fixed         | 0.03%                 | 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        |     52500 | NS      | $1092525.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                             | SAMSUNG ELECTRONICS CO LTD                                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    497213 | NS      | $24156516.83  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVANOVA USA INC                                                       | LIVANOVA USA INC CONV 3% 12/15/2025                                                           | CUSIP: 538030AB3<br>LEI: 549300NGTE5LS6KMBT20 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1589160.00   | 0.03%             | 2025-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WATSCO INC                                                             | WATSCO INC                                                                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     19356 | NS      | $5206376.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| DUKE ENERGY CORP NEW                                                   | DUKE ENERGY CORP 4.875%/VAR 12/31/2199                                                        | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |   6478000 | PA      | $5830200.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                         | CANADIAN NATL RESOURCES LTD                                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     13821 | NS      | $825390.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                                                        | NEOGENOMICS INC CONV 1.25% 05/01/2025                                                         | CUSIP: 64049MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $359362.50    | 0.01%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                       | GAPWR 5% PFD 10/01/77                                                                         | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |     30000 | NS      | $684600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                               | CHEESECAKE FACTORY INC CONV 0.375% 06/15/2026                                                 | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65619.38     | 0.00%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                               | TURNING POINT BRANDS INC 5.625% 02/15/2026 144A                                               | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2973006.59   | 0.06%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                 | PALO ALTO NETWORKS INC CONV 0.375% 06/01/2025                                                 | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   6359000 | PA      | $11137788.50  | 0.21%             | 2025-06-01      | 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        |     85000 | NS      | $1677475.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                          | GOLDMAN SACHS GROUP INC (THE) 4.125/VAR PERP                                                  | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   5400000 | PA      | $4401000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                  | PROCTER and GAMBLE CO                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    816260 | NS      | $121753341.60 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                   | EDISON INTERNATIONAL 5%/VAR PERP                                                              | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   4000000 | PA      | $3299492.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                        | XCEL ENERGY INC                                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    294126 | NS      | $20653527.72  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES INC                                                  | MESA LABORATORIES INC CONV 1.375% 08/15/2025                                                  | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |    566000 | PA      | $511098.00    | 0.01%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                                         | LIVEPERSON INC CONV 0.75% 03/01/2024                                                          | CUSIP: 538146AB7<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1646965.63   | 0.03%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                                | ACTIVISION BLIZZARD INC                                                                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     36800 | NS      | $2721360.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                                    | SCHWAB CHARLES CORP 4/VAR PERP                                                                | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  21750000 | PA      | $17019375.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                             | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                              | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $58884.00     | 0.00%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                    | SEASPAN CORPORATION CONV 3.75% 12/15/2025 144A                                                | CUSIP: 81254UAH9<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1270000 | PA      | $1556385.00   | 0.03%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FTI CONSULTING INC                                                     | FTI CONSULTING INC CONV 2% 08/15/2023                                                         | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1871902.50   | 0.04%             | 2023-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                               | CSX CORP                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3547 | NS      | $115951.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                                     | UNITY SOFTWARE INC CONV 0% 11/15/2026                                                         | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |  10136000 | PA      | $7470232.00   | 0.14%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                     | FIRST TEN3ML+85 PFD144(UN)PERPPAR=1000                                                        | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |     12500 | NS      | $10875000.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                                  | B RILEY FINL INC 6.5% 09/30/2026 PFD                                                          | CUSIP: 05580M801<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15600 | NS      | $365040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 4% PFD PERP                                                                    | CUSIP: 74460W420<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    140000 | NS      | $2450000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                                          | GOLAR LNG LTD                                                                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     10914 | NS      | $273613.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                                            | JOHN BEAN TECHNOLOGIES CORP CONV 0.25% 05/15/2026                                             | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1235342.00   | 0.02%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC                                       | AIR TRANSPORT SVCS GROUP INC CONV 1.125% 10/15/2024                                           | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    776500 | PA      | $816125.49    | 0.02%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 4.75% PREF PERP                                                   | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    225000 | NS      | $4488750.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                 | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028 144A                                                | CUSIP: 04271TAA8<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1784227.06   | 0.03%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                                  | B RILEY FINL INC 5.25% 08/31/28 PFD                                                           | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     57400 | NS      | $1172108.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL SER A PC 5.75% 04/01/2024                                                    | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |      2270 | NS      | $70957.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                                            | METLIFE INC SER F 4.75% PFD PERP                                                              | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    334100 | NS      | $6825663.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO SER EE 6% PFD PERP                                                      | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    250000 | NS      | $6330000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REPUBLIC BANK SER L 4.375% PERP PFD                                                     | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    225000 | NS      | $4011750.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                           | AT and T INC                                                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1449700 | NS      | $27950216.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                              | AMGEN INC                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    295700 | NS      | $84688480.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                                             | RAPID7 INC CONV 0.25% 03/15/2027                                                              | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $2758109.38   | 0.05%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW CVA                                                 | WAREHOUSES DE PAUW SCA                                                                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      3376 | NS      | $90207.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 0.25% 02/15/2028 144A                                                      | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    810000 | PA      | $781650.00    | 0.01%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                                        | Q2 HLDGS INC CONV 0.75% 06/01/2026                                                            | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1379135.61   | 0.03%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                   | JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026                                                     | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   7004000 | PA      | $5249498.00   | 0.10%             | 2026-04-01      | 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        |    325000 | NS      | $6623500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                    | FIFTH THIRD BANCORP STEP PERP                                                                 | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1000000 | PA      | $925698.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                             | ABBVIE INC                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    634837 | NS      | $102323027.66 | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                          | CITIGROUP INC 5.95%/VAR PERP                                                                  | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  11750000 | PA      | $10954458.50  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                      | BLOOM ENERGY CORP CONV 2.5% 08/15/2025                                                        | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     51000 | PA      | $74038.91     | 0.00%             | 2025-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                           | AT and T INC 5.625% 08/01/2067 PFD                                                            | CUSIP: 00206R409<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     25000 | NS      | $602250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 6.1%/VAR PERP X                                                         | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  21000000 | PA      | $20370000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                             | ORSTED A/S                                                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      4357 | NS      | $381500.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP MASS                                                  | HAEMONETICS CORP MASS CONV 0% 03/01/2026                                                      | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83581.18     | 0.00%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                              | APPLE INC                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     41941 | NS      | $6208526.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                           | ENVISTA HOLDINGS CORPORATION CONV 2.375% 06/01/2025                                           | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $3200876.50   | 0.06%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                                           | NATIONAL VISION HLDGS INC CONV 2.5% 05/15/2025                                                | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1992988.80   | 0.04%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |     40000 | NS      | $707600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                           | HUNTINGTON BANCSHARES INC                                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    853352 | NS      | $13209888.96  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                  | STIFEL FINANCIAL CORP SER D 4.5% PERP PFD                                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |     50900 | NS      | $887696.00    | 0.02%             |  |  |  | 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        |   6204001 | NS      | $760734657.92 | 14.26%            |  |  |  | No            |                  1 | 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        |    250000 | NS      | $5735000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER GROUP SGHC LTD                                                   | SUPER GROUP SGHC LTD                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |   1254495 | NS      | $4001839.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                        | T-MOBILE US INC                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    187754 | NS      | $28437220.84  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTMT INC                                              | WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023                                              | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |     26000 | PA      | $83603.00     | 0.00%             | 2023-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                                         | TECHTARGET INC CONV 0% 12/15/2026 144A                                                        | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89400.00     | 0.00%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | 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        |    455400 | NS      | $10200960.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMTEK LIMITED                                                         | CAMTEK LIMITED CONV 0% 12/01/2026 144A                                                        | CUSIP: 13469VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    100000 | PA      | $76850.00     | 0.00%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                      | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3228969.88   | 0.06%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY 7.125% PFD PERP E                                                              | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     25000 | NS      | $639750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 5.15% SER F PFD PERP                                                           | CUSIP: 74460W685<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     50000 | NS      | $1123000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                 | LIBERTY BROADBAND CORP CONV 1.25% 09/30/2050 144A                                             | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2775412.50   | 0.05%             | 2050-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 5.75% PFD PERP                                                          | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    434100 | NS      | $10644132.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                                                     | CONOCOPHILLIPS                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     96988 | NS      | $11978987.88  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                    | AFFIRM HOLDINGS INC CONV 0% 11/15/2026                                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1219515.00   | 0.02%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                         | MICROSOFT CORP                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    125967 | NS      | $32139220.38  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                           | ENBRIDGE INC SER L 4/VAR PFD PERP                                                             | CUSIP: 29250N790<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     17800 | NS      | $355110.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                        | RINGCENTRAL INC CONV 0% 03/15/2026                                                            | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   4757000 | PA      | $3679539.50   | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS CORP                                                    | REPAY HOLDINGS CORP CONV 0% 02/01/2026 144A                                                   | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $723566.20    | 0.01%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | 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        |     15345 | NS      | $18183825.00  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                        | BEST BUY CO INC                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     89100 | NS      | $7600230.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                | ATI INC CONV 3.5% 06/15/2025                                                                  | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $122910.00    | 0.00%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP 7.125/VAR PERP                                                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4000000 | PA      | $3360000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INOTIV INC                                                             | INOTIV INC CONV 3.25% 10/15/2027                                                              | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $45608.23     | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                   | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  18400000 | PA      | $16422000.00  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                          | LIVE NATION ENTERTAINMENT INC CONV 2% 02/15/2025                                              | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66165.00     | 0.00%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                     | ATHENE HOLDINGS 5.625% SER B PFD PERP                                                         | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    111000 | NS      | $2440912.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO FRN 3ML+100 05/15/2077                                                  | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3432063.15   | 0.06%             | 2077-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 6.219% PC 09/01/23                                                         | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     94600 | NS      | $4773516.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                         | FLUOR CORP PC 6.5% PERP                                                                       | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |      1700 | NS      | $2721513.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                                              | SMART GLOBAL HLDGS INC CONV 2.25% 02/15/2026                                                  | CUSIP: 83205YAB0<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $104950.00    | 0.00%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                          | ACCENTURE PLC CL A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     31002 | NS      | $9329431.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOLADE INC                                                           | ACCOLADE INC CONV 0.5% 04/01/2026                                                             | CUSIP: 00437EAB8<br>LEI: 549300PHKG8J7A22NF08 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $3371200.00   | 0.06%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                               | VISA INC CL A                                                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27300 | NS      | $5924100.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                                        | LENDINGTREE INC CONV 0.5% 07/15/2025                                                          | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $2561783.40   | 0.05%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY SER O 4.5% PFD PERP                                                            | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    455000 | NS      | $8230950.00   | 0.15%             |  |  |  | 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        |   6130000 | PA      | $5298685.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                           | UGI CORP 7.125% 06/01/2024 PFD                                                                | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |       800 | NS      | $69912.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                                                              | LINDE PLC                                                                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     90818 | NS      | $30558440.64  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                   | ENLINK MIDSTREAM LLC                                                                          | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |    365450 | NS      | $4699687.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| GETLINK SE                                                             | GETLINK                                                                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     48900 | NS      | $808091.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                     | ALBERTSONS COS INC                                                                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    205500 | NS      | $4305225.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                | BRISTOL-MYERS SQUIBB CO                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1142871 | NS      | $91749683.88  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP 6.75%/VAR PERP                                                             | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    500000 | PA      | $435100.00    | 0.01%             |  |  |  | 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        |    100000 | NS      | $1860500.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                             | SOLAREDGE TECHNOLOGIES INC CONV 0% 09/15/2025                                                 | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $3106897.50   | 0.06%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                               | GRANITE CONSTRUCTION INC CONV 2.75% 11/01/2024                                                | CUSIP: 387328AB3<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2665263.00   | 0.05%             | 2024-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OAK STREET HEALTH INC                                                  | OAK STREET HEALTH INC CONV 0% 03/15/2026                                                      | CUSIP: 67181AAB3<br>LEI: 2549007CJE6GSEURLA30 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $3135759.17   | 0.06%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                             | CAPITAL ONE FINANCIAL CORP                                                                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    155290 | NS      | $16032139.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                                    | SCHWAB CHARLES CORP 5%/VAR PERP                                                               | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   4670000 | PA      | $4193322.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                            | WAYFAIR INC CONV 1.125% 11/01/2024                                                            | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    329000 | PA      | $280061.25    | 0.01%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                          | PG and E CORP 5.5% PC 08/16/2023                                                              | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     44500 | NS      | $6197960.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                          | ONEOK INC                                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5543 | NS      | $370937.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                | ITT INC                                                                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     86400 | NS      | $7302528.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP 6.25%/VAR PERP                                                           | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  17090000 | PA      | $16491850.00  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                 | SANOFI SPON ADR                                                                               | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    530300 | NS      | $24049105.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                                         | PLUG POWER INC CONV 3.75% 06/01/2025                                                          | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |     17000 | PA      | $54323.50     | 0.00%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                                    | BANK HAWAII CORP SER A 4.625% PFD PERP                                                        | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |     60000 | NS      | $1080300.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                           | ANTERO RESOURCES CORP CONV 4.25% 09/01/2026                                                   | CUSIP: 03674XAM8<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $1774277.90   | 0.03%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                 | PALO ALTO NETWORKS INC CONV 0.75% 07/01/2023                                                  | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $9445019.00   | 0.18%             | 2023-07-01      | Fixed         | 0.01%                 | 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        |     69000 | PA      | $68517.00     | 0.00%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                  | LUMENTUM HLDGS INC CONV 0.5% 06/15/2028 144A                                                  | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68643.54     | 0.00%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC                                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    889358 | NS      | $75328622.60  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                                       | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026                                        | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69640.00     | 0.00%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                          | ALLSTATE CORP SER G 5.625% PFD PERP                                                           | CUSIP: 020002127<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    155000 | NS      | $3627000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                | AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027                                                | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3942000 | PA      | $4020840.00   | 0.08%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| H and R BLOCK INC                                                      | BLOCK H and R INC                                                                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    172100 | NS      | $7522491.00   | 0.14%             |  |  |  | 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        |     53000 | NS      | $845880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                              | DIGITALOCEAN HOLDINGS INC CONV 0% 12/01/2026                                                  | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $2657655.00   | 0.05%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                              | CHUBB LTD                                                                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    183336 | NS      | $40258752.24  | 0.75%             |  |  |  | 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        |     90000 | PA      | $79650.00     | 0.00%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                 | LIBERTY BROADBAND CORP CONV 2.75% 09/30/2050 144A                                             | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1083779.85   | 0.02%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                         | LCI INDUSTRIES CONV 1.125% 05/15/2026                                                         | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43000.00     | 0.00%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                 | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026                                                  | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1300845.00   | 0.02%             | 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        |     13954 | NS      | $404247.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD PROPERTY PARTNERS LP                                        | BROOKFIELD PROPERTY PARTN LP 5.75% PFD PERP                                                   | CUSIP: N/A<br>LEI: 5493004J5Z0TZW83NU62       | Long             | EP               | CORP              | BM        |     60800 | NS      | $912608.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                                    | EXACT SCIENCES CORP CONV 1% 01/15/2025                                                        | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67619.49     | 0.00%             | 2025-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HELIOS TOWERS PLC                                                      | HELIOS TOWERS PLC                                                                             | CUSIP: N/A<br>LEI: 213800DGC7GS4XCHCU30       | Long             | EC               | CORP              | GB        |     69039 | NS      | $95870.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                 | GUIDEWIRE SOFTWARE INC CONV 1.25% 03/15/2025                                                  | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $993518.00    | 0.02%             | 2025-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV                         | GRUPO AERO CENT NORTE SPON ADS                                                                | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |     12860 | NS      | $894027.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO RESOURCES CORPORATION                                           | ANTERO RES CORP                                                                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     50549 | NS      | $1847565.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONAV NV                                                             | EURONAV NV                                                                                    | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |    960900 | NS      | $18737550.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U INC                                                                 | 2U INC CONV 2.25% 05/01/2025                                                                  | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |    127000 | PA      | $85153.50     | 0.00%             | 2025-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APOLLO ASSET MANAGEMENT INC                                            | APOLLO ASSET MANAGEMENT INC 6.375% PFD PERP                                                   | CUSIP: 03769W203<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EP               | CORP              | US        |     84971 | NS      | $2087737.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYNGA INC                                                              | ZYNGA INC CONV 0.25% 06/01/2024                                                               | CUSIP: 98986TAB4<br>LEI: 549300XNQ0U2EL088Z74 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2271110.18   | 0.04%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.25% 11/01/2027                                                               | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $779160.00    | 0.01%             | 2027-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                               | OKTA INC CONV 0.125% 09/01/2025                                                               | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   3884000 | PA      | $3314994.00   | 0.06%             | 2025-09-01      | Fixed         | 0.00%                 | 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        |     50000 | NS      | $843500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                                               | OKTA INC CONV 0.375% 06/15/2026                                                               | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $3427452.00   | 0.06%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | 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        |  12000000 | PA      | $9234039.72   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                          | BLACKROCK INC                                                                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     70911 | NS      | $50772276.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                       | ROCHE HOLDINGS AG (GENUSSCHEINE)                                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     76033 | NS      | $24834194.47  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                     | ALLY FINL INC 4.7%/VAR PERP                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   5000000 | PA      | $3329871.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                   | DUKE ENERGY CORP NEW SER A 5.75% PFD PERP                                                     | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     30800 | NS      | $752444.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                 | CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2025 144A                                            | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3711825.00   | 0.07%             | 2025-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                            | DROPBOX INC CONV 0% 03/01/2028                                                                | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    811000 | PA      | $731522.00    | 0.01%             | 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        |    835681 | NS      | $92025191.72  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC                                       | FIRST CITIZENS BANCSHARES INC SER C PFD PERP                                                  | CUSIP: 31959X202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |    110543 | NS      | $2269447.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER FINANCIAL CORP                                                   | POWER FINANCIAL CORP TBBC3M+160 ADJ PFD PERP                                                  | CUSIP: 73927C761<br>LEI: 549300RD0SS3HPUKXF62 | Long             | EP               | CORP              | CA        |     23400 | NS      | $271374.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                  | NXP SEMICONDUCTORS NV                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    111700 | NS      | $19641328.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP RENOVAVEIS SA                                                      | EDP RENOVAVEIS SA                                                                             | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |     16310 | NS      | $379405.48    | 0.01%             |  |  |  | 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        |   1446000 | PA      | $1710798.75   | 0.03%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                    | DOMINION ENERGY INC                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    375853 | NS      | $22968376.83  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0% 05/01/2026                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69015.00     | 0.00%             | 2026-05-01      | Fixed         | 0.00%                 | 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        |    350000 | NS      | $6142500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                                                     | LIBERTY MEDIA CORP CONV 1.375% 10/15/2023                                                     | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1691635.50   | 0.03%             | 2023-10-15      | 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        |   1504000 | PA      | $1140182.40   | 0.02%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                        | TRIPADVISOR INC CONV 0.25% 04/01/2026                                                         | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    812000 | PA      | $644728.00    | 0.01%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY MLP                                                     | GENESIS ENERGY LP LTD INT UNIT                                                                | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |    407930 | NS      | $4311820.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                                                         | PERFICIENT INC CONV 0.125% 11/15/2026                                                         | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1463060.00   | 0.03%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                                         | LIVEPERSON INC CONV 0% 12/15/2026                                                             | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $8182185.98   | 0.15%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $963619.20    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |     85000 | NS      | $2068900.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                                    | NORTHERN TRUST CORP 4.6%/VAR PERP                                                             | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   4285000 | PA      | $3749728.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                    | SCHWAB CHARLES 4.45% PERP PFD                                                                 | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    225000 | NS      | $4556250.00   | 0.09%             |  |  |  | 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        |  17000000 | PA      | $14535000.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SFL CORP LTD                                                           | SFL CORP LTD                                                                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     22603 | NS      | $221283.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                                | KBR INC CONV 2.5% 11/01/2023                                                                  | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $2395980.00   | 0.04%             | 2023-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                          | CITIGROUP INC T5Y 3.875%/VAR PERP                                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  10000000 | PA      | $8343750.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                  | SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A                                                 | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55000.00     | 0.00%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                    | PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2009027.93   | 0.04%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY SER L 4.875% PFD PERP                                                          | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    175000 | NS      | $3728375.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE INC                                                   | 1LIFE HEALTHCARE INC CONV 3% 06/15/2025                                                       | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2051687.50   | 0.04%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |    125000 | NS      | $2830000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                                                     | REDFIN CORP CONV 0.5% 04/01/2027                                                              | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $63550.00     | 0.00%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTAIR ENGINEERING INC                                                 | ALTAIR ENGR INC CONV 0.25% 06/01/2024                                                         | CUSIP: 021369AA1<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1468665.00   | 0.03%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SA                                                           | FERROVIAL SA                                                                                  | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |     20439 | NS      | $549651.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                              | BALL CORP                                                                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     96600 | NS      | $5417328.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                                           | CAPGEMINI SA (FF40)                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     35000 | NS      | $6327911.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REP BK CA 5.125% PFD PRP                                                                | CUSIP: 33616C811<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     53602 | NS      | $1152443.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                  | LUMENTUM HLDGS INC CONV 0.25% 03/15/2024                                                      | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1409793.00   | 0.03%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                     | ROYALTY PHARMA PLC                                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    185400 | NS      | $8152038.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                                     | CROWN HOLDINGS INC                                                                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    204032 | NS      | $16773470.72  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                               | TANDEM DIABETES CARE INC CONV 1.5% 05/01/2025 144A                                            | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63581.00     | 0.00%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY 5.875%/VAR PERP                                                                | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1000000 | PA      | $974783.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                          | BLACKLINE INC CONV 0% 03/15/2026                                                              | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5131156.25   | 0.10%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                     | UNION PACIFIC CORP                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1323 | NS      | $287659.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                               | ENGIE SA                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     32252 | NS      | $490288.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                         | PNC FINANCIAL SERVICES GRP INC 6/VAR PERP                                                     | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   6100000 | PA      | $5734000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.5% 05/15/2023                                                                | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $94864.00     | 0.00%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE SER L 4.625% PFD PERP                                                          | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    180000 | NS      | $3619800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                                               | UNITED STATES STEEL CORP CONV 5% 11/01/2026                                                   | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    728000 | PA      | $1505140.00   | 0.03%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NANOSTRING TECHNOLOGIES INC                                            | NANOSTRING TECHNOLOGIES INC CONV 2.625% 03/01/2025                                            | CUSIP: 63009RAD1<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | DBT              | CORP              | US        |    894000 | PA      | $712589.22    | 0.01%             | 2025-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                  | TRUIST FINANCIAL CORP 5.05%/VAR PERP                                                          | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   3000000 | PA      | $2917500.00   | 0.05%             |  |  |  | No            |                  2 | 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        |     21400 | NS      | $381348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                | AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025                                                | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   9097000 | PA      | $10202285.50  | 0.19%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                                                      | BARRICK GOLD CORP                                                                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    100700 | NS      | $1643424.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                                      | M and T BANK CORP STEP PERP                                                                   | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   1000000 | PA      | $982550.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                                              | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026                                                | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    100000 | PA      | $140700.00    | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                 | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A          | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43425.00     | 0.00%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NEVRO CORP                                                             | NEVRO CORP CONV 2.75% 04/01/2025                                                              | CUSIP: 64157FAC7<br>LEI: 254900SH91I4BOYKUE38 | Long             | DBT              | CORP              | US        |    343000 | PA      | $320705.00    | 0.01%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                                       | SUNNOVA ENERGY INTERNATIONAL INC CONV 2.625% 02/15/2028 144A                                  | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1260630.00   | 0.02%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                 | EQUITABLE HOLDINGS INC 4.3% PFD PERP                                                          | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     49402 | NS      | $893682.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                                           | HARTFORD FINL SVCS GROUP INC                                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    221136 | NS      | $16888156.32  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                 | COLUMBIA SPORTSWEAR CO                                                                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     50300 | NS      | $4506377.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OFFICE PROPERTIES INC                                       | BROOKFIELD PROP 4.161/VAR PFD PAR=25                                                          | CUSIP: 112900816<br>LEI: 36ZUFRRMJERSM4Q0S289 | Long             | EP               | CORP              | CA        |     33900 | NS      | $352823.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO NEW 4.25% PERP PFD                                                         | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    515000 | NS      | $8755000.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                                                  | OPEN TEXT CORPORATION                                                                         | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |    320826 | NS      | $9420976.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                              | OCCIDENTAL PETROLEUM CORP                                                                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     20737 | NS      | $1441014.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                                                          | PAGERDUTY INC CONV 1.25% 07/01/2025                                                           | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    645000 | PA      | $611137.50    | 0.01%             | 2025-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 6.75/3ML+378 PERP                                                       | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  13250000 | PA      | $13137850.54  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY 5.85% PFD PERP                                                                 | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    330000 | NS      | $7817700.00   | 0.15%             |  |  |  | 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        |     28000 | NS      | $701400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE INC                                                         | EVENTBRITE INC CONV 5% 12/01/2025                                                             | CUSIP: 29975EAB5<br>LEI: 549300N6XBV2B1FAUF55 | Long             | DBT              | CORP              | US        |    992000 | PA      | $973400.00    | 0.02%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GANNETT MEDIA CORP                                                     | GANNETT MEDIA CORP CONV 4.75% 04/15/2024                                                      | CUSIP: 36473HAB0<br>LEI: 549300S74UKH4O12NI89 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $973970.00    | 0.02%             | 2024-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                      | TJX COMPANIES INC NEW                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    143000 | NS      | $11447150.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                                                     | COUPA SOFTWARE INC CONV 0.375% 06/15/2026                                                     | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  19581000 | PA      | $17172537.00  | 0.32%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 5.6% SER H PFD PERP                                                            | CUSIP: 74460W644<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     25000 | NS      | $612250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                | LIBERTY INTERACTIVE LLC CONV 1.75% 09/30/2046 144A                                            | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    673000 | PA      | $773142.40    | 0.01%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                               | SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027 144A                                           | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4735815.00   | 0.09%             | 2027-09-15      | 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        |     33200 | NS      | $5749576.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                      | STATE STREET CORP 5.25%/VAR PERP                                                              | CUSIP: 857477AQ6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    583000 | PA      | $582004.04    | 0.01%             |  |  |  | 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        |    103330 | NS      | $2416888.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                            | ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025 144A                                           | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2910000 | PA      | $4137969.89   | 0.08%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                | PEBBLEBROOK HOTEL TRUST CONV 1.75% 12/15/2026                                                 | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2178000.00   | 0.04%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                          | GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP                                                  | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2250000 | PA      | $1750006.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP                                       | BROOKFIELD RENEWABLE PARTNERS                                                                 | CUSIP: N/A<br>LEI: VA8DFMRI2GY8Y7V79H93       | Long             | EC               | CORP              | BM        |     11630 | NS      | $329012.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE INC                                                                | BCE INC 2.954%/VAR PERP PFD                                                                   | CUSIP: 05534B679<br>LEI: 5493001I9203PRB5KR45 | Long             | EP               | CORP              | CA        |     72900 | NS      | $764145.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                    | PRUDENTIAL FINANCIAL INC 4.125% PFD 09/01/2060                                                | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    150000 | NS      | $2924235.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALARA INC                                                            | AVALARA INC CONV 0.25% 08/01/2026                                                             | CUSIP: 05338GAB2<br>LEI: 549300Q16CMW239SS315 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1546125.00   | 0.03%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                              | HESS CORP                                                                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     18000 | NS      | $2590380.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 1.125% 06/15/2027                                                             | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $991049.00    | 0.02%             | 2027-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                                           | CANADIAN PAC RAILWAY LTD                                                                      | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       708 | NS      | $57992.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                                          | MIDDLEBY CORP CONV 1% 09/01/2025                                                              | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2400750.00   | 0.04%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | 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        |   1636000 | PA      | $2734574.00   | 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        |    280744 | NS      | $6878228.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                                          | PG and E CORP                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    221000 | NS      | $3469700.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC NEW                                                     | GANNETT CO INC                                                                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |   1196208 | NS      | $2990520.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                            | TARGET CORP                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    126500 | NS      | $21134355.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIZZLY MERGER SUB 1 LLC                                               | GRIZZLY MERGER SUB 1 LLC CONV 1.75% 09/30/2046 144A                                           | CUSIP: 36164VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2385695.00   | 0.04%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                       | SOUTHERN COMPANY 4.2% PFD 10/15/2060                                                          | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    259440 | NS      | $4861905.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                                            | WORKIVA INC CONV 1.125% 08/15/2026                                                            | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $3043820.00   | 0.06%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO ASSET MANAGEMENT INC                                            | APOLLO ASSET MANAGEMENT INC SER B 6.375% PFD PERP                                             | CUSIP: 03769W302<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EP               | CORP              | US        |     60000 | NS      | $1495200.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                                           | NOVOCURE LTD CONV 0% 11/01/2025                                                               | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |    890000 | PA      | $790893.00    | 0.01%             | 2025-11-01      | 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        |    100000 | NS      | $1689810.00   | 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        |     32217 | NS      | $726171.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                       | INTERDIGITAL INC CONV 3.5% 06/01/2027 144A                                                    | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94200.00     | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                                            | MONGODB INC CONV 0.25% 01/15/2026                                                             | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2500036.50   | 0.05%             | 2026-01-15      | Fixed         | 0.00%                 | 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        |   3000000 | PA      | $3391500.00   | 0.06%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                            | DATADOG INC CONV 0.125% 06/15/2025                                                            | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1444968.00   | 0.03%             | 2025-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                                         | EVERBRIDGE INC CONV 0% 03/15/2026                                                             | CUSIP: 29978AAE4<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $1978807.76   | 0.04%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                         | US BANCORP DEL 4.5% PERP PFD                                                                  | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    150000 | NS      | $3016500.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                  | TRUIST FINANCIAL CORP 4.75% PERP PFD                                                          | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    305000 | NS      | $5993250.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                    | DOMINION ENERGY INC 4.65% PERP                                                                | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   2050000 | PA      | $1758010.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                                       | DHT HOLDINGS INC                                                                              | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   3164055 | NS      | $32051877.15  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                                              | SEGRO PLC                                                                                     | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     13595 | NS      | $131563.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                            | AMEREN CORP                                                                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    206605 | NS      | $18453958.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MIDSTREAM PARTNERS LP                                           | SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP                                                     | CUSIP: 866142AA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    191000 | PA      | $140385.00    | 0.00%             |  |  |  | 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        |    240000 | NS      | $5474400.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                            | WALMART INC                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    162400 | NS      | $24753008.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                                | PELOTON INTERACTIVE INC CONV 0% 02/15/2026                                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   4511000 | PA      | $3189374.35   | 0.06%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                              | APTIV PLC SER A PC 5.5% 06/30/23                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |     33000 | NS      | $3977160.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC                                          | ATLAS AIR WORLDWIDE HLDGS INC CONV 1.875% 06/01/2024                                          | CUSIP: 049164BJ4<br>LEI: 549300R0A2TUVCYZB465 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1710725.00   | 0.03%             | 2024-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0% 05/01/2027                                                                   | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $2817900.00   | 0.05%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                           | SEMTECH CORP CONV 1.625% 11/01/2027 144A                                                      | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044000.00   | 0.02%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                       | CYTOKINETICS INC CONV 4% 11/15/2026                                                           | CUSIP: 23282WAA8<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $416500.00    | 0.01%             | 2026-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                                           | INNOVIVA INC CONV 2.125% 03/15/2028 144A                                                      | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64200.00     | 0.00%             | 2028-03-15      | Fixed         | 0.02%                 | 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        |      8000 | NS      | $169440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                              | BANK NEW YORK MELLON CORP 4.7%/VAR PERP                                                       | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   3000000 | PA      | $2877000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                                                | KBR INC                                                                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     83000 | NS      | $4288610.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                                                          | NEW RELIC INC CONV 0.5% 05/01/2023                                                            | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1748911.50   | 0.03%             | 2023-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                  | TRUIST FINL CORP SER O 5.25% PFD PERP                                                         | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    164000 | NS      | $3621120.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                             | MONDELEZ INTL INC                                                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    567014 | NS      | $38335816.54  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                                      | M and T BANK CORP 3.5%/VAR PERP                                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   3900000 | PA      | $2985060.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 4% PERP PFD                                                                    | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    194000 | NS      | $3367840.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 5.375% 08/01/2025                                                           | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     66000 | PA      | $77781.00     | 0.00%             | 2025-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                                         | EATON CORP PLC                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    300503 | NS      | $49117215.35  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS INC                                    | ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027                                           | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1627869.00   | 0.03%             | 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        |    115057 | NS      | $19561991.14  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 6.926% PC 09/01/2025                                                       | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    191400 | NS      | $9395826.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                                                    | CARLYLE FINANCE LLC 4.625% 05/15/2061 PFD                                                     | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    145000 | NS      | $2446150.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                           | OMNICELL INC CONV 0.25% 09/15/2025                                                            | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    959000 | PA      | $838645.50    | 0.02%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                   | KEURIG DR PEPPER INC                                                                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    726152 | NS      | $28080297.84  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0.25% 03/01/2025                                                      | CUSIP: 29355AAF4<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    191000 | PA      | $753781.50    | 0.01%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BIGCOMMERCE HOLDINGS INC                                               | BIGCOMMERCE HOLDINGS INC CONV 0.25% 10/01/2026                                                | CUSIP: 08975PAB4<br>LEI: 549300MOVEFQ78DMPG58 | Long             | DBT              | CORP              | US        |   6094000 | PA      | $4301808.41   | 0.08%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                          | CITIGROUP INC 6.3/VAR PERP                                                                    | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5000000 | PA      | $4675000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA                                                             | TENARIS SA SPON ADR                                                                           | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     39881 | NS      | $1374698.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                                | BOX INC CONV 0% 01/15/2026                                                                    | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1977629.50   | 0.04%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE CAP GROUP LLC                                                  | OAKTREE CAP GROUP LLC SER A 6.625% SER A PERP PFD                                             | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     55197 | NS      | $1356190.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                   | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                       | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4965000 | PA      | $3947218.44   | 0.07%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                 | AGNICO EAGLE MINES LTD                                                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     61000 | NS      | $3072570.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| VERITONE INC                                                           | VERITONE INC CONV 1.75% 11/15/2026                                                            | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |    139000 | PA      | $88682.00     | 0.00%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                            | SUMMIT HOTEL PROPERTIES INC CONV 1.5% 02/15/2026                                              | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70339.50     | 0.00%             | 2026-02-15      | 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        |    100000 | NS      | $2399000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG INC                                                              | CHEGG INC CONV 0.125% 03/15/2025                                                              | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1228400.00   | 0.02%             | 2025-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO NEW 5.9%/VAR PERP                                                          | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  20700000 | PA      | $18992250.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                               | EQT CORP CONV 1.75% 05/01/2026                                                                | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $3207532.50   | 0.06%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                               | LYFT INC CONV 1.5% 05/15/2025                                                                 | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64121.00     | 0.00%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   8057000 | PA      | $5216907.50   | 0.10%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE 6.125%VAR PERP U                                                               | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2000000 | PA      | $1948952.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                                            | METLIFE INC GLB 6.4%/VAR 12/15/66                                                             | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4709123.80   | 0.09%             | 2066-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                         | BOMBARDIER INC SER 3 3.983% PFD PERP                                                          | CUSIP: 097751606<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EP               | CORP              | CA        |    123400 | NS      | $2086098.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                                                        | SPOTIFY USA INC CONV 0% 03/15/2026                                                            | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799500.00    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                     | VALERO ENERGY CORP                                                                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     87038 | NS      | $11630017.56  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 4.75% SER K PFD PERP                                                           | CUSIP: 74460W578<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     50000 | NS      | $1037000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                               | CERIDIAN HCM HLDG INC CONV 0.25% 03/15/2026                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1404877.50   | 0.03%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEWY INC                                                              | CHEWY INC 6.5% PC 05/16/2023 144A                                                             | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        50 | NS      | $50774.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0% 03/01/2026                                                         | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    100000 | PA      | $125700.00    | 0.00%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                  | TRUIST FINANCIAL CORP 4.95%/VAR PERP                                                          | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   4050000 | PA      | $3908250.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                 | ROPER TECHNOLOGIES INC                                                                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     12200 | NS      | $5354458.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                                                  | B RILEY FINL INC 6.375% 02/28/2025 PFD                                                        | CUSIP: 05580M868<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     53300 | NS      | $1273337.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                               | TPG RE FINANCE TRUST INC SER C 6.25% PFD PERP                                                 | CUSIP: 87266M206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4441 | NS      | $73675.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 4/VAR PERP                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  11000000 | PA      | $9139130.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                                           | INTERPUBLIC GROUP OF COS INC                                                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    272500 | NS      | $9363100.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                        | RINGCENTRAL INC CONV 0% 03/01/2025                                                            | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2162295.00   | 0.04%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                            | ARCELORMITTAL SA LUXEMBOURG 5.5% PC 05/18/2023                                                | CUSIP: 03938L302<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EP               | CORP              | LU        |     39200 | NS      | $2497824.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                    | AMERICAN EXPRESS CO 3.55%/VAR PERP                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |  14000000 | PA      | $11130000.00  | 0.21%             |  |  |  | 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        |    180000 | NS      | $3574800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                        | ASTRAZENECA PLC SPONS ADR                                                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    444124 | NS      | $30187108.28  | 0.57%             |  |  |  | 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      | $6137600.00   | 0.12%             |  |  |  | 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        |    150000 | NS      | $3147000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                               | WINNEBAGO INDUSTRIES INC CONV 1.5% 04/01/2025                                                 | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1708050.00   | 0.03%             | 2025-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                        | T-MOBILE US INC 5.25% PC 06/01/2023 144A                                                      | CUSIP: 901375105<br>LEI: 549300QHIJYOHPACPG31 | Long             | EP               | CORP              | US        |      8050 | NS      | $9888781.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                             | NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024                                              | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1634587.50   | 0.03%             | 2024-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BCE INC                                                                | BCE INC 4.85%/VAR SER AM PFD PERP                                                             | CUSIP: 05534B646<br>LEI: 5493001I9203PRB5KR45 | Long             | EP               | CORP              | CA        |     69200 | NS      | $743366.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                                    | CELLNEX TELECOM SAU                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     28965 | NS      | $996064.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                                           | COMERICA INC 5.625%/VAR PERP                                                                  | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |   2000000 | PA      | $1941200.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY (ELI) and CO                                                     | LILLY (ELI) and CO                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    118833 | NS      | $44096549.64  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                 | PATRICK INDUSTRIES INC CONV 1% 02/01/2023                                                     | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1719799.85   | 0.03%             | 2023-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATERA INC                                                             | NATERA INC CONV 2.25% 05/01/2027                                                              | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $740923.75    | 0.01%             | 2027-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                           | COCA COLA CO                                                                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1656547 | NS      | $105372954.67 | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                                     | CENOVUS ENERGY INC                                                                            | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    124371 | NS      | $2473739.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                   | FREEPORT MCMORAN INC                                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    326200 | NS      | $12982760.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION                                                                   | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    360200 | NS      | $6670904.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION SER PP 4.125% PFD PERP                                            | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    300000 | NS      | $5301000.00   | 0.10%             |  |  |  | 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        |  18500000 | PA      | $15540000.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP                                             | NEXTERA ENERGY PARTNERS LP                                                                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      6489 | NS      | $522299.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                                    | SCHWAB CHARLES CORP 5.375/VAR PERP                                                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  16750000 | PA      | $16463575.00  | 0.31%             |  |  |  | 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        |     64218 | NS      | $1214362.38   | 0.02%             |  |  |  | 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      | $6762855.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                  | TRUIST FINL CORP 4.8%/VAR PERP                                                                | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   7000000 | PA      | $6354180.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                              | BANK NEW YORK MELLON CORP 4.625/VAR PERP                                                      | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   8000000 | PA      | $6913343.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY 6.375/VAR PREF PERP                                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     30000 | NS      | $754200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                        | SEAGATE TECHNOLOGY HOLDINGS PLC                                                               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    116800 | NS      | $6186896.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                    | GENERAL ELECTRIC CO                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    121675 | NS      | $10460399.75  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                       | CROWN CASTLE INC                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2821 | NS      | $398974.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 3.9% PFD PERP O                                                                | CUSIP: 74460W487<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     75000 | NS      | $1272750.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                                 | NEXTGEN HEALTHCARE INC CONV 3.75% 11/15/2027 144A                                             | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2153691.53   | 0.04%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                                         | EVERBRIDGE INC CONV 0.125% 12/15/2024                                                         | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1649240.60   | 0.03%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                 | PROGRESS SOFTWARE CORP CONV 1% 04/15/2026                                                     | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2165970.00   | 0.04%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 0.5% 09/15/2023                                                               | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1057920.00   | 0.02%             | 2023-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 6%/VR PERP                                                              | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  12000000 | PA      | $11880000.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                               | SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024                                                 | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $2012640.00   | 0.04%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.125% 03/01/2025                                                              | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67361.25     | 0.00%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE 5.15% PERP                                                                     | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  10265000 | PA      | $10084336.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                       | WILLIAMS COMPANIES INC                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     27120 | NS      | $941064.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                                                     | REDFIN CORP CONV 0% 10/15/2025                                                                | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    192000 | PA      | $114240.00    | 0.00%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                  | BILL.COM HOLDINGS INC CONV 0% 04/01/2027                                                      | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64435.50     | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | 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        |   1522000 | PA      | $2068968.75   | 0.04%             | 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      | $2217000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER OPERATING LP SER C 7.375%/VAR PFD                                             | CUSIP: 29273V407<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     60000 | NS      | $1388400.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                              | BANK NEW YORK MELLON CORP 3.7%/VAR PERP                                                       | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   6725000 | PA      | $5995921.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 5.125%/VAR PERP                                                   | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  15500000 | PA      | $14645961.94  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAW CABLESYSTEMS LTD                                                  | SHAW COMMS INC CL B NON VTG                                                                   | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |    295926 | NS      | $8076008.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLSFARGO CL A SERIES Z 4.75% PFD PERP                                                       | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    763900 | NS      | $14338403.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                            | METLIFE INC 3.85%/VAR PERP                                                                    | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   7000000 | PA      | $6356910.00   | 0.12%             |  |  |  | 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        |    553400 | NS      | $10774698.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                       | COMCAST CORP CL A                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1632012 | NS      | $59796919.68  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.25% 06/15/2028                                                                | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78480.00     | 0.00%             | 2028-06-15      | Fixed         | 0.00%                 | 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        |      6414 | NS      | $122250.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 5/VAR PERP                                                              | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  18885000 | PA      | $17477312.10  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                             | DEXCOM INC CONV 0.25% 11/15/2025                                                              | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $3118313.00   | 0.06%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                    | SCHWAB CHARLES CORP 4/VAR PERP                                                                | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  18000000 | PA      | $15300000.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                                        | ENTERPRISE PRODS PARTNERS LP                                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      5261 | NS      | $130525.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP                                             | NEXTERA ENERGY PARTNERS LP CONV 0% 06/15/2024 144A                                            | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79520.00     | 0.00%             | 2024-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                               | ENEL (ENTE NAZ ENERG ELET) SPA                                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    100414 | NS      | $541712.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                       | SOUTHERN COMPANY 4%/VAR 01/15/2051                                                            | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1586857.00   | 0.03%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 1.875% 12/01/2029 144A                                                     | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4168740.00   | 0.08%             | 2029-12-01      | 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        |   1804000 | PA      | $1303638.03   | 0.02%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                         | US BANCORP DEL 5.3/VAR PERP                                                                   | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1500000 | PA      | $1281900.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                              | HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028 144A                                             | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1433500.00   | 0.03%             | 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        |    600000 | NS      | $11880000.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                | PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD                                                       | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |     54000 | NS      | $991440.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                             | VERIZON COMMUNICATIONS INC                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1162019 | NS      | $45295500.62  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP                                                  | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   3535000 | PA      | $3004958.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                          | ALLSTATE CORP SER I 4.75% PFD PERP                                                            | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    125000 | NS      | $2592500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                  | BURLINGTON STORES INC                                                                         | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     15000 | NS      | $2935200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                        | PHILIP MORRIS INTL INC                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    442600 | NS      | $44113942.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                                                     | ARCH RESOURCES INC CONV 5.25% 11/15/2025                                                      | CUSIP: 039389AB7<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | DBT              | CORP              | US        |    249000 | PA      | $1065346.50   | 0.02%             | 2025-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                     | ATHENE HOLDING LTD SER A 6.35%/VAR PFD PERP                                                   | CUSIP: N/A<br>LEI: 549300H316CT32FQXI76       | Long             | EP               | CORP              | BM        |    185000 | NS      | $4554700.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                    | AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025                                              | CUSIP: 02557T307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     36200 | NS      | $1902672.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REPUBLIC BANK SER J 4.7% PFD PERP                                                       | CUSIP: 33616C787<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    106680 | NS      | $2121470.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                  | ENTERGY LA 4.875% PFD 9/1/66                                                                  | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |     20000 | NS      | $434000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                       | VAIL RESORTS INC CONV 0% 01/01/2026                                                           | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93375.00     | 0.00%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                            | VISTRA CORP T5Y 7%/VAR PERP 144A                                                              | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3495000 | PA      | $3126010.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                           | Fidelity Cash Central Fund                                                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  55833740 | NS      | $55844906.70  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                                       | SOUTHERN CO 5.25% 12/01/77 PFD                                                                | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    186487 | NS      | $4278011.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA 5.2% PERP                                                                     | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  24000000 | PA      | $23369994.48  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                   | BOOKING HOLDINGS INC CONV 0.75% 05/01/2025                                                    | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     82000 | PA      | $114496.60    | 0.00%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                   | LOCKHEED MARTIN CORP                                                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     85000 | NS      | $41241150.00  | 0.77%             |  |  |  | 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        |    260000 | NS      | $4773600.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                                         | CLOUDFLARE INC CONV 0% 08/15/2026                                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51424.00     | 0.00%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BCE INC                                                                | BCE INC SER R STEP PFD PERP                                                                   | CUSIP: 05534B703<br>LEI: 5493001I9203PRB5KR45 | Long             | EP               | CORP              | CA        |     67600 | NS      | $739245.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                                      | MP MATERIALS CORP CONV 0.25% 04/01/2026 144A                                                  | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1578487.50   | 0.03%             | 2026-04-01      | 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        |    280907 | NS      | $23309662.86  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                                            | HUBSPOT INC CONV 0.375% 06/01/2025                                                            | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2776920.00   | 0.05%             | 2025-06-01      | Fixed         | 0.00%                 | No            |                  2 | 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        |     69598 | NS      | $1202653.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG INC                                                              | CHEGG INC CONV 0% 09/01/2026                                                                  | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1229863.57   | 0.02%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORP                                                     | VAREX IMAGING CORP CONV 4% 06/01/2025                                                         | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120313.26    | 0.00%             | 2025-06-01      | 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        |    115000 | NS      | $2854300.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO NEW 5.875%/VAR PERP                                                        | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  15000000 | PA      | $14683500.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP 6.5% VAR PERP                                                            | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  11000000 | PA      | $10850716.47  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.25% 05/01/2025                                                                | CUSIP: 83304AAD8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    718000 | PA      | $658765.00    | 0.01%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REPUBLIC BANK 4.5% PFD PERP                                                             | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    245000 | NS      | $4557000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 5.279% PC 03/01/23                                                         | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     95500 | NS      | $4884825.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY 5.3%/VAR PERP                                                                  | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1000000 | PA      | $974418.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                                                           | INSULET CORP CONV 0.375% 09/01/2026                                                           | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $3281501.00   | 0.06%             | 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        |     43300 | NS      | $6005053.65   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                           | DANAHER CORP SER B 5% PC 04/15/2023                                                           | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      5860 | NS      | $8231745.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL BLOOD THERAPEUTICS INC                                          | GLOBAL BLOOD THERAPEUTICS INC CONV 1.875% 12/15/2028 144A                                     | CUSIP: 37890UAA6<br>LEI: 549300U4G0QKK99GRT15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $3917375.00   | 0.07%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JP MORGAN CHASE 4.75% PFD PERP                                                                | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    325000 | NS      | $6600750.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                                         | US BANCORP SER M 4% PFD PERP                                                                  | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    250000 | NS      | $4475000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK and WILCOX ENTERPRISES INC                                     | BABCOCK and WILCOX ENTERPRISES INC                                                            | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |   1595880 | NS      | $7277212.80   | 0.14%             |  |  |  | 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        |    500000 | NS      | $10445000.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                       | EXXON MOBIL CORP                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    297306 | NS      | $33102050.04  | 0.62%             |  |  |  | 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        |     66000 | PA      | $61677.00     | 0.00%             | 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        |    797000 | PA      | $726465.50    | 0.01%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                           | DANAHER CORP                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    122870 | NS      | $33593886.70  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                                       | IMPERIAL OIL LTD                                                                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    357831 | NS      | $20358180.45  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                                   | WASTE CONNECTIONS INC                                                                         | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      8045 | NS      | $1162502.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                                            | CERENCE INC CONV 3% 06/01/2025                                                                | CUSIP: 156727AB5<br>LEI: 5493002WL2W5WMS89568 | Long             | DBT              | CORP              | US        |    559000 | PA      | $513489.17    | 0.01%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                            | NUTRIEN LTD                                                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     71876 | NS      | $5776689.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                        | DOLLAR TREE INC                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     37600 | NS      | $5650904.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                                                        | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                                                    | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1168125.00   | 0.02%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                                     | COUPA SOFTWARE INC CONV 0.125% 06/15/2025                                                     | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4293186.95   | 0.08%             | 2025-06-15      | Fixed         | 0.00%                 | 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        |    686400 | NS      | $12568052.64  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC NEW                                                            | 8X8 INC NEW CONV 0.5% 02/01/2024                                                              | CUSIP: 282914AB6<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1739144.32   | 0.03%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                             | RAPID7 INC CONV 2.25% 05/01/2025                                                              | CUSIP: 753422AD6<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1328916.50   | 0.02%             | 2025-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                  | SOUTHWEST AIRLINES CO CONV 1.25% 05/01/2025                                                   | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $6588648.00   | 0.12%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.125% 10/01/2026                                                               | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $4834527.50   | 0.09%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                    | PRUDENTIAL FINL INC 6%/VAR 09/01/2052                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922040.84    | 0.02%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                              | CONSTELLATION ENERGY CORP                                                                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52989 | NS      | $5093302.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                         | MCDONALDS CORP                                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    265778 | NS      | $72501580.62  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                                     | ATHENE HOLDING LTD SER D 4.875% PFD PERP                                                      | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    340000 | NS      | $6239000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                                          | ALLSTATE CORP SER H 5.1% PERP PFD                                                             | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    375000 | NS      | $8137500.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK and WILCOX ENTERPRISES INC                                     | BABCOCK and WILCOX ENTERPRISES INC 6.5% 12/31/2026                                            | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    100000 | NS      | $2102380.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HLDGS CORP                                                    | FUJIFILM HOLDINGS CORP                                                                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     60100 | NS      | $3232910.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                | INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025                                                 | CUSIP: 45765UAB9<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $2737300.00   | 0.05%             | 2025-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                               | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029 144A                                          | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $5902638.00   | 0.11%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 2.5% 02/15/2027 144A                                                        | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1153000 | PA      | $898187.00    | 0.02%             | 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        |     54102 | NS      | $28852055.58  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                                              | FIVE9 INC CONV 0.5% 06/01/2025                                                                | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2236140.00   | 0.04%             | 2025-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                 | ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027 144A                                              | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    690000 | PA      | $818340.00    | 0.02%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.125% 09/01/2027                                                               | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1953395.41   | 0.04%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                            | VISTRA CORP 8%/VAR PERP 144A                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   1750000 | PA      | $1662204.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 4.7% SER J PFD PERP                                                            | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     65000 | NS      | $1332500.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                      | HUNTINGTON INGALLS INDUSTRIES INC                                                             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     57194 | NS      | $13266720.24  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP                                       | BROOKFIELD RENEWABLE PARTNERS LP 5.25% PFD PERP                                               | CUSIP: N/A<br>LEI: VA8DFMRI2GY8Y7V79H93       | Long             | EP               | CORP              | BM        |    125000 | NS      | $2241237.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                             | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                   | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978302.23    | 0.02%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                      | STATE STREET CORP 5.625/VAR PERP                                                              | CUSIP: 857477BA0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   5750000 | PA      | $5347500.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                        | ENTERGY TEXAS INC SER A 5.375% PFD PAR=25                                                     | CUSIP: 29365T302<br>LEI: LWXX58X12AJXISQ28573 | Long             | EP               | CORP              | US        |     10000 | NS      | $235200.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                              | BOEING CO                                                                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     56999 | NS      | $10195981.12  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                          | CITIGROUP INC 5%/VAR PERP                                                                     | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   4550000 | PA      | $4095000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INSMED INC                                                             | INSMED INC CONV 1.75% 01/15/2025                                                              | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $689250.00    | 0.01%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                   | WEC ENERGY GROUP INC                                                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    152531 | NS      | $15121923.34  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                                          | PLAINS ALL AMER PIPELINE LP                                                                   | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    488568 | NS      | $6068014.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                                    | FIRST REPUBLIC BANK SER M 4% PERP PFD                                                         | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    300000 | NS      | $5076000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                          | SEMPRA ENERGY 4.125%/VAR 04/01/2052                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $971995.80    | 0.02%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                   | EDISON INTERNATIONAL 5.375%/VAR PERP                                                          | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   3500000 | PA      | $2973215.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                 | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 1% 01/30/2023                                     | CUSIP: 531229AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $915059.89    | 0.02%             | 2023-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                     | LIBERTY MEDIA CORP CONV 0.5% 12/01/2050 144A                                                  | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    461000 | PA      | $470819.30    | 0.01%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                  | ON SEMICONDUCTOR CORP CONV 1.625% 10/15/2023                                                  | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $4232364.50   | 0.08%             | 2023-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                             | AIRBNB INC CONV 0% 03/15/2026                                                                 | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2257415.50   | 0.04%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                          | CITIGROUP INC 4.15/VAR PERP                                                                   | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2815000 | PA      | $2273112.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                                               | EQUITRANS MIDSTREAM CORP                                                                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     46399 | NS      | $389287.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                            | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027 144A                                           | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1779340.00   | 0.03%             | 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        |    100000 | NS      | $2533000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                 | EQUITABLE HOLDINGS INC 4.95/VAR PERP                                                          | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    750000 | PA      | $708675.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                              | UNITED PARCEL SERVICE INC CL B                                                                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    291329 | NS      | $55273851.17  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                          | SEMPRA ENERGY 5.75% PFD 07/01/2079                                                            | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    245459 | NS      | $5731467.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.75% 08/01/2026                                                                | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1469243.75   | 0.03%             | 2026-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                         | PNC FINANCIAL SERVICES GRP INC 6.2%/VAR PERP                                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   2600000 | PA      | $2509000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 1.75% 05/01/2026                                                           | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $2426870.00   | 0.05%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 4.875% SER I PFD PERP                                                          | CUSIP: 74460W628<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     25000 | NS      | $537250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                                      | TRAVELERS COMPANIES INC                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    235492 | NS      | $44698736.52  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO NEW 4.7% PFD                                                               | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    450000 | NS      | $8365500.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                                           | GLAUKOS CORP CONV 2.75% 06/15/2027                                                            | CUSIP: 377322AB8<br>LEI: 5299004JA1LHE21M6T14 | Long             | DBT              | CORP              | US        |    830000 | PA      | $992368.75    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                      | STATE STRET CO 5.9% PFD PERP D                                                                | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     60700 | NS      | $1474099.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                             | DEXCOM INC CONV 0.75% 12/01/2023                                                              | CUSIP: 252131AH0<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $4681167.50   | 0.09%             | 2023-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK AMER PC 7.25% PERP PAR=1000                                                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15365 | NS      | $18714570.00  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                                                            | CONMED CORP CONV 2.25% 06/15/2027 144A                                                        | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $957420.00    | 0.02%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                            | HITACHI LTD                                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    119800 | NS      | $6406839.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                                               | AES CORP 6.875% PC 02/15/2024                                                                 | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |     45700 | NS      | $4683336.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                             | DIAGEO PLC                                                                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    292038 | NS      | $13486898.49  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 0% 12/15/2025                                                          | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3891000 | PA      | $2629926.90   | 0.05%             | 2025-12-15      | Fixed         | 0.00%                 | 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        |    108258 | NS      | $2486686.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                                    | PRUDENTIAL FINL INC 3.7%/VAR 10/01/50                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1891750.00   | 0.04%             | 2050-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO PAC SAB CV                                         | GRUPO AEROPORT PACIFIC SAB ADR                                                                | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      4602 | NS      | $748055.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                      | MARRIOTT VACATIONS WRLDWD CORP CONV 0% 01/15/2026                                             | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103350.00    | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 1.125% 02/15/2027                                                           | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1384000 | PA      | $1050785.17   | 0.02%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                                            | BROOKDALE SENIOR LIVING INC CONV 2% 10/15/2026                                                | CUSIP: 112463AC8<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1589672.50   | 0.03%             | 2026-10-15      | Fixed         | 0.02%                 | 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      | $68943.00     | 0.00%             | 2027-10-15      | 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        |    121738 | NS      | $7268169.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                                          | BLACKLINE INC CONV 0.125% 08/01/2024                                                          | CUSIP: 09239BAB5<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2134425.00   | 0.04%             | 2024-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                | DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD                                                  | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     14400 | NS      | $271728.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                                         | US BANCORP DEL 3.7%/VAR PERP                                                                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   7000000 | PA      | $5584040.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM PARTNERS LP                                          | WESTERN MIDSTREAM PARTNERS LP                                                                 | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308389 | NS      | $8628724.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                                         | TARGA RESOURCES CORP                                                                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     98879 | NS      | $7355608.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                           | Fidelity Securities Lending Cash Central Fund                                                 | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  21596715 | NS      | $21598875.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                 | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028 144A                                             | CUSIP: 703343AF0<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2299080.00   | 0.04%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                                                    | PEABODY ENERGY CORP CONV 3.25% 03/01/2028 144A                                                | CUSIP: 704551AC4<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $2742611.00   | 0.05%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                           | PARSONS CORP CONV 0.25% 08/15/2025                                                            | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2788170.00   | 0.05%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0% 03/01/2028                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    100000 | PA      | $131481.72    | 0.00%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS (ADP)                                               | AEROPORTS DE PARIS                                                                            | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      3194 | NS      | $492315.38    | 0.01%             |  |  |  | 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        |    102000 | PA      | $73496.78     | 0.00%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                    | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $1738346.23   | 0.03%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                                        | CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024                                               | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1858000 | PA      | $2113475.00   | 0.04%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3 INC                                            | MATCH GROUP FINANCECO 3 INC CONV 2% 01/15/2030 144A                                           | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1255557.50   | 0.02%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFL CORP LTD                                                           | SFL CORP LTD 7.25% 05/12/2026 144A REGS                                                       | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1231750.00   | 0.02%             | 2026-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                           | ALIMENTATION COUCHE-TARD INC                                                                  | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     94200 | NS      | $4291399.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                                        | BERKLEY WR CORP 5.7% PFD 3/30/2058                                                            | CUSIP: 084423706<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     59071 | NS      | $1420066.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    133800 | NS      | $18488484.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                                                           | DOCUSIGN INC CONV 0% 01/15/2024                                                               | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2177844.00   | 0.04%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 6.3% VAR PERP                                                     | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   8000000 | PA      | $7928000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                | VEOLIA ENVIRONNEMENT                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      6282 | NS      | $162589.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    416812 | NS      | $19986135.40  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                                               | STEM INC CONV 0.5% 12/01/2028 144A                                                            | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $1599541.03   | 0.03%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                            | PAYCHEX INC                                                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     42000 | NS      | $5209260.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                                       | RBC BEARINGS INC PC 10/15/2024                                                                | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     34400 | NS      | $3956000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                               | TURNING POINT BRANDS INC CONV 2.5% 07/15/2024                                                 | CUSIP: 90041LAE5<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   6672000 | PA      | $5902962.46   | 0.11%             | 2024-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 6% PFD PERP                                                       | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    400000 | NS      | $9924000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    783145 | NS      | $29642038.25  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                                      | M and T BANK CORP 5.125/VAR PERP                                                              | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   5000000 | PA      | $4356250.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ILFC E CAPITAL TR I                                                    | ILFC E CAPITAL TR I 3ML+155 12/21/2065 144A                                                   | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14050000 | PA      | $9123227.00   | 0.17%             | 2065-12-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                                        | BJS WHSL CLUB HLDGS INC                                                                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     71700 | NS      | $5394708.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                                         | AMETEK INC NEW                                                                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     41600 | NS      | $5924672.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                            | ZSCALER INC CONV 0.125% 07/01/2025                                                            | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $3561360.00   | 0.07%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 6.1% VAR PERP                                                     | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   9920000 | PA      | $9673190.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                                    | SCORPIO TANKERS INC                                                                           | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    153600 | NS      | $7836672.00   | 0.15%             |  |  |  | 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        |  29400000 | PA      | $25614750.00  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                     | ALLY FINANCIAL 4.7/VAR INC PERP                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   7600000 | PA      | $5505250.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR and CO INC                                                         | KKR and CO INC DEL SER C 6% PC 09/15/2023                                                     | CUSIP: 48251W401<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |     29300 | NS      | $1848830.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                | SBA COMMUNICATIONS CORP                                                                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1313 | NS      | $392980.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                          | GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP                                                     | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   4755000 | PA      | $4612350.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                                                            | AENA SME SA                                                                                   | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     90836 | NS      | $11720888.20  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE 3.95% PERP PFD                                                                 | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     65000 | NS      | $1113450.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 4.6%/VAR PERP                                                           | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  23390000 | PA      | $20758625.00  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                          | SEMPRA ENERGY 4.875%/VAR PERP                                                                 | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   7775000 | PA      | $7211312.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                            | PEPSICO INC                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    456220 | NS      | $84633372.20  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORPORATION 6.125%/VAR PERP                                                   | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  16000000 | PA      | $15480000.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO 5.85 PFD PERP                                                                     | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    478751 | NS      | $11126173.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                                         | BRUNSWICK CO 6.5% PFD 10/15/48                                                                | CUSIP: 117043406<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |     13127 | NS      | $324236.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                             | SUNRUN INC CONV 0% 02/01/2026                                                                 | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1303170.00   | 0.02%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                  | BILL.COM HOLDINGS INC CONV 0% 12/01/2025                                                      | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127500.00    | 0.00%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DESKTOP METAL                                                          | DESKTOP METAL CONV 6% 05/15/2027 144A                                                         | CUSIP: 25058XAC9<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $732600.00    | 0.01%             | 2027-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                 | UNITEDHEALTH GROUP INC                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     63104 | NS      | $34565847.04  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                            | EXELON CORP                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    271162 | NS      | $11217971.94  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                                          | BUNGE LIMITED                                                                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     50200 | NS      | $5262968.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                         | PUBLIC STORAGE SER G 5.05% PFD PERP                                                           | CUSIP: 74460W669<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     25000 | NS      | $563750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                           | UNILEVER PLC ORD                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    150900 | NS      | $7545172.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIUS GLOBAL INFRASTRUCTURE INC                                       | RADIUS GLOBAL INFRASTRUCTURE INC CONV 2.5% 09/15/2026 144A                                    | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80836.79     | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | 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        |   1399000 | PA      | $1590663.00   | 0.03%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                                            | WIX.COM LTD CONV 0% 08/15/2025                                                                | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   2557000 | PA      | $2147880.00   | 0.04%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                   | CHART INDUSTRIES INC CONV 1% 11/15/2024 144A                                                  | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $39256.00     | 0.00%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                                            | XOMETRY INC CONV 1% 02/01/2027 144A                                                           | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576725.00    | 0.01%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE SA                                                              | NESTLE SA (REG)                                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     75054 | NS      | $8933197.56   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $249906.75    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                  | JPMORGAN CHASE and CO 4.625/VAR PERP                                                          | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2700000 | PA      | $2648615.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                        | GEN DIGITAL INC                                                                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    298700 | NS      | $6858152.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                               | VINCI SA                                                                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      3371 | NS      | $340355.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                            | SHOPIFY INC CONV 0.125% 11/01/2025                                                            | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2651185.10   | 0.05%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.125% 03/01/2028 144A                                                          | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $4337625.00   | 0.08%             | 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        |     59100 | NS      | $901275.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                                        | PEGASYSTEMS INC CONV 0.75% 03/01/2025                                                         | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |    653000 | PA      | $551785.00    | 0.01%             | 2025-03-01      | Fixed         | 0.01%                 | 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        |    550000 | NS      | $9817500.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                    | AMERICAN TOWER CORP                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     47008 | NS      | $10400520.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP                                         | INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025                                           | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1404783.00   | 0.03%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                | MPLX LP                                                                                       | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     61776 | NS      | $2099766.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                                          | CABLE ONE INC CONV 0% 03/15/2026                                                              | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    102000 | PA      | $77826.00     | 0.00%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN GROUP                                                       | TRANSURBAN GROUP STAPLED UNIT                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    125267 | NS      | $1224692.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COHERUS BIOSCIENCES INC                                                | COHERUS BIOSCIENCES INC CONV 1.5% 04/15/2026                                                  | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54408.00     | 0.00%             | 2026-04-15      | Fixed         | 0.01%                 | 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        |     74000 | PA      | $62749.16     | 0.00%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                          | REPLIGEN CORP CONV 0.375% 07/15/2024                                                          | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1604973.33   | 0.03%             | 2024-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                           | NISOURCE INC 7.75% PC 03/01/2024                                                              | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       800 | NS      | $86256.00     | 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        |    101000 | PA      | $77391.25     | 0.00%             | 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        |    149939 | NS      | $13323579.54  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                                        | BERKLEY WR CORP 5.1% PFD 12/30/2059                                                           | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    125000 | NS      | $2790000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                            | OVINTIV INC                                                                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61230 | NS      | $3414184.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                                         | SSR MINING INC CONV 2.5% 04/01/2039                                                           | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | CA        |   2061000 | PA      | $2260917.00   | 0.04%             | 2039-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OAKTREE CAP GROUP LLC                                                  | OAKTREE CAP GROUP LLC SER B 6.55% PERP PFD                                                    | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     80300 | NS      | $1981402.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                                    | JOHNSON and JOHNSON                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    372620 | NS      | $66326360.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                                         | CLOUDFLARE INC CONV 0.75% 05/15/2025                                                          | CUSIP: 18915MAB3<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1744245.69   | 0.03%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVENT CORP                                                            | LIVENT CORP CONV 4.125% 07/15/2025                                                            | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |    522000 | PA      | $1724949.00   | 0.03%             | 2025-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL II                                               | GOLDMAN SACHS 5.793/VR PERP                                                                   | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   4694000 | PA      | $3555705.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                      | STATECRP 5.35%/VAR PFD PERP                                                                   | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     20000 | NS      | $491400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                  | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $4704763.00   | 0.09%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                           | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                             | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    500000 | PA      | $444610.20    | 0.01%             |  |  |  | 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      | $1941813.80   | 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        |     75900 | NS      | $10794498.00  | 0.20%             |  |  |  | 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        |     20000 | NS      | $387798.00    | 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        |    285090 | NS      | $18941379.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM LP                                                       | DCP MIDSTREAM LP                                                                              | CUSIP: 23311P100<br>LEI: 52990024YYS3MLGW0E91 | Long             | EC               | CORP              | US        |    157729 | NS      | $6205058.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI FIBER HOLDINGS INC                                               | UNITI FIBER HOLDINGS INC CONV 4% 06/15/2024 144A                                              | CUSIP: 91325LAA8<br>LEI: 549300GM4ENWVC5GBF11 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1083665.00   | 0.02%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                      | CISCO SYSTEMS INC                                                                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1669780 | NS      | $83021461.60  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                            | WAYFAIR INC CONV 0.625% 10/01/2025                                                            | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2798000 | PA      | $1783725.00   | 0.03%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                            | VISTRA CORP                                                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    371800 | NS      | $9045894.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK and WILCOX ENTERPRISES INC                                     | BABCOCK and WILCOX ENTERPRISES INC SER A 7.75% PERP PFD                                       | CUSIP: 05614L407<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    128508 | NS      | $1971312.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                                                  | B RILEY FINL INC 5% PFD 12/31/2026                                                            | CUSIP: 05580M793<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     80000 | NS      | $1720000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                                         | REALREAL (THE) CONV 1% 03/01/2028                                                             | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    853000 | PA      | $311345.00    | 0.01%             | 2028-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                  | BURLINGTON STORES INC CONV 2.25% 04/15/2025                                                   | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85218.75     | 0.00%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                           | PROLOGIS INC REIT                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1561 | NS      | $183870.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                  | REPUBLIC SERVICES INC                                                                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5631 | NS      | $784341.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYS INC                                                         | VERINT SYS INC CONV 0.25% 04/15/2026                                                          | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    743000 | PA      | $659041.00    | 0.01%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                            | MAGNITE INC CONV 0.25% 03/15/2026                                                             | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2201591.91   | 0.04%             | 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        |   4859000 | PA      | $5019347.00   | 0.09%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                      | SUNCOR ENERGY INC                                                                             | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    419534 | NS      | $13794735.77  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SHAKE SHACK INC                                                        | SHAKE SHACK INC CONV 0% 03/01/2028                                                            | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     97000 | PA      | $66384.38     | 0.00%             | 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        |     29683 | NS      | $5205210.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUGHAFEN ZURICH AG KLOTEN                                             | FLUGHAFEN ZURICH AG KLOTEN                                                                    | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       897 | NS      | $149147.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                 | BOSTON SCIENTIFIC CORP SER A PC 5.5% 06/01/2023                                               | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     46800 | NS      | $5285592.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                           | NEWMONT CORP                                                                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     35700 | NS      | $1694679.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC/NEVADA                                                  | DRAFTKINGS INC/NEVADA CONV 0% 03/15/2028                                                      | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  14880000 | PA      | $9493440.00   | 0.18%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BABCOCK and WILCOX ENTERPRISES INC                                     | BABCOCK and WILCOX ENTERPRISES INC 8.125% PFD 02/28/2026                                      | CUSIP: 05614L308<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    303980 | NS      | $7268161.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                           | WHEATON PRECIOUS METALS CORP                                                                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     82500 | NS      | $3219901.13   | 0.06%             |  |  |  | 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        |    197943 | NS      | $4561596.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                         | PNC FIN SER GRP INC STEP PERP                                                                 | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   2390000 | PA      | $2257166.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO                                                   | LAMAR ADVERTISING CO CL A                                                                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    125368 | NS      | $12554351.52  | 0.24%             |  |  |  | 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        |     40000 | NS      | $637172.00    | 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        |   1200000 | PA      | $941773.78    | 0.02%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                       | DT MIDSTREAM INC                                                                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4295 | NS      | $259117.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 1.125% 09/15/2025                                                             | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2547480.00   | 0.05%             | 2025-09-15      | 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        |    194302 | NS      | $32693254.52  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                     | WELLS FARGO and CO 6.625% PFD                                                                 | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    216976 | NS      | $5522039.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                 | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027 144A                             | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3517000 | PA      | $3358735.00   | 0.06%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                                             | FASTLY INC CONV 0% 03/15/2026                                                                 | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |   4682000 | PA      | $3324220.00   | 0.06%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer