# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000482
**Filing Date:** 2026-1
**Character Count:** 282472
**Document Hash:** c699890d219cb871e360ece63e12a867
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000482.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555432

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Strategic Dividend and Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**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:** $5385647923.08

**Total Liabilities:** $4950391.20

**Net Assets:** $5380697531.88

**Delayed Delivery Securities:** $176891.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3993.01654420 | **1-Year:** 24388.08431390 | **5-Year:** 54408.58370270 | **10-Year:** 22842.85773820 | **30-Year:** 23449.40891290

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

- **3-Month:** 12806.99716054 | **1-Year:** 60402.36452026 | **5-Year:** 145043.24837439 | **10-Year:** 11518.93426134 | **30-Year:** 4652.24621100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048851 | 1.83%                | 0.77%                | 1.36%                |
| Class ID C000048852 | 1.79%                | 0.71%                | 1.37%                |
| Class ID C000048854 | 1.74%                | 0.68%                | 1.27%                |
| Class ID C000048855 | 1.79%                | 0.70%                | 1.32%                |
| Class ID C000048856 | 1.84%                | 0.76%                | 1.36%                |
| Class ID C000205022 | 1.84%                | 0.73%                | 1.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10294105.58             | $71144463.27                               |
| Month 2  | $22610469.97             | $11859155.26                               |
| Month 3  | $35854338.54             | $27763789.54                               |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP                                              | AES CORP                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     31236 | NS      | $439178.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                          | AT and T INC                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    117400 | NS      | $3054748.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                            | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    578769 | NS      | $131785701.30 | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                             | CHUBB LTD                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    172336 | NS      | $51042476.48  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                            | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      9522 | NS      | $2071320.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                        | AMDOCS LTD                                                          | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    274039 | NS      | $20958502.72  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                          | ALIMENTATION COUCHE-TARD INC                                        | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    343657 | NS      | $18709381.06  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                          | ALPHABET INC CL A                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8800 | NS      | $2817584.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                        | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10600 | NS      | $2472132.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                           | AMEREN CORP                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    149607 | NS      | $15910704.45  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                          | AMERICAN FINL GROUP INC OHIO                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    132800 | NS      | $18289216.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                   | AMERICAN TOWER CORP                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     41600 | NS      | $7540832.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                        | AMETEK INC NEW                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     39900 | NS      | $7895811.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                    | ANALOG DEVICES INC                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    110555 | NS      | $29334663.70  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                          | ANTERO RES CORP                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      7250 | NS      | $264117.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                             | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     95457 | NS      | $26618184.45  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                             | ARGAN INC                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1370 | NS      | $541424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                       | ASTRAZENECA PLC SPONS ADR                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    416924 | NS      | $38657193.28  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                             | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    203800 | NS      | $10094214.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    207179 | NS      | $11115153.35  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK AMER PC 7.25% PERP PAR=1000                                    | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8262 | NS      | $10344024.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING CAPITAL INTERNATIONAL AIRPORT COMPANY LIMITED | BEIJING CAP INTL AIRPORT LTD H                                      | CUSIP: N/A<br>LEI: 5299001QWQN7CK66FE04       | Long             | EC               | CORP              | CN        |   1112431 | NS      | $400070.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                     | BLOCK H and R INC                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    246800 | NS      | $10395216.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                             | BOEING CO                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      7700 | NS      | $1455300.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     18100 | NS      | $1838598.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                      | BOYD GAMING CORP                                                    | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     20100 | NS      | $1674330.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                              | BUILDERS FIRSTSOURCE                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      9200 | NS      | $1032516.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                 | BURLINGTON STORES INC                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     75600 | NS      | $19068588.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                              | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10892 | NS      | $385141.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                           | CAMECO CORP                                                         | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      7640 | NS      | $676216.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                        | CANADIAN NATL RESOURCES LTD                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    677604 | NS      | $22891470.06  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                      | CANADIAN PACIFIC KANSAS CITY LTD                                    | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5202 | NS      | $377509.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                          | CAPGEMINI SA (FF40)                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     66400 | NS      | $10403722.73  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                            | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     34594 | NS      | $7578507.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL POWER CORP                                    | CAPITAL POWER CORP                                                  | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     49300 | NS      | $2172452.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                       | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1164 | NS      | $670184.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                          | PRYSMIAN SPA                                                        | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     77326 | NS      | $7743286.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC                                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     33223 | NS      | $1328255.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC PC STEP 09/15/2029                           | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |     33600 | NS      | $1196702.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                           | CHENIERE ENERGY PARTNERS LP                                         | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |     13890 | NS      | $757005.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                   | CHENIERE ENERGY INC                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     10002 | NS      | $2085016.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                   | CHURCHILL DOWNS INC                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     24700 | NS      | $2694523.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                     | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1196264 | NS      | $92040552.16  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                          | TAPESTRY INC                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    183733 | NS      | $20078342.24  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                          | COCA COLA CO                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1524124 | NS      | $111443946.88 | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                | COLUMBIA SPORTSWEAR CO                                              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     50300 | NS      | $2701613.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP                                          | COMCAST CORP CL A                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1031249 | NS      | $27524035.81  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                 | COMMVAULT SYSTEMS INC                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6900 | NS      | $852150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                 | COSTCO WHOLESALE CORP                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2664 | NS      | $2433803.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                    | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    113500 | NS      | $10990205.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                           | CUMMINS INC                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       822 | NS      | $409339.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                          | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     37635 | NS      | $8534865.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                             | DANONE SA                                                           | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    101100 | NS      | $9032976.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                           | DELEK LOGISTICS PARTNERS LP                                         | CUSIP: 24664T103<br>LEI: 549300UVYITDIU51P724 | Long             | EC               | CORP              | US        |     21140 | NS      | $969057.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                              | DICKS SPORTING GOODS INC                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     49850 | NS      | $10297514.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                    | DISNEY (WALT) CO                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     85291 | NS      | $8910350.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                  | KEURIG DR PEPPER INC                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    972411 | NS      | $27130266.90  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                  | DUKE ENERGY CORP NEW                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     19591 | NS      | $2428108.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                               | E.ON SE                                                             | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     60829 | NS      | $1083447.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                         | ECHOSTAR CORP CL A                                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5069 | NS      | $371507.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                       | EMCOR GROUP INC                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       548 | NS      | $337058.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP                                                  | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    201786 | NS      | $3371844.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                                      | ENTERGY CORP                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     18495 | NS      | $1803632.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                       | ENTERPRISE PRODS PARTNERS LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     43220 | NS      | $1415022.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                              | ENEL (ENTE NAZ ENERG ELET) SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     73159 | NS      | $756027.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                           | EXELON CORP                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    194795 | NS      | $9178740.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                      | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1307679 | NS      | $151586149.68 | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                    | META PLATFORMS INC CL A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2900 | NS      | $1879055.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC            | Fidelity Real Estate Equity Central Fund                            | CUSIP: 31606V674<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   5831807 | NS      | $806363893.60 | 14.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  41487853 | NS      | $41496150.93  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Securities Lending Cash Central Fund                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1535296 | NS      | $1535450.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                            | FIRST QUANTUM MINERALS LTD                                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     61200 | NS      | $1384767.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                       | FIRST SOLAR INC                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      5754 | NS      | $1570381.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                     | NATIONAL GRID PLC                                                   | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    164744 | NS      | $2503126.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                  | FREEPORT MCMORAN INC                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    139677 | NS      | $6003317.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                         | ACCENTURE PLC CL A                                                  | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    112666 | NS      | $28166500.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                 | GENERAL DYNAMICS CORPORATION                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     80400 | NS      | $27467052.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                          | GE AEROSPACE                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     74275 | NS      | $22167373.75  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                      | DHT HOLDINGS INC                                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   1050346 | NS      | $13686008.38  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                   | SCORPIO TANKERS INC                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     42500 | NS      | $2436525.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY MLP                                    | GENESIS ENERGY LP LTD INT UNIT                                      | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |     91530 | NS      | $1426952.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                   | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    279120 | NS      | $35124460.80  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                 | NXP SEMICONDUCTORS NV                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    110200 | NS      | $21482388.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                               | GSK PLC                                                             | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    689300 | NS      | $16402608.97  | 0.30%             |  |  |  | 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        |     11890 | NS      | $1278888.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV            | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR                      | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      6234 | NS      | $1480512.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV            | GRUPO AEROPORT SPON ADR B SHS                                       | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      2124 | NS      | $641341.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                      | HARTFORD INSURANCE GROUP INC/THE                                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    155836 | NS      | $21354207.08  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                           | HITACHI LTD                                                         | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    634248 | NS      | $20171851.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                     | HUNTINGTON INGALLS INDUSTRIES INC                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     59575 | NS      | $18683911.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E CAPITAL TR I                                   | ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A                  | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14050000 | PA      | $11794602.68  | 0.22%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                                      | IMPERIAL OIL LTD                                                    | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    311811 | NS      | $30854216.67  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                   | IMPERIAL BRANDS PLC                                                 | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    134091 | NS      | $5694079.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                          | IBERDROLA SA                                                        | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     78691 | NS      | $1660999.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                       | INTL BUS MACH CORP                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     75800 | NS      | $23390364.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     38874 | NS      | $12170671.92  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                           | JAMES HARDIE IND PLC                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      7770 | NS      | $153690.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                   | JOHNSON and JOHNSON                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    530459 | NS      | $109762576.28 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                               | KBR INC                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    131949 | NS      | $5438937.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                        | KENNAMETAL INC                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     74300 | NS      | $2056624.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                        | EATON CORP PLC                                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     82212 | NS      | $28436308.68  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                 | KINDER MORGAN INC                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     60400 | NS      | $1650128.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                  | LAMAR ADVERTISING CO CL A                                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    131468 | NS      | $17405048.52  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                                      | ELI LILLY and CO                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     33526 | NS      | $36056207.22  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                         | LOWES COS INC                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    175554 | NS      | $42568333.92  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                     | M and T BANK CORP                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    116057 | NS      | $22076362.54  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                             | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     48766 | NS      | $2649456.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                            | MARSH and MCLENNAN COS INC                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     46500 | NS      | $8530425.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                            | MASTEC INC                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      5823 | NS      | $1245423.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                        | MCDONALDS CORP                                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    225568 | NS      | $70336613.76  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                      | MERCK and CO INC NEW                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    809316 | NS      | $84840596.28  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                             | METRO INC                                                           | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |    185844 | NS      | $13413163.86  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                        | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     76338 | NS      | $37559059.38  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                          | WARTSILA                                                            | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     12467 | NS      | $403748.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.375/VAR PREF PERP                                  | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    222130 | NS      | $5597676.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 7.125% PFD PERP E                                    | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    118400 | NS      | $3029856.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.875% PFD PERP                                      | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    104038 | NS      | $2633201.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                | NGL ENERGY PARTNERS LP                                              | CUSIP: 62913M107<br>LEI: 5299005YSRP46BE8Z459 | Long             | EC               | CORP              | US        |     60760 | NS      | $597270.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                        | NRG ENERGY INC                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     13941 | NS      | $2362860.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    373500 | NS      | $32229315.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                              | NIKE INC CL B                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    341600 | NS      | $22077608.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                          | NISOURCE INC                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     13451 | NS      | $593592.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                 | NORFOLK SOUTHERN CORP                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     85727 | NS      | $25039999.43  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                 | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     39036 | NS      | $22338351.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                           | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     44769 | NS      | $7924113.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                         | PG and E CORP                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    639101 | NS      | $10302308.12  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                        | PNC FINANCIAL SERVICES GRP INC                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    161160 | NS      | $30736435.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                                   | PAR TECHNOLOGY CORP                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     16900 | NS      | $583219.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                           | PHILLIPS 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     40762 | NS      | $5582763.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                          | PLAINS ALL AMER PIPELINE LP                                         | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    140518 | NS      | $2446418.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                 | PROCTER and GAMBLE CO                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    758820 | NS      | $112426771.20 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                  | WASTE CONNECTIONS INC                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      9218 | NS      | $1627437.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE                                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     18058 | NS      | $4957643.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                                       | QUANTA SVCS INC                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1096 | NS      | $509508.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                   | CELLNEX TELECOM SAU                                                 | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     19480 | NS      | $585027.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                            | RESTAURANT BRANDS INTERNATIONAL INC                                 | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    192299 | NS      | $13940972.26  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                              | ROLLS-ROYCE HOLDINGS PLC                                            | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1427773 | NS      | $20151972.08  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE TRUST II                                          | SCE TRUST II 5.1% PFD PERP                                          | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27957 | NS      | $485053.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                            | SABRE CORP                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    198800 | NS      | $320068.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    477382 | NS      | $32856997.80  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    162800 | NS      | $15096444.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                               | SSE PLC                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     70693 | NS      | $2056710.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                                | BYRNA TECHNOLOGIES INC                                              | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |    158461 | NS      | $2891913.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                | SEMPRA                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     37949 | NS      | $3594529.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                            | SIEMENS AG (REGD)                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     51954 | NS      | $13778397.17  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN CO                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    171400 | NS      | $15617968.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                            | SOUTHWEST GAS HOLDINGS INC                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     83900 | NS      | $6967895.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                        | STARBUCKS CORP                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    338199 | NS      | $29460514.89  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                           | STERLING INFRASTRUCTURE INC                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1027 | NS      | $353606.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS MLP                         | SUBURBAN PROPANE PARTNERS LP                                        | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |     30030 | NS      | $587086.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                             | SUNOCO LP                                                           | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |     47749 | NS      | $2684926.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                       | GEN DIGITAL INC                                                     | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    372379 | NS      | $9819634.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                     | TJX COMPANIES INC NEW                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    138872 | NS      | $21097434.24  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                       | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     55900 | NS      | $11683659.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                       | TAIWAN SEMIC MFG CO LTD SP ADR                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    155198 | NS      | $45241768.98  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                           | TARGET CORP                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    191230 | NS      | $17329262.60  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                        | TARGA RESOURCES CORP                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4390 | NS      | $769610.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                             | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2300 | NS      | $989391.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                         | TOPBUILD CORP                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2000 | NS      | $905000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                        | TRANSALTA CORP                                                      | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |    270717 | NS      | $3951931.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                     | TRAVELERS COMPANIES INC                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     96990 | NS      | $28404491.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                    | JOHNSON CONTROLS INTERNATIONAL PLC                                  | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    320890 | NS      | $37322715.90  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    640300 | NS      | $31406715.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                          | UNILEVER PLC ORD                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    214200 | NS      | $12883900.30  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                    | UNION PACIFIC CORP                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3946 | NS      | $914801.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     54233 | NS      | $17884416.41  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                    | VALERO ENERGY CORP                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     22332 | NS      | $3947404.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                          | VALLOUREC SA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    577100 | NS      | $10516664.52  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                            | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1106819 | NS      | $45501329.09  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                              | VISA INC CL A                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21900 | NS      | $7324236.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    152667 | NS      | $17109390.69  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                           | WALMART INC                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    191546 | NS      | $21167748.46  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                              | WASTE MANAGEMENT INC                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     12800 | NS      | $2788736.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                            | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     43280 | NS      | $14992192.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    162631 | NS      | $13961871.35  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO 7.5% PC PERP A/L PAR=1000                               | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      9830 | NS      | $12030795.87  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                         | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      8119 | NS      | $1690538.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM PARTNERS LP                         | WESTERN MIDSTREAM PARTNERS LP                                       | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65899 | NS      | $2591807.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                      | WILLIAMS COMPANIES INC                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     24412 | NS      | $1487423.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                       | XCEL ENERGY INC                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    278726 | NS      | $22886191.86  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                               | ENTERGY NEW ORLEANS INC 5.5% PFD 4/1/2066 25                        | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |    121017 | NS      | $2743455.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | CHARLES SCHWAB CORP NEW 5.95% PFD PERP                              | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     83954 | NS      | $2097170.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                     | STATECRP 5.35%/VAR PFD PERP                                         | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    118265 | NS      | $2646770.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                               | ITT INC                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    211883 | NS      | $39020373.28  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                      | REINSURANCE GRP OF AMERICA INC 5.75/VAR 06/15/2056 PFD              | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     44984 | NS      | $1129098.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                  | ENTERGY ARK 4.875% PFD 9/1/66                                       | CUSIP: 29364D100<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | EP               | CORP              | US        |    103500 | NS      | $2163150.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                 | ENTERGY LA 4.875% PFD 9/1/66                                        | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |     58761 | NS      | $1215177.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                          | ENBRIDGE INC SER L 4/VAR PFD PERP                                   | CUSIP: 29250N790<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     57500 | NS      | $1362175.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                               | ENTERGY MISS 4.9% PFD 10/1/66                                       | CUSIP: 29364N108<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | EP               | CORP              | US        |     34100 | NS      | $723261.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                        | PNC FINANCIAL SERVICES GRP INC 5%/VAR PERP                          | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   3475000 | PA      | $3474384.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                             | AXIS CAP HLDGS 5.5% PFD PERP                                        | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |    106200 | NS      | $2202588.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                           | VISTRA CORP                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    112151 | NS      | $20059327.86  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 5.85% PFD PERP                                       | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    658100 | NS      | $16281394.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW SER Y 5.625% PFD                             | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    311671 | NS      | $7464551.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VI                                          | SCE TRUST VI 5% PFD PERP                                            | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     50300 | NS      | $856609.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                     | KIMCO REALTY CORP 5.125% PERP PFD                                   | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      8922 | NS      | $181339.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                | ARCH CAPITAL GR 5.45% PFD PERP                                      | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     69300 | NS      | $1465695.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                              | DIGITAL RLTY TR INC 5.25% PFD PERP                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |     89700 | NS      | $1967121.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                                      | GAPWR 5% PFD 10/01/77                                               | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |     36600 | NS      | $846924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                          | PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP                    | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    740000 | PA      | $739581.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM CORP                                 | SUMMIT MIDSTREAM CORP 3ML+743 PERP PFD                              | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       191 | NS      | $300566.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN CO 5.25% 12/01/77 PFD                                      | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    122980 | NS      | $2661287.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP 6.625%/VAR PERP                                  | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  18255000 | PA      | $18288790.01  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AT and T INC                                          | AT and T INC 5.35% 11/01/66 PRFD                                    | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    457849 | NS      | $10274131.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                         | DTE ENERGY CO 5.25% PFD 12/1/77 PAR= 25                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     68600 | NS      | $1461180.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP 5.625% 03/15/2078 PFD                               | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     39631 | NS      | $883771.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                         | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2025000 | PA      | $2043435.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | BROADCOM INC                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     54614 | NS      | $22007257.44  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 6% PFD PERP                             | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    128200 | NS      | $3228076.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HOLDINGS LLC                       | BROOKFIELD OAKTREE HOLDINGS LLC SER A 6.625% SER A PERP PFD         | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     96640 | NS      | $2107718.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                           | METLIFE INC 5.625% PERP PFD                                         | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    151800 | NS      | $3567300.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     13632 | NS      | $1058524.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                       | BJS WHSL CLUB HLDGS INC                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    194822 | NS      | $17383967.06  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                            | RENAISANCERE 5.75% PFD PERP                                         | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     11977 | NS      | $270081.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION SER HH 5.875% PFD PERP                  | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    465213 | NS      | $11565195.18  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HOLDINGS LLC                       | BROOKFIELD OAKTREE HOLDINGS LLC SER B 6.55% PERP PFD                | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    129486 | NS      | $2783949.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                   | PRUDENTIAL FINL INC 5.625% 08/15/2058 PFD                           | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    177835 | NS      | $4264483.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL SER K 5.5% PFD PERP                                  | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    213200 | NS      | $4875884.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 5.75% PFD PERP                                | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    807344 | NS      | $20256260.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP 5.875% PREF 10/15/2078                              | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     57830 | NS      | $1353800.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                  | DUKE ENERGY CORP 5.625% PFD 09/15/2078                              | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |    290221 | NS      | $7226502.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION SER K* 6.45% 12/15/2066 PFD             | CUSIP: 060505179<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     53386 | NS      | $1377892.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                      | ENSTAR GROUP LTD 7%/VAR PFD                                         | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     78200 | NS      | $1857250.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                      | HARTFORD INSURANCE GROUP INC/THE                                    | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |     34460 | NS      | $860810.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO SER EE 6% PFD PERP                            | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    255900 | NS      | $6458916.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP 5.875% PFD 03/01/2079                               | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    144543 | NS      | $3376524.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                          | NEXTERA ENERGY CAP HLDGS INC 5.65% 03/01/2079 PFD                   | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    185100 | NS      | $4440549.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                        | BRUNSWICK CORP 6.375% 04/15/2049 PFD                                | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      7300 | NS      | $178047.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                          | AMERICAN FINL GROUP INC OHIO 5.875% 03/30/2059 PFD                  | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     33000 | NS      | $723030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                               | ZOOM COMMUNICATIONS INC CL A                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     21900 | NS      | $1860624.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                         | AFFILIATED MANAGERS GRP INC 5.875% 03/30/2059 PFD                   | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     68400 | NS      | $1474704.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO                                                       | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    153525 | NS      | $3250124.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                    | VOYA FINANCIAL INC SER B 5.35%/VAR PFD PERP                         | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      6206 | NS      | $150557.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION SER KK 5.375% PFD PERP                  | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    476314 | NS      | $10659907.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDING LTD SER A 6.35%/VAR PFD PERP                         | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    195173 | NS      | $4832483.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                | SEMPRA ENERGY 5.75% PFD 07/01/2079                                  | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    174000 | NS      | $3836700.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                 | GFL ENVIRONMENTAL INC                                               | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |    229900 | NS      | $10464731.48  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                         | ALLSTATE CORP SER H 5.1% PERP PFD                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    380100 | NS      | $8061921.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.875% SER I PFD PERP                                | CUSIP: 74460W628<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     68600 | NS      | $1356222.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 5% PERP PFD                             | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    338910 | NS      | $7066273.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDINGS 5.625% SER B PFD PERP                               | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     55244 | NS      | $1097145.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                              | ETSY INC CONV 0.125% 10/01/2026                                     | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1713573.60   | 0.03%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                              | DIGITAL RLTY TR INC SER L 5.2% PERP PFD                             | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |     91800 | NS      | $1950750.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FUNDING CO LLC                                  | AEGON FDG CO LLC 5.1% 12/15/2049 PFD                                | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |    228987 | NS      | $4540812.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                   | NORTHERN TRUST CORP SER E 4.7% PFD PERP                             | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |    173700 | NS      | $3397572.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JP MORGAN CHASE 4.75% PFD PERP                                      | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    272873 | NS      | $5544779.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                         | ALLSTATE CORP SER I 4.75% PFD PERP                                  | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    114400 | NS      | $2242240.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.7% SER J PFD PERP                                  | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     77800 | NS      | $1480534.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                 | GFL ENVIRONMENTAL INC                                               | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |     15841 | NS      | $720290.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY SER L 4.875% PFD PERP                                | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    149582 | NS      | $3115793.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | EQUITABLE HOLDINGS INC SER A 5.25% PFD PERP                         | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    176251 | NS      | $3533832.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO 6.0% 12/01/2059 PFD                                   | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    158475 | NS      | $3282017.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                          | AT and T INC 5.125% PERP PFD                                        | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    112500 | NS      | $2248875.00   | 0.04%             |  |  |  | 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        |   1355000 | PA      | $4450601.40   | 0.08%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKLEY WR CORP                                       | BERKLEY WR CORP 5.1% PFD 12/30/2059                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     91500 | NS      | $1840980.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.75% SER K PFD PERP                                 | CUSIP: 74460W578<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     68600 | NS      | $1326724.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                                     | HESS MIDSTREAM LP CL A                                              | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82920 | NS      | $2792745.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY SER A 4.95% PFD 01/30/2080                         | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    320038 | NS      | $6448765.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                           | METLIFE INC SER F 4.75% PFD PERP                                    | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    228300 | NS      | $4521481.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLSFARGO CL A SERIES Z 4.75% PFD PERP                             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    662965 | NS      | $12768705.90  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                          | AT and T INC SER C 4.75% PFD PERP                                   | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    224700 | NS      | $4262559.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP                      | BROOKFIELD RENEWABLE PARTNERS LP 5.25% PFD PERP                     | CUSIP: N/A<br>LEI: VA8DFMRI2GY8Y7V79H93       | Long             | EP               | CORP              | BM        |     60100 | NS      | $1074894.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  23820000 | PA      | $23820000.00  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                   | EXACT SCIENCES CORP CONV 0.375% 03/01/2028                          | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    706000 | PA      | $723006.37    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                  | BRIDGEBIO PHARMA INC CONV 2.5% 03/15/2027                           | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $3391999.58   | 0.06%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                    | CNX RESOURCES CORP CONV 2.25% 05/01/2026                            | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    950000 | PA      | $2870407.64   | 0.05%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINL CORP SER O 5.25% PFD PERP                               | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    101500 | NS      | $2196460.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                            | EOS ENERGY ENTERPRISES INC                                          | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26441 | NS      | $397937.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                   | SHIFT4 PAYMENTS INC                                                 | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32400 | NS      | $2390472.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN FINL GROUP INC OHIO                          | AMERICAN FINL GROUP INC OHIO 5.625% PFD 06/01/2060                  | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     34400 | NS      | $725496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVTS I LTD                                      | JAZZ INVTS I LTD CONV 2% 06/15/2026                                 | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1969000 | PA      | $2329458.12   | 0.04%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | ROYALTY PHARMA PLC                                                  | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    374019 | NS      | $14968240.38  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER L 4.625% PFD PERP                                | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    164700 | NS      | $3076596.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINANCIAL CORP 5.1%/VAR PERP                                 | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   4445000 | PA      | $4459050.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                    | ALBERTSONS COS INC CL A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    253395 | NS      | $4644730.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER M 4.125% PFD PERP                                | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     64100 | NS      | $1076219.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                                   | PRUDENTIAL FINANCIAL INC 4.125% PFD 09/01/2060                      | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    132400 | NS      | $2298464.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                            | STRIDE INC CONV 1.125% 09/01/2027                                   | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1577437.50   | 0.03%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                          | AMERICAN FINL GROUP INC OHIO 4.5% PFD 09/15/2060                    | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    133700 | NS      | $2322369.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY 4.2% PFD 10/15/2060                                | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    535859 | NS      | $9578479.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY 4%/VAR 01/15/2051                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5882276.99   | 0.11%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                 | BROOKFIELD INFRA PARTNERS LP 5.125% PFD PERP                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EP               | CORP              | BM        |     50623 | NS      | $863628.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                     | SIEMENS ENERGY AG                                                   | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      3083 | NS      | $412820.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.875% PFD PERP                                      | CUSIP: 74460W511<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     91695 | NS      | $1446030.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                       | BERKLEY WR CORP 4.25% PFD 09/30/2060                                | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     66315 | NS      | $1137116.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                         | AFFILIATED MANAGERS GRP INC 4.75% 09/30/2060 PFD                    | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     61900 | NS      | $1078298.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL SER L 3.75% PFD PERP                                 | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    137300 | NS      | $2095198.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FIN INC                                    | BROOKFIELD CORP 4.625% PFD 10/16/2080                               | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      6236 | NS      | $101522.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                         | DTE ENERGY CO 4.375% PFD 10/15/2080                                 | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     99586 | NS      | $1767651.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 4.7% PFD                                     | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    278439 | NS      | $5290341.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.9% PFD PERP O                                      | CUSIP: 74460W487<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     96794 | NS      | $1535152.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP T5Y+NA 12/01/2050                                   | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414094.46    | 0.01%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 5.875%/VAR PERP                                      | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3450000 | PA      | $3469740.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION                                         | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    280016 | NS      | $5034687.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                                        | LIVEPERSON INC CONV 0% 12/15/2026                                   | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $510970.00    | 0.01%             | 2026-12-15      | Fixed         | 0.00%                 | 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        |   1595000 | PA      | $1720901.31   | 0.03%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP 4%/VAR PERP                                     | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  11490000 | PA      | $10709827.85  | 0.20%             |  |  |  | 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      | $2112900.41   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDING LTD SER D 4.875% PFD PERP                            | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    240414 | NS      | $4097856.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | EQUITABLE HOLDINGS INC 4.3% PFD PERP                                | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     71699 | NS      | $1159372.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                               | BOX INC CONV 0% 01/15/2026                                          | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    591000 | PA      | $674905.80    | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                 | BROOKFIELD INFRA PARTNERS LP CLASS A 5% PFD PERP                    | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EP               | CORP              | BM        |     58810 | NS      | $977422.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION SER PP 4.125% PFD PERP                  | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    238223 | NS      | $4047408.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                  | BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2250423.00   | 0.04%             | 2029-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP SER M 4% PFD PERP                                        | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    198867 | NS      | $3265396.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                       | BERKLEY WR CORP 4.125% 03/30/2026 PFD                               | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     74956 | NS      | $1259260.80   | 0.02%             |  |  |  | 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        |   3401000 | PA      | $3557990.57   | 0.07%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                           | DROPBOX INC CONV 0% 03/01/2028                                      | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2063873.71   | 0.04%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                             | HALOZYME THERAPEUTICS INC CONV 0.25% 03/01/2027                     | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    486000 | PA      | $536726.25    | 0.01%             | 2027-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                         | CABLE ONE INC CONV 1.125% 03/15/2028                                | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    989000 | PA      | $797430.70    | 0.01%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1654207.61   | 0.03%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 4.55% PERP PFD                                | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    676640 | NS      | $13187713.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                               | DRAFTKINGS HOLDINGS INC CONV 0% 03/15/2028                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1561500.00   | 0.03%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                           | MAGNITE INC CONV 0.25% 03/15/2026                                   | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490750.05    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO CONV 0% 03/15/2026                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5554578.20   | 0.10%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC               | MACOM TECHNOLOGY SOLN HLDS INC CONV 0.25% 03/15/2026                | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $1024566.69   | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES 4.45% PERP PFD                                       | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    183100 | NS      | $3451435.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINANCE CO IX LLC                           | KKR GROUP FINANCE CO IX LLC 4.625% PFD 04/01/2061                   | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92763 | NS      | $1619178.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE LTD                                         | PARTNERRE LTD 4.875 PFD PERP                                        | CUSIP: N/A<br>LEI: 7LLHQS68KCIGNZBR7918       | Long             | EP               | CORP              | BM        |     40300 | NS      | $685100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                             | IONIS PHARMACEUTICALS INC CONV 0% 04/01/2026                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1695311.97   | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC                              | GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    618000 | PA      | $652917.00    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | ALLY FINL INC 4.7%/VAR PERP                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   2160000 | PA      | $2115391.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC                    | BROOKFIELD BRP HOLDINGS CANADA INC 4.625% PFD PERP                  | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     52076 | NS      | $805615.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                                   | CARLYLE FINANCE LLC 4.625% 05/15/2061 PFD                           | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    120300 | NS      | $2118483.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 3.65%/VAR PERP                                | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  14650000 | PA      | $14514565.15  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                               | PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD                             | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |     40902 | NS      | $773047.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                             | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026                      | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    125000 | PA      | $142968.75    | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                 | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $5789382.82   | 0.11%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW                           | SUNSTONE HOTEL INVS INC SER H 6.125% PFD PERP                       | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |     18300 | NS      | $368928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 4.625% PERP PFD                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    630600 | NS      | $12504798.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                      | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026              | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $8496.25      | 0.00%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COINBASE GLOBAL INC                                   | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                            | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3494016.00   | 0.06%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | ALLY FINL INC 4.7%/VAR PERP                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   4915000 | PA      | $4534307.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                 | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5% PFD 05/24/2081             | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |     36400 | NS      | $612612.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                     | SOLERA TERM B 1LN 06/02/2028                                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1479818 | PA      | $1392538.15   | 0.03%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4% PERP PFD                                          | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    205000 | NS      | $3323050.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                                   | BENTLEY SYS INC CONV 0.375% 07/01/2027                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1445451.82   | 0.03%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                | ARCH CAPITAL GROUP LTD SER G 4.55% PFD PERP                         | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    125300 | NS      | $2144509.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                            | RENAISSANCERE HLDGS LTD SER G 4.2% PFD PERP                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EP               | CORP              | BM        |    116700 | NS      | $1859031.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                 | STIFEL FINANCIAL CORP SER D 4.5% PERP PFD                           | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    105200 | NS      | $1849416.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 4.25% PERP PFD                               | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    233979 | NS      | $4008060.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                   | SHIFT4 PAYMENTS INC CONV 0.5% 08/01/2027                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1788230.74   | 0.03%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO SER MM 4.2% PFD PERP                          | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    734600 | NS      | $13428488.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                        | CLOUDFLARE INC CONV 0% 08/15/2026                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $4049463.60   | 0.08%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.95% PERP PFD                                       | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     91500 | NS      | $1471320.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON HOLDING AG                                         | ON HOLDING AG                                                       | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |     43700 | NS      | $1922363.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                            | ALLIANZ SE 3.2%/VAR PERP 144A                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |   3000000 | PA      | $2826812.10   | 0.05%             |  |  |  | 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        |   9755000 | PA      | $9472745.90   | 0.18%             |  |  |  | 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      | $94308.58     | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                           | NUTANIX INC CONV 0.25% 10/01/2027                                   | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2140944.76   | 0.04%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                           | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                       | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1505424.05   | 0.03%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                 | SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A                       | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    913000 | PA      | $1291438.50   | 0.02%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | AIR LEASE CORP 4.125%/VAR PERP                                      | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   2110000 | PA      | $2043073.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY SER O 4.5% PFD PERP                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    339200 | NS      | $5990272.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 4.250% PFD PERP                         | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    229850 | NS      | $4001688.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL 3.7%/VAR PERP                                        | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   4275000 | PA      | $4150143.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                                            | IMPINJ INC CONV 1.125% 05/15/2027                                   | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    528000 | PA      | $845821.86    | 0.02%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL 5%/VAR PERP                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   2230000 | PA      | $2216369.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                             | BANK NEW YORK MELLON CORP 3.75%/VAR PERP                            | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   8500000 | PA      | $8351509.25   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4% PFD PERP                                          | CUSIP: 74460W420<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    137300 | NS      | $2229752.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                          | NCL CORP LTD CONV 1.125% 02/15/2027                                 | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    671000 | PA      | $652212.00    | 0.01%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028                           | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    242000 | PA      | $209402.60    | 0.00%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                         | DTE ENERGY CO 4.375% 12/01/2081                                     | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    237200 | NS      | $4124908.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                            | GALAXY DIGITAL HOLDINGS LP CONV 3% 12/15/2026 144A                  | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1468515.30   | 0.03%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | DOMINION ENERGY INC 4.35%/VAR PERP                                  | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   1935000 | PA      | $1911383.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028                        | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    806000 | PA      | $1365490.58   | 0.03%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                         | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     79400 | NS      | $10468890.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC                    | BROOKFIELD BRP HOLDINGS CANADA INC 4.875% PFD PERP                  | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     69200 | NS      | $1113428.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER S 4.1% PFD PERP                                  | CUSIP: 74460W396<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     95915 | NS      | $1590270.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN GALACTIC HLDGS INC                             | VIRGIN GALACTIC HLDGS INC CONV 2.5% 02/01/2027 144A                 | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |    739000 | PA      | $504373.80    | 0.01%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                             | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64938 | NS      | $23660809.68  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 4.375%/VAR PERP                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  11855000 | PA      | $11688436.06  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                             | SHELL PLC                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    494111 | NS      | $18159036.08  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BIP BERMUDA HOLDINGS I LTD                            | BIP BERMUDA HOLDINGS I LTD 5.125% PFD PERP                          | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |     42100 | NS      | $727067.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL 4.5% PERP PFD                                        | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    120377 | NS      | $2213733.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0.125% 03/01/2028                                     | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1061028.52   | 0.02%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                                   | PEABODY ENERGY CORP CONV 3.25% 03/01/2028                           | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    882000 | PA      | $1371184.46   | 0.03%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 4.75% PREF PERP                         | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    181424 | NS      | $3534139.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP 5%/VAR PERP                                     | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3270000 | PA      | $3260848.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                 | LUMENTUM HLDGS INC CONV 0.5% 06/15/2028                             | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $5811852.00   | 0.11%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                              | TRAVERE THERAPEUTICS INC CONV 2.25% 03/01/2029                      | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $1198213.56   | 0.02%             | 2029-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 6.125%/VAR PERP                         | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   7585000 | PA      | $7657292.64   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                      | INTERDIGITAL INC CONV 3.5% 06/01/2027                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $5735582.00   | 0.11%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                | ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027                         | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1557414.00   | 0.03%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                      | CYTOKINETICS INC CONV 3.5% 07/01/2027                               | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1692313.46   | 0.03%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.5% PFD PERP                                        | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    764400 | NS      | $19759663.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO 6.5% 08/15/2062 PFD                                   | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    130300 | NS      | $2970840.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027        | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2798000 | PA      | $3484367.00   | 0.06%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                   | PRUDENTIAL FINL INC 5.95% 09/01/2062 PFD                            | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     22971 | NS      | $570025.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                     | POST HLDGS INC CONV 2.5% 08/15/2027                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1825467.21   | 0.03%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                             | HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028                        | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1778607.98   | 0.03%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                           | WAYFAIR INC CONV 3.25% 09/15/2027                                   | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    698000 | PA      | $1269375.73   | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                           | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $3344236.26   | 0.06%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                              | SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027                      | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $999503.70    | 0.02%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                      | 7.125% Fixed-Rate Rst Sbd Dbtrs due 2052                            | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    152346 | NS      | $3895487.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                          | SEMTECH CORP CONV 1.625% 11/01/2027                                 | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    224000 | PA      | $457685.54    | 0.01%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                              | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029                     | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2122922.52   | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | CARNIVAL CORP CONV 5.75% 12/01/2027                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3006000 | PA      | $6068261.80   | 0.11%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                             | LINCOLN NATIONAL CORP IND 9% PFD PERP                               | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     67100 | NS      | $1795596.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                          | TRANSOCEAN INTERNATIONAL LTD CONV 4.625% 09/30/2029                 | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    640000 | PA      | $923840.00    | 0.02%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                 | LANTHEUS HLDGS INC CONV 2.625% 12/15/2027                           | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1778922.50   | 0.03%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDING LTD SER E 7.75/VAR PERP PFD                          | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    124500 | NS      | $3194670.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                   | AXON ENTERPRISE INC CONV 0.5% 12/15/2027                            | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $2689055.60   | 0.05%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                         | HERBALIFE LTD CONV 4.25% 06/15/2028                                 | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    783000 | PA      | $827396.10    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVAVAX INC                                           | NOVAVAX INC CONV 5% 12/15/2027                                      | CUSIP: 670002AD6<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |    387000 | PA      | $405866.25    | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                         | NEXTPOWER INC                                                       | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8083 | NS      | $740564.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                         | LIVE NATION ENTERTAINMENT INC CONV 3.125% 01/15/2029                | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $3811448.00   | 0.07%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                 | INTEGER HOLDINGS CORP CONV 2.125% 02/15/2028                        | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    401000 | PA      | $430363.23    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                            | KENVUE INC                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    996217 | NS      | $17284364.95  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                          | COLLEGIUM PHARMACEUTICAL INC CONV 2.875% 02/15/2029                 | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    692000 | PA      | $979396.11    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                 | NABORS INDUSTRIES INC CONV 1.75% 06/15/2029                         | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    749000 | PA      | $597776.90    | 0.01%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                       | PPL CAP FDG INC CONV 2.875% 03/15/2028                              | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $3014978.65   | 0.06%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                | LIBERTY BROADBAND CORP CONV 3.125% 03/31/2053 144A                  | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2503454.41   | 0.05%             | 2053-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                 | ON SEMICONDUCTOR CORP CONV 0.5% 03/01/2029                          | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3192357.29   | 0.06%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                   | ALLIANT ENERGY CORP CONV 3.875% 03/15/2026                          | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1197656.50   | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                             | LINDE PLC                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     62618 | NS      | $25693417.76  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                   | EXACT SCIENCES CORP CONV 2% 03/01/2030 144A                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $2057683.31   | 0.04%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                 | RIVIAN AUTOMOTIVE INC CONV 4.625% 03/15/2029                        | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   3928000 | PA      | $4368196.23   | 0.08%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                          | FRESHPET INC CONV 3% 04/01/2028                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   2799000 | PA      | $3195221.93   | 0.06%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEM INC                                              | STEM INC CONV 4.25% 04/01/2030 144A                                 | CUSIP: 85859NAC6<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    405000 | PA      | $155925.00    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                  | DUKE ENERGY CORP NEW CONV 4.125% 04/15/2026                         | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4542000 | PA      | $4867564.88   | 0.09%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                             | MIRUM PHARMACEUTICALS INC CONV 4% 05/01/2029                        | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |    832000 | PA      | $2000813.53   | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES INC                               | KODIAK GAS SERVICES INC                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13410 | NS      | $472032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                                       | PORCH GROUP INC CONV 6.75% 10/01/2028 144A                          | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $848725.00    | 0.02%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP CONV 3.375% 05/01/2028                              | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2102528.76   | 0.04%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                            | DEXCOM INC CONV 0.375% 05/15/2028                                   | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3001354.78   | 0.06%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                      | WELLTOWER OP LLC CONV 2.75% 05/15/2028 144A                         | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   6058000 | PA      | $13285940.89  | 0.25%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC                                 | TRANSMEDICS GROUP INC CONV 1.5% 06/01/2028                          | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $2354469.88   | 0.04%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                              | GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028                      | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $2619442.15   | 0.05%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                     | BLOOM ENERGY CORP CONV 3% 06/01/2028                                | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    254000 | PA      | $1485699.64   | 0.03%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                           | WAYFAIR INC CONV 3.5% 11/15/2028                                    | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    248000 | PA      | $620713.26    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                         | ALLSTATE CORP SER J 7.375% PFD PERP                                 | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    154229 | NS      | $4093237.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                                 | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                        | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |    642000 | PA      | $805443.94    | 0.01%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY CORP                                     | TALEN ENERGY CORP                                                   | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1987 | NS      | $783414.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                             | IONIS PHARMACEUTICALS INC CONV 1.75% 06/15/2028                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $2944432.70   | 0.05%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                 | LUMENTUM HLDGS INC CONV 1.5% 12/15/2029                             | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $7406194.50   | 0.14%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                           | VENTAS RLTY LTD PARTNERSHIP CONV 3.75% 06/01/2026                   | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $4562109.16   | 0.08%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                          | FERROVIAL SE                                                        | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     13365 | NS      | $875586.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORP                                     | WORLD KINECT CORP CONV 3.25% 07/01/2028                             | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1020054.00   | 0.02%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                               | AMER WATER CAP CORP CONV 3.625% 06/15/2026                          | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1793985.00   | 0.03%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CERENCE INC                                           | CERENCE INC CONV 1.5% 07/01/2028                                    | CUSIP: 156727AD1<br>LEI: 5493002WL2W5WMS89568 | Long             | DBT              | CORP              | US        |    555000 | PA      | $488626.49    | 0.01%             | 2028-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 7.625%/VAR PERP                              | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   7430000 | PA      | $7913596.41   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC CONV 4.25% 08/15/2026                        | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $2186799.61   | 0.04%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC              | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC CONV 3.75% 08/15/2028 144A | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $1344953.70   | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                        | FLUOR CORP NEW CONV 1.125% 08/15/2029                               | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2512371.60   | 0.05%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                         | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026              | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    106000 | NS      | $7335446.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKIVA INC                                           | WORKIVA INC CONV 1.25% 08/15/2028                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1024992.19   | 0.02%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                         | APOLLO ASSET MANAGEMENT INC 07.625/VAR 09/15/53 PFD                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    109800 | NS      | $2900916.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                                    | TETRA TECH INC NEW CONV 2.25% 08/15/2028                            | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1346509.80   | 0.03%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PURECYCLE TECHNOLOGIES INC                            | PURECYCLE TECHNOLOGIES INC CONV 7.25% 08/15/2030                    | CUSIP: 74623VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $403442.05    | 0.01%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTL INC                                  | CSG SYSTEMS INTL INC CONV 3.875% 09/15/2028                         | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1347980.86   | 0.03%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                    | LIBERTY MEDIA CORP CONV 2.375% 09/30/2053 144A                      | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3789000 | PA      | $5137258.21   | 0.10%             | 2053-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                            | VISHAY INTERTECHNOLOGY INC CONV 2.25% 09/15/2030                    | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1289820.25   | 0.02%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                            | COPT DEFENSE PROPERTIES LP CONV 5.25% 09/15/2028 144A               | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1165711.93   | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                        | ADVANCED ENERGY INDUSTRIES INC CONV 2.5% 09/15/2028                 | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $2342355.80   | 0.04%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                    | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                             | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2892000 | PA      | $9725378.45   | 0.18%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                         | AMPHASTAR PHARMACEUTICALS INC CONV 2% 03/15/2029                    | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |    986000 | PA      | $903867.57    | 0.02%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                 | BURLINGTON STORES INC CONV 1.25% 12/15/2027                         | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1486614.50   | 0.03%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                 | RIVIAN AUTOMOTIVE INC CONV 3.625% 10/15/2030                        | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4438675.67   | 0.08%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC                                         | PAGERDUTY INC CONV 1.5% 10/15/2028                                  | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    992000 | PA      | $923056.00    | 0.02%             | 2028-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                           | ENOVIS CORP CONV 3.875% 10/15/2028                                  | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1234501.49   | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                  | WESTERN DIGITAL CORP CONV 3% 11/15/2028                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $18836430.80  | 0.35%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                | SPIRIT AEROSYSTEMS INC CONV 3.25% 11/01/2028                        | CUSIP: 85205TAQ3<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    639000 | PA      | $907779.38    | 0.02%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VII                                         | SCE TRUST VII 7.5% PFD PERP                                         | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     34600 | NS      | $854620.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028                        | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4556000 | PA      | $6177311.28   | 0.11%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                         | PG and E CORP CONV 4.25% 12/01/2027                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $3065219.50   | 0.06%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC CONV 4.5% 12/15/2027                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3823957.51   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                             | MERIT MEDICAL SYSTEMS INC CONV 3% 02/01/2029 144A                   | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $2391504.58   | 0.04%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                               | SPHERE ENTERTAINMENT CO CONV 3.5% 12/01/2028                        | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |    476000 | PA      | $1178100.00   | 0.02%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                    | EVOLENT HEALTH INC CONV 3.5% 12/01/2029                             | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $989460.00    | 0.02%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                         | REPLIGEN CORP CONV 1% 12/15/2028                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1774650.57   | 0.03%             | 2028-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OPKO HEALTH INC                                       | OPKO HEALTH INC CONV 3.75% 01/15/2029                               | CUSIP: 68375NAG8<br>LEI: 529900A4S2D4OGOJLL02 | Long             | DBT              | CORP              | US        |    343000 | PA      | $469481.25    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                  | FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A                     | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    840000 | PA      | $844702.04    | 0.02%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP T5Y+NA 05/15/2054                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1114262.60   | 0.02%             | 2054-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                      | BRIGHTSPRING HEALTH SERVICES INC 6.75% PC                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22700 | NS      | $2767805.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET LAB USA INC                                    | ROCKET LAB USA INC CONV 4.25% 02/01/2029 144A                       | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    498000 | PA      | $4085050.49   | 0.08%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHARPLINK GAMING INC                                  | SHARPLINK GAMING INC                                                | CUSIP: 820014405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232000 | NS      | $2463840.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2785063.74   | 0.05%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                            | SUNRUN INC CONV 4% 03/01/2030                                       | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $2075182.02   | 0.04%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                          | PARSONS CORP CONV 2.625% 03/01/2029                                 | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $5226078.71   | 0.10%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                              | SUPER MICRO COMPUTER INC CONV 3.5% 03/01/2029                       | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   4558000 | PA      | $4268111.20   | 0.08%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                              | LYFT INC CONV 0.625% 03/01/2029                                     | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2719585.00   | 0.05%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                         | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1271228.23   | 0.02%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                             | FIVE9 INC CONV 1% 03/15/2029                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74092.78     | 0.00%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                          | NEXTERA ENERGY CAP HLDGS INC CONV 3% 03/01/2027                     | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $3094367.73   | 0.06%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                             | TPG OPERATING GROUP II LP 0% 03/15/2064 PFD                         | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     81600 | NS      | $2097936.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDINGS 7.25%/VAR PFD 03/30/2064                            | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    178200 | NS      | $4490640.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                              | IRHYTHM TECHNOLOGIES INC CONV 1.5% 09/01/2029                       | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $2688841.48   | 0.05%             | 2029-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                     | MP MATERIALS CORP CONV 3% 03/01/2030 144A                           | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $7094032.00   | 0.13%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                              | TANDEM DIABETES CARE INC CONV 1.5% 03/15/2029                       | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    968000 | PA      | $972840.00    | 0.02%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC CONV 0.625% 03/15/2030                                 | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2846992.39   | 0.05%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                         | ALBEMARLE CORP 7.25% PC PERP                                        | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    126300 | NS      | $6913532.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                 | SOFI TECHNOLOGIES INC CONV 1.25% 03/15/2029 144A                    | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $7656375.00   | 0.14%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                          | LIVANOVA PLC CONV 2.5% 03/15/2029                                   | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1234253.40   | 0.02%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 6.875%/VAR PERP                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2320000 | PA      | $2447031.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                        | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     39967 | NS      | $23971007.59  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                   | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7002000 | PA      | $7768719.00   | 0.14%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC CONV 0.875% 03/15/2031                                 | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1812912.00   | 0.03%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                         | AFFILIATED MANAGERS GROUP INC 6.75% PREF 03/30/2064                 | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     74700 | NS      | $1823427.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC                    | BROOKFIELD BRP HOLDINGS CANADA INC 7.25% PFD PERP                   | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     35200 | NS      | $890208.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                          | REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1601992.21   | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                          | REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A            | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1606328.00   | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                                        | CARDLYTICS INC CONV 4.25% 04/01/2029                                | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $566143.20    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                   | EXACT SCIENCES CORP CONV 1.75% 04/15/2031 144A                      | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1986036.46   | 0.04%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                            | VERTEX INC CONV 0.75% 05/01/2029                                    | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    987000 | PA      | $921611.25    | 0.02%             | 2029-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY CONV 4.5% 06/15/2027                               | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3376222.92   | 0.06%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                   | MERITAGE HOMES CORP CONV 1.75% 05/15/2028                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1443942.81   | 0.03%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0.5% 05/01/2030                                       | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1866096.88   | 0.03%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                | PACIRA BIOSCIENCES INC CONV 2.125% 05/15/2029                       | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $772754.34    | 0.01%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MKS INC                                               | MKS INC CONV 1.25% 06/01/2030                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   7727000 | PA      | $9725905.59   | 0.18%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                     | M and T BANK CORP 7.5% PFD PERP                                     | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    163000 | NS      | $4342320.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                         | BLACKLINE INC CONV 1% 06/01/2029                                    | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1917625.50   | 0.04%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                               | PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029                        | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1802149.22   | 0.03%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP MASS                                 | HAEMONETICS CORP MASS CONV 2.5% 06/01/2029                          | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1935467.20   | 0.04%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC CONV 4.375% 06/01/2027                         | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2671496.18   | 0.05%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC CONV 4.375% 06/01/2029                         | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2842366.34   | 0.05%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                     | BLOOM ENERGY CORP CONV 3% 06/01/2029                                | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    199000 | PA      | $1056391.50   | 0.02%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                             | ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031                      | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    944000 | PA      | $1554758.59   | 0.03%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2521750.00   | 0.05%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                 | BROOKFIELD INFRASTRUCTURE FINANCE ULC 7.25% PFD 05/31/2084          | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |     81600 | NS      | $2039184.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                              | UGI CORP CONV 5% 06/01/2028                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $2334223.04   | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                              | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030                      | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $2413641.42   | 0.04%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                             | ITRON INC CONV 1.375% 07/15/2030                                    | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1989502.86   | 0.04%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC PC 7.299% 06/01/2027                             | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    104800 | NS      | $5674920.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS CORP                                   | REPAY HOLDINGS CORP CONV 2.875% 07/15/2029 144A                     | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |    954000 | PA      | $785237.40    | 0.01%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                       | OSI SYSTEMS INC CONV 2.25% 08/01/2029                               | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1510823.09   | 0.03%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 6.85%/VAR PERP                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   5720000 | PA      | $5991677.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.625% PFD PERP Q                                    | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    306800 | NS      | $8074976.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS INC                                 | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030                            | CUSIP: 83205YAE4<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |    535000 | PA      | $552409.23    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                               | ANI PHARMACEUTICALS INC CONV 2.25% 09/01/2029                       | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |    623000 | PA      | $825475.00    | 0.02%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 2.125% 09/01/2031                            | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   3931000 | PA      | $3699711.44   | 0.07%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                  | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029                           | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1345388.40   | 0.03%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                        | WISDOMTREE INC CONV 3.25% 08/15/2029                                | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    618000 | PA      | $700456.99    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                   | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                         | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $2187325.11   | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                      | JAZZ INVTS I LTD CONV 3.125% 09/15/2030                             | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3041000 | PA      | $4134246.83   | 0.08%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP PARIBAS 7.375%/VAR PERP 144A                                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1085000 | PA      | $1125611.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                       | VARONIS SYS INC CONV 1% 09/15/2029                                  | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1753629.50   | 0.03%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                         | PG and E CORP 7.375%/VAR 03/15/2055                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1426718.52   | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                         | HEWLETT PACKARD ENTERPRISE CO PC 09/01/2027                         | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     81900 | NS      | $4987710.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CORP                                        | SOUTH BOW CORP                                                      | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |     51450 | NS      | $1417824.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                  | UPSTART HOLDINGS INC CONV 2% 10/01/2029                             | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1478859.48   | 0.03%             | 2029-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC CONV 0.625% 09/15/2028                                 | CUSIP: 594972AQ4<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4951000 | PA      | $6229348.20   | 0.12%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOX INC                                               | BOX INC CONV 1.5% 09/15/2029                                        | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1159455.13   | 0.02%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                        | AIR LEASE CORP 6%/VAR PERP                                          | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1470000 | PA      | $1427022.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                         | SNOWFLAKE INC CONV 0% 10/01/2027                                    | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $4990705.85   | 0.09%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                         | SNOWFLAKE INC CONV 0% 10/01/2029                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $5343327.59   | 0.10%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                               | PAGAYA TECHNOLOGIES LTD CONV 6.125% 10/01/2029                      | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    411000 | PA      | $854304.60    | 0.02%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                         | ECHOSTAR CORP CPIK VAR 11/30/2030                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2379669 | PA      | $5613820.34   | 0.10%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                  | ARES MANAGEMENT CORP 6.75% SER B PC                                 | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     94670 | NS      | $4701312.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                | GUIDEWIRE SOFTWARE INC CONV 1.25% 11/01/2029                        | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $2124463.83   | 0.04%             | 2029-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | ROYAL BANK OF CANADA 6.35%/VAR 11/24/2084                           | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    906000 | PA      | $893300.69    | 0.02%             | 2084-11-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                          | TERAWULF INC CONV 2.75% 02/01/2030 144A                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $2826613.44   | 0.05%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | BOEING CO 6% SER A PC                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    320000 | NS      | $20015019.52  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC PC 7.234% 11/01/29                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     74400 | NS      | $3784728.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                  | APPLIED DIGITAL CORP CONV 2.75% 06/01/2030 144A                     | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $3684524.60   | 0.07%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                   | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030                           | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $3026778.87   | 0.06%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                               | DIGITAL REALTY TRUST LP CONV 1.875% 11/15/2029 144A                 | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3152898.00   | 0.06%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                  | UPSTART HOLDINGS INC CONV 1% 11/15/2030                             | CUSIP: 91680MAF4<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3398296.65   | 0.06%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP CAPITAL MARKETS PLC 6.125%/VAR PERP                              | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |   2000000 | PA      | $2062642.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                         | SYNAPTICS INC CONV 0.75% 12/01/2031 144A                            | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1106724.57   | 0.02%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                              | ALIGNMENT HEALTHCARE INC CONV 4.25% 11/15/2029                      | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $1353625.00   | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4139660.00   | 0.08%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                          | OMNICELL INC CONV 1% 12/01/2029 144A                                | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $595766.83    | 0.01%             | 2029-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | COREBRIDGE FINANCIAL INC 6.375% PFD 12/15/2064                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |    143700 | NS      | $3415749.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                            | GALAXY DIGITAL HOLDINGS LP CONV 2.5% 12/01/2029 144A                | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1760191.69   | 0.03%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                   | CORE SCIENTIFIC INC CONV 0% 06/15/2031 144A                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1873994.11   | 0.03%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 0% 06/01/2031 144A                           | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2235554.41   | 0.04%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                         | PG and E CORP SER A PC 6% 12/01/2027                                | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     25400 | NS      | $1035050.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC 6.65%/VAR 06/01/2055                                     | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056190.00   | 0.06%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                     | BILL HOLDINGS INC CONV 0% 04/01/2030 144A                           | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $1867629.12   | 0.03%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                               | INDIE SEMICONDUCTOR INC CONV 3.5% 12/15/2029 144A                   | CUSIP: 45569UAC5<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    689000 | PA      | $718902.60    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                         | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030 144A           | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4080400.00   | 0.08%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                    | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                       | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $3517884.12   | 0.07%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                           | DATADOG INC CONV 0% 12/01/2029 144A                                 | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3517000 | PA      | $3721472.40   | 0.07%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUENCE ENERGY INC                                    | FLUENCE ENERGY INC CONV 2.25% 06/15/2030 144A                       | CUSIP: 34379VAA1<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1572613.89   | 0.03%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                           | NUTANIX INC CONV 0.5% 12/15/2029 144A                               | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122471.90    | 0.00%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                        | CLEANSPARK INC CONV 0% 06/15/2030 144A                              | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $2359927.35   | 0.04%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC               | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029 144A              | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2653000 | PA      | $3227106.26   | 0.06%             | 2029-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                                 | LEMAITRE VASCULAR INC CONV 2.5% 02/01/2030 144A                     | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |    527000 | PA      | $530424.89    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                   | AFFIRM HOLDINGS INC CONV 0.75% 12/15/2029 144A                      | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2769403.65   | 0.05%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| F and G ANNUITIES and LIFE INC                        | F and G ANNUITIES and LIFE INC 7.3% 01/15/2065 PFD                  | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     71800 | NS      | $1662888.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN CO SER A 6.5% 03/15/2085 PFD                               | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    137185 | NS      | $3550347.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                                   | PAR TECHNOLOGY CORP CONV 1% 01/15/2030 144A                         | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    379000 | PA      | $321109.49    | 0.01%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC 8% PC PERP                                             | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     39100 | NS      | $3406392.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 6.5%/VAR PERP                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   8745000 | PA      | $9031975.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                          | NEXTERA ENERGY CAP HLDGS INC 6.375%/VAR 08/15/2055                  | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2851185.47   | 0.05%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALREAL (THE)                                        | REALREAL (THE) CONV STEP 02/15/2031                                 | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    468000 | PA      | $740902.50    | 0.01%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | BARCLAYS PLC 7.625%/VAR PERP                                        | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    595000 | PA      | $628015.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC CONV 0% 03/01/2030 144A                                | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   8095000 | PA      | $7240977.50   | 0.13%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                              | SUPER MICRO COMPUTER INC CONV 2.25% 07/15/2028 144A                 | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $11588102.52  | 0.22%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                   | GUARDANT HEALTH INC CONV 1.25% 02/15/2031                           | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $3668021.36   | 0.07%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                             | TRANSCANADA PIPELINES LTD 7%/VAR 06/01/2065                         | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1839000 | PA      | $1876787.77   | 0.03%             | 2065-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                    | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                          | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $3909144.38   | 0.07%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                  | BRIDGEBIO PHARMA INC CONV 1.75% 03/01/2031 144A                     | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $2622126.88   | 0.05%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                              | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A                      | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1535599.61   | 0.03%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                 | ALPHATEC HOLDINGS INC CONV 0.75% 03/15/2030 144A                    | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1633626.40   | 0.03%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                        | KKR and CO INC SER D 6.25% PC                                       | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    156500 | NS      | $7787440.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                             | BANK NEW YORK 6.15% PFD PERP                                        | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    113800 | NS      | $2929212.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                 | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A                     | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |    813000 | PA      | $813087.50    | 0.02%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                        | LCI INDUSTRIES CONV 3% 03/01/2030 144A                              | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2664194.69   | 0.05%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                 | INTEGER HOLDINGS CORP CONV 1.875% 03/15/2030 144A                   | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2251432.92   | 0.04%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC SER A 10% PERP PFD                                     | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     23000 | NS      | $2500560.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                            | PACIFICORP 7.375%/VAR 09/15/2055                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1123609.31   | 0.02%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     80000 | NS      | $4123200.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                       | LUCID GROUP INC CONV 5% 04/01/2030 144A                             | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $1984808.00   | 0.04%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                          | NCL CORP LTD CONV 0.875% 04/15/2030 144A                            | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3426000 | PA      | $3443130.00   | 0.06%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   6235000 | PA      | $6465969.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                     | SOLARIS ENERGY INFRASTRUCTURE INC CONV 4.75% 05/01/2030             | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    407000 | PA      | $836385.00    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                              | HIMS and HERS HEALTH INC CONV 0% 05/15/2030 144A                    | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |   3616000 | PA      | $3361107.36   | 0.06%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                   | ALLIANT ENERGY CORP CONV 3.25% 05/30/2028 144A                      | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1518966.31   | 0.03%             | 2028-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                          | NEXTERA ENERGY CAP HLDGS INC 6.5% 06/01/2085 PFD                    | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    233000 | NS      | $5871600.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | UBER TECHNOLOGIES INC CONV 0% 05/15/2028 144A                       | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3101011.60   | 0.06%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                               | AKAMAI TECHNOLOGIES INC CONV 0.25% 05/15/2033 144A                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   6523000 | PA      | $7333126.33   | 0.14%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                             | OPENDOOR TECHNOLOGIES INC CONV 7% 05/15/2030 144A                   | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |    158000 | PA      | $806637.40    | 0.01%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                               | MIRION TECHNOLOGIES INC CONV 0.25% 06/01/2030 144A                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    850000 | PA      | $1124971.46   | 0.02%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY CONV 3.25% 06/15/2028 144A                         | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4434000 | PA      | $4476186.45   | 0.08%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                        | KKR and CO LP 6.875% PFD 06/01/2065                                 | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    124300 | NS      | $3168407.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING INC                                     | CIPHER MINING INC CONV 1.75% 05/15/2030                             | CUSIP: 17253JAA4<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $2079529.50   | 0.04%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QXO INC                                               | QXO INC 5.5% SER B PC                                               | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35900 | NS      | $1931779.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                          | DOORDASH INC CONV 0% 05/15/2030 144A                                | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9836000 | PA      | $9694495.57   | 0.18%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUMP MEDIA and TECHNOLOGY GROUP                      | TRUMP MEDIA and TECHNOLOGY GROUP CONV 0% 05/29/2028 144A            | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $1902412.50   | 0.04%             | 2028-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                            | EOS ENERGY ENTERPRISES INC CONV 6.75% 06/15/2030 144A               | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $2063078.37   | 0.04%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                                           | LIFE360 INC CONV 0% 06/01/2030 144A                                 | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1237478.54   | 0.02%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                       | CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 06/15/2030 144A                | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3290000 | PA      | $3563070.00   | 0.07%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC CONV 3.375% 06/01/2028 144A                    | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2475804.41   | 0.05%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                      | FIRSTENERGY CORP CONV 3.625% 01/15/2029 144A                        | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $3858800.62   | 0.07%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                      | FIRSTENERGY CORP CONV 3.875% 01/15/2031 144A                        | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3414498.09   | 0.06%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                                    | ODDITY FINANCE LLC CONV 0% 06/15/2030 144A                          | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1542502.75   | 0.03%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                           | XOMETRY INC CONV 0.75% 06/15/2030 144A                              | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $920514.00    | 0.02%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                  | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A           | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    770000 | PA      | $588928.62    | 0.01%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                            | RUBRIK INC CONV 0% 06/15/2030 144A                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2304263.35   | 0.04%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                              | ETSY INC CONV 1% 06/15/2030 144A                                    | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1871938.53   | 0.03%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                        | CLOUDFLARE INC CONV 0% 06/15/2030 144A                              | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   7014000 | PA      | $7704123.31   | 0.14%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                                     | GAMESTOP CORP NEW CONV 0% 06/15/2032 144A                           | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |  10583000 | PA      | $10821117.50  | 0.20%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                | ARRAY TECHNOLOGIES INC CONV 2.875% 07/01/2031 144A                  | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    822000 | PA      | $1003334.74   | 0.02%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                           | ZSCALER INC CONV 0% 07/15/2028 144A                                 | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   4368000 | PA      | $4171529.59   | 0.08%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                         | TEMPUS AI INC CONV 0.75% 07/15/2030 144A                            | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $2400896.58   | 0.04%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                     | AEROVIRONMENT INC CONV 0% 07/15/2030                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2312464.47   | 0.04%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-MOBILE USA INC PFD 6.25% 09/01/2069                               | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    356436 | NS      | $8860998.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                      | T-MOBILE USA INC PFD 5.5% 03/01/2070                                | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    225675 | NS      | $5258227.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                      | T-MOBILE USA INC PFD 5.5% 06/01/2070                                | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    214517 | NS      | $4996100.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                               | BLACKSKY TECHNOLOGY INC CONV 8.25% 08/01/2033 144A                  | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $783524.63    | 0.01%             | 2033-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  20210000 | PA      | $20436089.27  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC 9%/VAR PERP PFD                                        | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     28500 | NS      | $2757945.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                            | CITIZENS FINANCIAL GROUP INC 6.5%/VAR PFD PERP                      | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     32900 | NS      | $838292.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 0% 08/01/2032 144A                           | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1017248.70   | 0.02%             | 2032-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                   | AST SPACEMOBILE INC CONV 2.375% 10/15/2032 144A                     | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1498770.00   | 0.03%             | 2032-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC CONV 3% 08/01/2028 144A                      | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1264233.00   | 0.02%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                                          | CELCUITY INC CONV 2.75% 08/01/2031                                  | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    543000 | PA      | $1187106.60   | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | DOMINION ENERGY INC 6%/VAR 02/15/2056                               | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6555000 | PA      | $6632222.10   | 0.12%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                   | COINBASE GLOBAL INC CONV 0% 10/01/2029 144A                         | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3558443.70   | 0.07%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                      | PITNEY-BOWES INC CONV 1.5% 08/15/2030 144A                          | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    710000 | PA      | $684337.09    | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                            | LIGAND PHARMACEUTICALS INC CONV 0.75% 10/01/2030 144A               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1253761.30   | 0.02%             | 2030-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                             | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A                   | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $5067919.60   | 0.09%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7825000 | PA      | $7714339.63   | 0.14%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                        | WISDOMTREE INC CONV 4.625% 08/15/2030 144A                          | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479824.82    | 0.01%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                   | CENTRUS ENERGY CORP CONV 0% 08/15/2032 144A                         | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2807951.23   | 0.05%             | 2032-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                 | EURONET WORLDWIDE INC CONV 0.625% 10/01/2030 144A                   | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1114732.50   | 0.02%             | 2030-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                          | TERAWULF INC CONV 1% 09/01/2031 144A                                | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   3201000 | PA      | $4661456.25   | 0.09%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                   | VIAVI SOLUTIONS INC CONV 0.625% 03/01/2031 144A                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    657000 | PA      | $930880.11    | 0.02%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                              | SAREPTA THERAPEUTICS INC CONV 4.875% 09/01/2030                     | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1272762.98   | 0.02%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                              | LYFT INC CONV 0% 09/15/2030 144A                                    | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $1053442.68   | 0.02%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                           | BRUKER CORP SER A PC                                                | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |      8700 | NS      | $3271200.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                 | LUMENTUM HLDGS INC CONV 0.375% 03/15/2032 144A                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $6664452.28   | 0.12%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                             | BANK NEW YORK MELLON CORP 5.95%/VAR PERP                            | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   2820000 | PA      | $2856375.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | SUNOCO LP 7.875%/VAR PERP 144A                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |   9545000 | PA      | $9712037.50   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                           | WIX.COM LTD CONV 0% 09/15/2030 144A                                 | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   1990000 | PA      | $1701325.64   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                         | DTE ENERGY CO 6.25% SER H PFD 10/01/85                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    326800 | NS      | $8173268.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                           | ALNYLAM PHARMACEUTICALS INC CONV 0% 09/15/2028 144A                 | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    860000 | PA      | $854087.50    | 0.02%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                                       | PLANET LABS PBC CONV 0.5% 10/15/2030 144A                           | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1506446.88   | 0.03%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENOVIX CORP                                           | ENOVIX CORP CONV 4.75% 09/15/2030 144A                              | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1061758.20   | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                        | ASTRONICS CORP CONV 0% 01/15/2031 144A                              | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    554000 | PA      | $642196.80    | 0.01%             | 2031-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC                                      | OSCAR HEALTH INC CONV 2.25% 09/01/2030 144A                         | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1059367.50   | 0.02%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                      | CYTOKINETICS INC CONV 1.75% 10/01/2031 144A                         | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $4339347.55   | 0.08%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                                     | GAMESTOP CORP CL A WT                                               | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     36400 | NS      | $121576.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                              | COHU INC CONV 1.5% 01/15/2031 144A                                  | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |    713000 | PA      | $811170.47    | 0.02%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                  | BOSTON PROPERTIES LP CONV 2% 10/01/2030 144A                        | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2684144.19   | 0.05%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                            | HERTZ CORP CONV 5.5% 10/01/2030 144A                                | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $914613.28    | 0.02%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                               | MIRION TECHNOLOGIES INC CONV 0% 10/01/2031 144A                     | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1123325.00   | 0.02%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING INC                                     | CIPHER MINING INC CONV 0% 10/01/2031 144A                           | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   3371000 | PA      | $4994342.03   | 0.09%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                       | XCEL ENERGY INC 6.25% PFD 10/15/2085                                | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |    259300 | NS      | $6485093.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                                      | WOLFSPEED INC/DE                                                    | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $20.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                                      | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                            | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402741 | PA      | $441001.40    | 0.01%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE INC                             | ROCKPOINT GAS STORAGE INC                                           | CUSIP: 773915103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     33200 | NS      | $664974.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                                      | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                          | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $1524937.50   | 0.03%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                             | TRANSCANADA PIPELINES LTD 11/01/85 PFD                              | CUSIP: 893526681<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | EP               | CORP              | CA        |     81500 | NS      | $1988600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                     | SOLARIS ENERGY INFRASTRUCTURE INC CONV 0.25% 10/01/2031             | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1895553.29   | 0.04%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                          | SEMTECH CORP CONV 0% 10/15/2030 144A                                | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1875819.04   | 0.03%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                              | IREN LTD CONV 0% 07/01/2031 144A                                    | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    914000 | PA      | $808568.26    | 0.02%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                         | LIVE NATION ENTERTAINMENT INC CONV 2.875% 10/15/2031 144A           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3426142.50   | 0.06%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                   | AST SPACEMOBILE INC CONV 2% 01/15/2036 144A                         | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2236032.50   | 0.04%             | 2036-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                            | GALAXY DIGITAL HOLDINGS LP CONV 0.5% 05/01/2031 144A                | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2506611.25   | 0.05%             | 2031-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                          | TERAWULF INC CONV 0% 05/01/2032 144A                                | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1906721.07   | 0.04%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                     | BLOOM ENERGY CORP CONV 0% 11/15/2030 144A                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3273354.00   | 0.06%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP CONV 3.125% 05/01/2031 144A                         | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2460577.00   | 0.05%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                             | SHELL PLC EEE RT DRP 12/31/2049                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    494111 | NS      | $176891.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY PC 12/15/2028                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     52800 | NS      | $2660592.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                   | GUARDANT HEALTH INC CONV 0% 05/15/2033 144A                         | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1481422.94   | 0.03%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAMACO RESOURCES INC                                  | RAMACO RESOURCES INC CONV 0% 11/01/2031                             | CUSIP: 75134PAB1<br>LEI: 5493001BYUI4TCQOPF70 | Long             | DBT              | CORP              | US        |    690000 | PA      | $540546.00    | 0.01%             | 2031-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                  | BWX TECHNOLOGIES INC CONV 0% 11/01/2030 144A                        | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3129727.50   | 0.06%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                             | HALOZYME THERAPEUTICS INC CONV 0% 02/15/2031 144A                   | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1834350.40   | 0.03%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                                           | NOVANTA INC 6.5% PC 11/01/2028                                      | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     15600 | NS      | $819468.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                             | HALOZYME THERAPEUTICS INC CONV 0.875% 11/15/2032 144A               | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1873666.59   | 0.03%             | 2032-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                        | CLEANSPARK INC CONV 0% 02/15/2032 144A                              | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1886093.72   | 0.04%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                | COGENT BIOSCIENCES INC CONV 1.625% 11/15/2031                       | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $436929.92    | 0.01%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                             | IONIS PHARMACEUTICALS INC CONV 0% 12/01/2030 144A                   | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1335464.01   | 0.02%             | 2030-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | COREBRIDGE FINANCIAL INC 0% PERP                                    | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $4136194.53   | 0.08%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                       | OSI SYSTEMS INC CONV 0.5% 02/01/2031 144A                           | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1347877.40   | 0.03%             | 2031-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                            | EOS ENERGY ENTERPRISES INC CONV 1.75% 12/01/2031 144A               | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $754376.79    | 0.01%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                       | PPL CAP FDG INC CONV 3% 12/01/2030 144A                             | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2463809.88   | 0.05%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer