# EDGAR Filing Document

**Accession Number:** 0000708191
**File Stem:** 0000035402-26-000405
**Filing Date:** 2026-1
**Character Count:** 142372
**Document Hash:** f61d9bf0c61657c8de2a07f3fbff7ec9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000405.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000405

**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 FINANCIAL TRUST
- **CENTRAL INDEX KEY:** 0000708191

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03587
- **FILM NUMBER:** 26555338

**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 FREEDOM FUND
- **DATE OF NAME CHANGE:** 19870129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY TAX QUALIFIED EQUITY FUND
- **DATE OF NAME CHANGE:** 19830104

## Series and Classes Contracts Data

### Fidelity Convertible Securities Fund (Series ID: S000006969)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000019022 | Fidelity Convertible Securities Fund                  | FCVSX           |
| C000074867 | Fidelity Advisor Convertible Securities Fund: Class A | FACVX           |
| C000074869 | Fidelity Advisor Convertible Securities Fund: Class C | FCCVX           |
| C000074870 | Fidelity Advisor Convertible Securities Fund: Class M | FTCVX           |
| C000074871 | Fidelity Advisor Convertible Securities Fund: Class I | FICVX           |
| C000205024 | Fidelity Advisor Convertible Securities Fund: Class Z | FIQVX           |

## 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 Financial Trust

- **b. Investment Company Act file number:** 811-03587

- **c. CIK number of Registrant:** 0000708191

- **d. LEI of Registrant:** RVAO6RYC7V8JBRPEEN43

- **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 Convertible Securities Fund

- **b. EDGAR series identifier (if any):** S000006969

- **c. LEI of Series:** BWOHOTQTC2AE7WQFLN26

**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:** $2145314715.50

**Total Liabilities:** $10303445.96

**Net Assets:** $2135011269.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2018.96930920 | **1-Year:** 24518.27302890 | **5-Year:** 33923.95266010 | **10-Year:** 478.98584630 | **30-Year:** 0.00000000

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

- **3-Month:** 29889.74698577 | **1-Year:** 133762.45727430 | **5-Year:** 330547.96426845 | **10-Year:** 19625.37805081 | **30-Year:** 26.42402880

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019022 | 5.01%                | 3.41%                | -1.60%               |
| Class ID C000074867 | 4.96%                | 3.39%                | -1.61%               |
| Class ID C000074869 | 4.90%                | 3.32%                | -1.67%               |
| Class ID C000074870 | 4.95%                | 3.37%                | -1.63%               |
| Class ID C000074871 | 4.99%                | 3.42%                | -1.60%               |
| Class ID C000205024 | 5.00%                | 3.44%                | -1.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7508789.10              | $90079515.24                               |
| Month 2  | $14198581.20             | $58179109.10                               |
| Month 3  | $37394121.02             | $-75985549.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC                             | ALPHABET INC CL A                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21300 | NS      | $6819834.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25300 | NS      | $5900466.00   | 0.28%             |  |  |  | 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        |     19545 | NS      | $24470340.00  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     17800 | NS      | $3364200.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     43100 | NS      | $4378098.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                         | BOYD GAMING CORP                                                    | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     47400 | NS      | $3948420.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | BUILDERS FIRSTSOURCE                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     22300 | NS      | $2502729.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL POWER CORP                       | CAPITAL POWER CORP                                                  | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |    116200 | NS      | $5120466.56   | 0.24%             |  |  |  | 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        |     75000 | NS      | $2671210.20   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                      | CHURCHILL DOWNS INC                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     59100 | NS      | $6447219.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                    | COMMVAULT SYSTEMS INC                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     16500 | NS      | $2037750.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | DICKS SPORTING GOODS INC                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     23000 | NS      | $4751110.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC CL A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6800 | NS      | $4406060.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  57232460 | NS      | $57243906.31  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   9186787 | NS      | $9187705.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD               | FIRST QUANTUM MINERALS LTD                                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    144600 | NS      | $3271853.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                         | DHT HOLDINGS INC                                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   2029695 | NS      | $26446925.85  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                      | SCORPIO TANKERS INC                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    102900 | NS      | $5899257.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC              | JAMES HARDIE IND PLC                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      8806 | NS      | $174182.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                           | KENNAMETAL INC                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    176800 | NS      | $4893824.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9300 | NS      | $4575693.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     29000 | NS      | $5133000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    508700 | NS      | $8200244.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     38200 | NS      | $1318282.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                               | SABRE CORP                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    451400 | NS      | $726754.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                   | BYRNA TECHNOLOGIES INC                                              | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |    308811 | NS      | $5635800.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| TAIWAN SEMICONDUCTOR MFG CO LTD          | TAIWAN SEMIC MFG CO LTD SP ADR                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     14200 | NS      | $4139442.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5300 | NS      | $2279901.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                            | TOPBUILD CORP                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5125 | NS      | $2319062.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                           | TRANSALTA CORP                                                      | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |    465300 | NS      | $6792457.69   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                             | VALLOUREC SA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    231200 | NS      | $4213226.19   | 0.20%             |  |  |  | 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        |     25120 | NS      | $30744007.35  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                  | ZOOM COMMUNICATIONS INC CL A                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     50100 | NS      | $4256496.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                 | ETSY INC CONV 0.125% 10/01/2026                                     | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4257000 | PA      | $4285947.60   | 0.20%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HLDGS INC CONV 0.5% 12/15/2026                             | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $9925990.73   | 0.46%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                      | EXACT SCIENCES CORP CONV 0.375% 03/01/2028                          | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1576071.96   | 0.07%             | 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        |   4545000 | PA      | $8139724.45   | 0.38%             | 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        |   2369000 | PA      | $7157890.22   | 0.34%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                      | SHIFT4 PAYMENTS INC                                                 | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77000 | NS      | $5681060.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| JAZZ INVTS I LTD                         | JAZZ INVTS I LTD CONV 2% 06/15/2026                                 | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4936000 | PA      | $5839616.69   | 0.27%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                               | STRIDE INC CONV 1.125% 09/01/2027                                   | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $3793905.00   | 0.18%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                           | LIVEPERSON INC CONV 0% 12/15/2026                                   | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $1325710.00   | 0.06%             | 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        |   3820000 | PA      | $4121531.66   | 0.19%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZYNGA INC                                | ZYNGA INC CONV 0% 12/15/2026                                        | CUSIP: 98986TAD0<br>LEI: 549300XNQ0U2EL088Z74 | Long             | DBT              | CORP              | US        |   5479000 | PA      | $5879421.70   | 0.28%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOX INC                                  | BOX INC CONV 0% 01/15/2026                                          | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1131694.84   | 0.05%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   5057000 | PA      | $5529829.50   | 0.26%             | 2029-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                        | EXPEDIA GROUP INC CONV 0% 02/15/2026                                | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   8008000 | PA      | $8377650.24   | 0.39%             | 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        |   4640000 | PA      | $4790582.29   | 0.22%             | 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        |   1411000 | PA      | $1558273.13   | 0.07%             | 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        |   2164000 | PA      | $1744833.20   | 0.08%             | 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        |   3963000 | PA      | $4056698.48   | 0.19%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                  | DRAFTKINGS HOLDINGS INC CONV 0% 03/15/2028                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3780000.00   | 0.18%             | 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        |   1390000 | PA      | $1364285.14   | 0.06%             | 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        |  12813000 | PA      | $13497214.20  | 0.63%             | 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        |   1127000 | PA      | $2395615.47   | 0.11%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC CONV 0% 04/01/2026                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $3940454.86   | 0.18%             | 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        |   1349000 | PA      | $1425218.50   | 0.07%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026                      | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228750.00    | 0.01%             | 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        |  12079000 | PA      | $13888769.63  | 0.65%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC         | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026              | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $17272.50     | 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        |   8408000 | PA      | $8717414.40   | 0.41%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                      | BENTLEY SYS INC CONV 0.375% 07/01/2027                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3624907.45   | 0.17%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                      | SHIFT4 PAYMENTS INC CONV 0.5% 08/01/2027                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4180407.40   | 0.20%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                           | CLOUDFLARE INC CONV 0% 08/15/2026                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $10067400.00  | 0.47%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ON HOLDING AG                            | ON HOLDING AG                                                       | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |    104100 | NS      | $4579359.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027                            | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    261000 | PA      | $251168.77    | 0.01%             | 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        |   4302000 | PA      | $4630640.71   | 0.22%             | 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        |   3910000 | PA      | $3578241.97   | 0.17%             | 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        |   2146000 | PA      | $3035517.00   | 0.14%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                               | IMPINJ INC CONV 1.125% 05/15/2027                                   | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1975186.29   | 0.09%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                             | NCL CORP LTD CONV 1.125% 02/15/2027                                 | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1316000 | PA      | $1279152.00   | 0.06%             | 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        |    611000 | PA      | $528698.30    | 0.02%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | 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        |   2750000 | PA      | $3230733.66   | 0.15%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                   | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028                        | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $3207039.30   | 0.15%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN GALACTIC HLDGS INC                | VIRGIN GALACTIC HLDGS INC CONV 2.5% 02/01/2027 144A                 | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $974622.17    | 0.05%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | SNAP INC CONV 0.125% 03/01/2028                                     | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2394996.22   | 0.11%             | 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        |   2047000 | PA      | $3182329.47   | 0.15%             | 2028-03-01      | Fixed         | 0.03%                 | 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        |   5511000 | PA      | $13758211.50  | 0.64%             | 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        |   2206000 | PA      | $2983362.44   | 0.14%             | 2029-03-01      | Fixed         | 0.02%                 | 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        |   2957000 | PA      | $13688552.03  | 0.64%             | 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        |   2627000 | PA      | $3570093.00   | 0.17%             | 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        |   2756000 | PA      | $4059195.74   | 0.19%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | 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        |   6641000 | PA      | $8270079.07   | 0.39%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | POST HLDGS INC CONV 2.5% 08/15/2027                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $4239262.70   | 0.20%             | 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        |   2969000 | PA      | $4084058.07   | 0.19%             | 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        |    845000 | PA      | $1536708.44   | 0.07%             | 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        |   5074000 | PA      | $8277392.57   | 0.39%             | 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        |   2745000 | PA      | $2430148.50   | 0.11%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP CONV 1.625% 11/01/2027                                 | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    722000 | PA      | $1475218.59   | 0.07%             | 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        |   5257000 | PA      | $5084375.26   | 0.24%             | 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        |   7139000 | PA      | $14411617.09  | 0.68%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD             | TRANSOCEAN INTERNATIONAL LTD CONV 4.625% 09/30/2029                 | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1370000 | PA      | $1977595.00   | 0.09%             | 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        |   3691000 | PA      | $4065636.50   | 0.19%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | AXON ENTERPRISE INC CONV 0.5% 12/15/2027                            | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $6625071.49   | 0.31%             | 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        |   1763000 | PA      | $1862962.10   | 0.09%             | 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        |    982000 | PA      | $1029872.50   | 0.05%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC CONV 3.125% 01/15/2029                | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   6774000 | PA      | $9300702.00   | 0.44%             | 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        |    785000 | PA      | $842481.63    | 0.04%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC             | COLLEGIUM PHARMACEUTICAL INC CONV 2.875% 02/15/2029                 | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $2333849.98   | 0.11%             | 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        |   1633000 | PA      | $1303297.30   | 0.06%             | 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        |   6401000 | PA      | $7230752.48   | 0.34%             | 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        |   6087000 | PA      | $6001782.97   | 0.28%             | 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        |   8758000 | PA      | $8129882.28   | 0.38%             | 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        |   2600000 | PA      | $2848954.16   | 0.13%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                      | EXACT SCIENCES CORP CONV 2% 03/01/2030 144A                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $5051805.61   | 0.24%             | 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        |   9537000 | PA      | $10605775.83  | 0.50%             | 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        |   6474000 | PA      | $7390449.02   | 0.35%             | 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        |    498000 | PA      | $191730.00    | 0.01%             | 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        |  11022000 | PA      | $11812043.18  | 0.55%             | 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        |   1969000 | PA      | $4735098.38   | 0.22%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                          | PORCH GROUP INC CONV 6.75% 10/01/2028 144A                          | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1968043.50   | 0.09%             | 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        |   4952000 | PA      | $5508847.84   | 0.26%             | 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        |   8013000 | PA      | $7307765.37   | 0.34%             | 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        |  14517000 | PA      | $31837570.80  | 1.49%             | 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        |   3103000 | PA      | $5290311.40   | 0.25%             | 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        |   2635000 | PA      | $6291914.37   | 0.29%             | 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        |    633000 | PA      | $3702550.68   | 0.17%             | 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        |    241000 | PA      | $603193.13    | 0.03%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                    | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                        | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1959662.66   | 0.09%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC CONV 1.75% 06/15/2028                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $6585150.66   | 0.31%             | 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        |   3829000 | PA      | $17936950.50  | 0.84%             | 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        |   7543000 | PA      | $11064948.37  | 0.52%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD KINECT CORP                        | WORLD KINECT CORP CONV 3.25% 07/01/2028                             | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2690940.00   | 0.13%             | 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        |   4457000 | PA      | $4434715.00   | 0.21%             | 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        |   1190000 | PA      | $1047685.63   | 0.05%             | 2028-07-01      | Fixed         | 0.01%                 | 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        |   5085000 | PA      | $5740772.33   | 0.27%             | 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        |   2425000 | PA      | $3264777.50   | 0.15%             | 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        |   5144000 | PA      | $6101812.80   | 0.29%             | 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        |    235600 | NS      | $16304068.24  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKIVA INC                              | WORKIVA INC CONV 1.25% 08/15/2028                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   2428000 | PA      | $2451902.49   | 0.11%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC NEW                       | TETRA TECH INC NEW CONV 2.25% 08/15/2028                            | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3528141.00   | 0.17%             | 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        |    926000 | PA      | $931639.26    | 0.04%             | 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        |   2860000 | PA      | $3411703.78   | 0.16%             | 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        |   9117000 | PA      | $12361146.24  | 0.58%             | 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        |   3500000 | PA      | $3089918.48   | 0.14%             | 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        |   2426000 | PA      | $2830847.99   | 0.13%             | 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        |   3880000 | PA      | $6391238.04   | 0.30%             | 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        |   6812000 | PA      | $22907772.48  | 1.07%             | 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        |   2130000 | PA      | $1952573.96   | 0.09%             | 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        |   2562000 | PA      | $3434361.00   | 0.16%             | 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        |  10998000 | PA      | $10896552.47  | 0.51%             | 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        |   2335000 | PA      | $2172717.50   | 0.10%             | 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        |   2840000 | PA      | $2811535.08   | 0.13%             | 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        |  10287000 | PA      | $44709359.40  | 2.09%             | 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        |   1590000 | PA      | $2258793.75   | 0.11%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028                        | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10988000 | PA      | $14898221.33  | 0.70%             | 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        |   6724000 | PA      | $6895462.00   | 0.32%             | 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        |   6909000 | PA      | $8895529.43   | 0.42%             | 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        |   4768000 | PA      | $5695651.26   | 0.27%             | 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        |   1073000 | PA      | $2655675.00   | 0.12%             | 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        |   3154000 | PA      | $2261418.00   | 0.11%             | 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        |   3842000 | PA      | $4272059.84   | 0.20%             | 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        |    789000 | PA      | $1079943.75   | 0.05%             | 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        |   1611000 | PA      | $1620017.85   | 0.08%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC         | BRIGHTSPRING HEALTH SERVICES INC 6.75% PC                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     55500 | NS      | $6767100.40   | 0.32%             |  |  |  | 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        |   1195000 | PA      | $9802480.60   | 0.46%             | 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        |    552600 | NS      | $5868612.00   | 0.27%             |  |  |  | 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        |   7286000 | PA      | $6520557.32   | 0.31%             | 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        |   2748000 | PA      | $4196173.80   | 0.20%             | 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        |  11123000 | PA      | $12664416.89  | 0.59%             | 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        |  10767000 | PA      | $10082218.80  | 0.47%             | 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        |   5079000 | PA      | $6374145.00   | 0.30%             | 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        |   2736000 | PA      | $2736491.30   | 0.13%             | 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        |    665000 | PA      | $593634.89    | 0.03%             | 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        |   6018000 | PA      | $7887295.63   | 0.37%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                 | IRHYTHM TECHNOLOGIES INC CONV 1.5% 09/01/2029                       | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   4413000 | PA      | $6379493.26   | 0.30%             | 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        |   5657000 | PA      | $16925744.00  | 0.79%             | 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        |   2184000 | PA      | $2194920.00   | 0.10%             | 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        |   5160000 | PA      | $7117480.98   | 0.33%             | 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        |    305800 | NS      | $16739179.47  | 0.78%             |  |  |  | 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        |   5690000 | PA      | $18136875.00  | 0.85%             | 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        |   2604000 | PA      | $3063866.40   | 0.14%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                      | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  16207000 | PA      | $17981666.50  | 0.84%             | 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        |   4207000 | PA      | $4518318.00   | 0.21%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP             | REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   4029000 | PA      | $4026467.01   | 0.19%             | 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        |   4047000 | PA      | $4083423.00   | 0.19%             | 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        |   2967000 | PA      | $1339511.07   | 0.06%             | 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        |   4050000 | PA      | $4949813.93   | 0.23%             | 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        |   2291000 | PA      | $2139221.25   | 0.10%             | 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        |   7368000 | PA      | $8040080.96   | 0.38%             | 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        |   3864000 | PA      | $3869205.97   | 0.18%             | 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        |   5030000 | PA      | $4382104.26   | 0.21%             | 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        |   2080000 | PA      | $2024343.86   | 0.09%             | 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        |  18481000 | PA      | $23261868.93  | 1.09%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                            | BLACKLINE INC CONV 1% 06/01/2029                                    | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4614118.50   | 0.22%             | 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        |   2368000 | PA      | $4237824.59   | 0.20%             | 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        |   4313000 | PA      | $4454466.40   | 0.21%             | 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        |   5559000 | PA      | $6574080.24   | 0.31%             | 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        |   5477000 | PA      | $6658528.84   | 0.31%             | 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        |    474000 | PA      | $2516229.00   | 0.12%             | 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        |   2348000 | PA      | $3867132.59   | 0.18%             | 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        |   6171000 | PA      | $5939587.50   | 0.28%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                 | UGI CORP CONV 5% 06/01/2028                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $5596019.42   | 0.26%             | 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        |   3830000 | PA      | $5763246.04   | 0.27%             | 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        |   4560000 | PA      | $4707905.06   | 0.22%             | 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        |    253000 | NS      | $13699950.00  | 0.64%             |  |  |  | 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        |   2006000 | PA      | $1651138.60   | 0.08%             | 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        |   2477000 | PA      | $3783932.05   | 0.18%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                    | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030                            | CUSIP: 83205YAE4<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1824499.28   | 0.09%             | 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        |   1476000 | PA      | $1955700.00   | 0.09%             | 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        |   9413000 | PA      | $8859166.57   | 0.41%             | 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        |   3001000 | PA      | $2908869.30   | 0.14%             | 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        |   1569000 | PA      | $1778344.69   | 0.08%             | 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        |   2937000 | PA      | $5094507.42   | 0.24%             | 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        |   7060000 | PA      | $9598087.01   | 0.45%             | 2030-09-15      | Fixed         | 0.03%                 | 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        |   4745000 | PA      | $4395653.46   | 0.21%             | 2029-09-15      | Fixed         | 0.01%                 | 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        |    199200 | NS      | $12131280.00  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                     | UPSTART HOLDINGS INC CONV 2% 10/01/2029                             | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $3501768.37   | 0.16%             | 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        |  11455000 | PA      | $14412681.00  | 0.68%             | 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        |   3177000 | PA      | $3092853.85   | 0.14%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | SNOWFLAKE INC CONV 0% 10/01/2027                                    | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7359000 | PA      | $12225900.26  | 0.57%             | 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        |   7250000 | PA      | $12460316.83  | 0.58%             | 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        |   1069000 | PA      | $2222023.40   | 0.10%             | 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        |   5472342 | PA      | $12909671.39  | 0.60%             | 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        |    230000 | NS      | $11421800.00  | 0.53%             |  |  |  | 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        |   4568000 | PA      | $5228745.03   | 0.24%             | 2029-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                             | TERAWULF INC CONV 2.75% 02/01/2030 144A                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $6587000.00   | 0.31%             | 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        |    755200 | NS      | $47235446.07  | 2.21%             |  |  |  | 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        |    172800 | NS      | $8790336.00   | 0.41%             |  |  |  | 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        |   2989000 | PA      | $8747453.56   | 0.41%             | 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        |   2666000 | PA      | $7444088.99   | 0.35%             | 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        |   7377000 | PA      | $7568802.00   | 0.35%             | 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        |   9459000 | PA      | $8090734.46   | 0.38%             | 2030-11-15      | Fixed         | 0.01%                 | 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        |   2918000 | PA      | $2917273.97   | 0.14%             | 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        |   2173000 | PA      | $3232337.50   | 0.15%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                             | OMNICELL INC CONV 1% 12/01/2029 144A                                | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1297885.44   | 0.06%             | 2029-12-01      | Fixed         | 0.01%                 | No            |                  2 | 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        |   2750000 | PA      | $3872421.71   | 0.18%             | 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        |   4208000 | PA      | $4691116.73   | 0.22%             | 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        |   5914000 | PA      | $5144384.74   | 0.24%             | 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        |     19600 | NS      | $798700.00    | 0.04%             |  |  |  | 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        |   4914000 | PA      | $4446477.47   | 0.21%             | 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        |   1390000 | PA      | $1450326.00   | 0.07%             | 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        |   9703000 | PA      | $9800030.00   | 0.46%             | 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        |   6163000 | PA      | $8181403.70   | 0.38%             | 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        |   8339000 | PA      | $8823815.28   | 0.41%             | 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        |   3094000 | PA      | $3652903.44   | 0.17%             | 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        |    310000 | PA      | $289819.00    | 0.01%             | 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        |   4212000 | PA      | $5434671.41   | 0.25%             | 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        |   6371000 | PA      | $7749677.33   | 0.36%             | 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        |   1077000 | PA      | $1083999.25   | 0.05%             | 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        |   6190000 | PA      | $6626443.22   | 0.31%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1% 01/15/2030 144A                         | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $903173.38    | 0.04%             | 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        |     73200 | NS      | $6377184.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| REALREAL (THE)                           | REALREAL (THE) CONV STEP 02/15/2031                                 | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1543546.88   | 0.07%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0% 03/01/2030 144A                                | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  19710000 | PA      | $17630595.00  | 0.83%             | 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        |  27939000 | PA      | $27862306.05  | 1.31%             | 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        |   4600000 | PA      | $8769697.65   | 0.41%             | 2031-02-15      | Fixed         | 0.01%                 | 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        |   6626000 | PA      | $9280541.25   | 0.43%             | 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        |   3871000 | PA      | $6428279.38   | 0.30%             | 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        |   3713000 | PA      | $3537023.18   | 0.17%             | 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        |   2409000 | PA      | $3873431.10   | 0.18%             | 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        |    372400 | NS      | $18530624.00  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                     | HERCULES CAPITAL INC CONV 4.75% 09/01/2028 144A                     | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1819024.00   | 0.09%             | 2028-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                    | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A                     | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1712184.26   | 0.08%             | 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        |   5755000 | PA      | $6431392.80   | 0.30%             | 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        |   6093000 | PA      | $5379600.30   | 0.25%             | 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        |     16000 | NS      | $1739520.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    190000 | NS      | $9792600.00   | 0.46%             |  |  |  | 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        |   7235000 | PA      | $4659340.00   | 0.22%             | 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        |   8138000 | PA      | $8178690.00   | 0.38%             | 2030-04-15      | Fixed         | 0.01%                 | 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        |    974000 | PA      | $2001570.00   | 0.09%             | 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        |   8494000 | PA      | $7895256.07   | 0.37%             | 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        |   3402000 | PA      | $3558900.41   | 0.17%             | 2028-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC CONV 0% 05/15/2028 144A                       | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7615000 | PA      | $7571081.55   | 0.35%             | 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        |  15438000 | PA      | $17355327.97  | 0.81%             | 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        |    387000 | PA      | $1975751.10   | 0.09%             | 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        |   1990000 | PA      | $2633756.72   | 0.12%             | 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        |  10380000 | PA      | $10478758.54  | 0.49%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING INC                        | CIPHER MINING INC CONV 1.75% 05/15/2030                             | CUSIP: 17253JAA4<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $4939466.70   | 0.23%             | 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        |     84200 | NS      | $4530802.00   | 0.21%             |  |  |  | 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        |  23242000 | PA      | $22907631.76  | 1.07%             | 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        |   4935000 | PA      | $4487765.63   | 0.21%             | 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        |   1565000 | PA      | $4974911.64   | 0.23%             | 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        |   2465000 | PA      | $2970189.47   | 0.14%             | 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        |   7668000 | PA      | $8304444.00   | 0.39%             | 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        |   5672000 | PA      | $5843846.29   | 0.27%             | 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        |   8249000 | PA      | $9032703.26   | 0.42%             | 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        |   7231000 | PA      | $8042422.04   | 0.38%             | 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        |   3900000 | PA      | $3342089.28   | 0.16%             | 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        |   1370000 | PA      | $2034039.00   | 0.10%             | 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        |   1650000 | PA      | $1261989.89   | 0.06%             | 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        |   5669000 | PA      | $5340502.43   | 0.25%             | 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        |   4444000 | PA      | $4429656.46   | 0.21%             | 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        |  16071000 | PA      | $17652262.01  | 0.83%             | 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        |  24877000 | PA      | $25436732.50  | 1.19%             | 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        |   1810000 | PA      | $2209289.38   | 0.10%             | 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        |  10450000 | PA      | $9979964.33   | 0.47%             | 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        |   4752000 | PA      | $5856807.26   | 0.27%             | 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        |   4898000 | PA      | $5732009.59   | 0.27%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | 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        |   1848000 | PA      | $1905201.99   | 0.09%             | 2033-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC 9%/VAR PERP PFD                                        | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     20500 | NS      | $1983785.00   | 0.09%             |  |  |  | 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        |   2990000 | PA      | $2412033.00   | 0.11%             | 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        |   3433000 | PA      | $3769434.00   | 0.18%             | 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        |   2965000 | PA      | $3037642.50   | 0.14%             | 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        |   1314000 | PA      | $2872666.80   | 0.13%             | 2031-08-01      | Fixed         | 0.03%                 | 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        |   8752000 | PA      | $8619844.80   | 0.40%             | 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        |   1450000 | PA      | $1397589.82   | 0.07%             | 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        |   2507000 | PA      | $3025196.90   | 0.14%             | 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        |   9262000 | PA      | $12268445.20  | 0.57%             | 2030-08-15      | Fixed         | 0.00%                 | 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        |   1100000 | PA      | $1099598.54   | 0.05%             | 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        |   5108000 | PA      | $6817022.28   | 0.32%             | 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        |   3000000 | PA      | $2677500.00   | 0.13%             | 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        |   7803000 | PA      | $11363118.75  | 0.53%             | 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        |   1562000 | PA      | $2213142.68   | 0.10%             | 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        |   3690000 | PA      | $3071612.42   | 0.14%             | 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        |   2150000 | PA      | $2544833.44   | 0.12%             | 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        |     20000 | NS      | $7520000.00   | 0.35%             |  |  |  | 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        |   8344000 | PA      | $15865389.40  | 0.74%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                              | WIX.COM LTD CONV 0% 09/15/2030 144A                                 | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   4860000 | PA      | $4154996.30   | 0.19%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC              | ALNYLAM PHARMACEUTICALS INC CONV 0% 09/15/2028 144A                 | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1936593.75   | 0.09%             | 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        |   2812000 | PA      | $3544877.50   | 0.17%             | 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        |   2555000 | PA      | $2509521.00   | 0.12%             | 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        |   1318000 | PA      | $1527825.60   | 0.07%             | 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        |   2400000 | PA      | $2581200.00   | 0.12%             | 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        |   8199000 | PA      | $10427406.37  | 0.49%             | 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        |     88350 | NS      | $295089.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                 | COHU INC CONV 1.5% 01/15/2031 144A                                  | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1931791.66   | 0.09%             | 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        |   6461000 | PA      | $6387571.12   | 0.30%             | 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        |   2759000 | PA      | $2175360.37   | 0.10%             | 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        |   2240000 | PA      | $2567600.00   | 0.12%             | 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        |   8026000 | PA      | $11891008.35  | 0.56%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | 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        |    885193 | PA      | $969286.34    | 0.05%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | 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        |   2363000 | PA      | $4003808.13   | 0.19%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |   4055000 | PA      | $4448187.84   | 0.21%             | 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        |   4204000 | PA      | $4420371.77   | 0.21%             | 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        |   2171000 | PA      | $1920570.79   | 0.09%             | 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        |   8497000 | PA      | $8093392.50   | 0.38%             | 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        |   6344000 | PA      | $5302949.60   | 0.25%             | 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        |   7162000 | PA      | $5968201.39   | 0.28%             | 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        |   4468000 | PA      | $4538747.88   | 0.21%             | 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        |   8283000 | PA      | $7777737.00   | 0.36%             | 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        |   5762000 | PA      | $5836906.00   | 0.27%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN COMPANY PC 12/15/2028                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    125200 | NS      | $6308828.00   | 0.30%             |  |  |  | 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        |   3130000 | PA      | $3528808.07   | 0.17%             | 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        |   1635000 | PA      | $1280859.00   | 0.06%             | 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        |   7708000 | PA      | $7431897.59   | 0.35%             | 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        |   4256000 | PA      | $4378572.80   | 0.21%             | 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        |     36900 | NS      | $1938357.00   | 0.09%             |  |  |  | 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        |   4255000 | PA      | $4456373.02   | 0.21%             | 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        |   4534000 | PA      | $4472567.43   | 0.21%             | 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        |    860000 | PA      | $1043777.02   | 0.05%             | 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        |   2903000 | PA      | $3159618.61   | 0.15%             | 2030-12-01      | Fixed         | 0.00%                 | 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        |   3140000 | PA      | $3158458.99   | 0.15%             | 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        |   1603000 | PA      | $1788855.03   | 0.08%             | 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        |   5735000 | PA      | $5843651.64   | 0.27%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer