# EDGAR Filing Document

**Accession Number:** 0000708191
**File Stem:** 0000035402-26-002551
**Filing Date:** 2026-4
**Character Count:** 189856
**Document Hash:** 1036d15363dd82cd6b3bbd91f5dd5a6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002551.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002551

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY 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:** 26895336

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Convertible Securities Fund**

**February 28, 2026**

CVS-NPRT1-0426

1.797939.122 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 7.7%** | &nbsp;&nbsp;**Common Stocks - 7.7%** | &nbsp;&nbsp;**Common Stocks - 7.7%** |
|  | Shares | Value ($)<br>|
| CANADA - 0.8%  |  |  |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| Almonty Industries Inc (United States) (b) | 597600 | 10989864 |
| Utilities - 0.3% |  |  |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| TransAlta Corp  | 465300 | 6395935 |
| TOTAL CANADA |  | 17385799 |
| FRANCE - 0.3%  |  |  |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.3% |  |  |
| Vallourec SACA  | 337200 | 7873086 |
| MONACO - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Scorpio Tankers Inc (c) | 125100 | 9892908 |
| TAIWAN - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 14200 | 5319036 |
| UNITED STATES - 5.8%  |  |  |
| Communication Services - 0.4% |  |  |
| Interactive Media & Services - 0.4% |  |  |
| Alphabet Inc Class A  | 14800 | 4614048 |
| Meta Platforms Inc Class A  | 6800 | 4407624 |
| TOTAL COMMUNICATION SERVICES |  | 9021672 |
| Consumer Discretionary - 1.5% |  |  |
| Automobiles - 0.2% |  |  |
| Tesla Inc (b) | 9100 | 3662841 |
| Hotels, Restaurants & Leisure - 1.0% |  |  |
| Churchill Downs Inc  | 59100 | 5433063 |
| Penn Entertainment Inc (b) | 352500 | 5513100 |
| Sabre Corp (b)(d) | 451400 | 532652 |
| SHARPLINK INC (b)(d) | 1587900 | 10829478 |
|  |  | 22308293 |
| Household Durables - 0.1% |  |  |
| TopBuild Corp (b) | 5125 | 2297538 |
| Specialty Retail - 0.2% |  |  |
| Dick's Sporting Goods Inc  | 23000 | 4683490 |
| GameStop Corp warrants 10/30/2026 (b) | 88350 | 379905 |
|  |  | 5063395 |
| TOTAL CONSUMER DISCRETIONARY |  | 33332067 |
| Energy - 1.8% |  |  |
| Oil, Gas & Consumable Fuels - 1.8% |  |  |
| DHT Holdings Inc (c) | 2029695 | 39558756 |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Shift4 Payments Inc Class A (b)(d) | 77000 | 3393390 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Boston Scientific Corp (b) | 35100 | 2697435 |
| Industrials - 0.8% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Boeing Co (b) | 8400 | 1911252 |
| Byrna Technologies Inc (b)(d) | 308111 | 3937659 |
|  |  | 5848911 |
| Building Products - 0.1% |  |  |
| Builders FirstSource Inc (b) | 22300 | 2325667 |
| Machinery - 0.3% |  |  |
| Kennametal Inc  | 176800 | 7121504 |
| Professional Services - 0.1% |  |  |
| Parsons Corp (b) | 38200 | 2521200 |
| TOTAL INDUSTRIALS |  | 17817282 |
| Information Technology - 0.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Insight Enterprises Inc (b) | 39900 | 3334044 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| NVIDIA Corp  | 22800 | 4039932 |
| Software - 0.2% |  |  |
| Microsoft Corp  | 9300 | 3652482 |
| TOTAL INFORMATION TECHNOLOGY |  | 11026458 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Scotts Miracle-Gro Co/The  | 32400 | 2271888 |
| Construction Materials - 0.0% |  |  |
| James Hardie Industries PLC (b) | 8806 | 214425 |
| TOTAL MATERIALS |  | 2486313 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| PG&E Corp  | 508700 | 9665300 |
| TOTAL UNITED STATES |  | 128998673 |
| ZAMBIA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| First Quantum Minerals Ltd (b) | 144600 | 4329360 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $126,686,094) |  | <br> **173798862** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 78.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 78.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 78.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CHINA - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Broadline Retail - 0.2% |  |  |
| Alibaba Group Holding Ltd 0.5% 6/1/2031  | 2348000 | 3618268 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| indie Semiconductor Inc 3.5% 12/15/2029 (f) | 1390000 | 1463670 |
| TOTAL CHINA |  | 5081938 |
| UNITED STATES - 78.0%  |  |  |
| Communication Services - 5.2% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| AST SpaceMobile Inc 2% 1/15/2036 (f) | 7104000 | 7388160 |
| AST SpaceMobile Inc 2.25% 4/15/2036 (f) | 6880000 | 6487971 |
| AST SpaceMobile Inc 2.375% 10/15/2032 (f) | 2083000 | 2989105 |
|  |  | 16865236 |
| Entertainment - 2.7% |  |  |
| Liberty Live Holdings Inc 2.375% 9/30/2053 (f) | 8682000 | 14004066 |
| Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027  | 6641000 | 8019008 |
| Live Nation Entertainment Inc 2.875% 1/15/2030  | 7623000 | 8537759 |
| Live Nation Entertainment Inc 2.875% 10/15/2031 (f) | 8497000 | 8900608 |
| Live Nation Entertainment Inc 3.125% 1/15/2029  | 7269000 | 11639850 |
| Sphere Entertainment Co 3.5% 12/1/2028  | 1073000 | 3644444 |
| Zynga Inc 0% 12/15/2026 (g) | 5479000 | 5616190 |
|  |  | 60361925 |
| Interactive Media & Services - 0.5% |  |  |
| Snap Inc 0.125% 3/1/2028  | 2650000 | 2421305 |
| Snap Inc 0.5% 5/1/2030  | 5030000 | 4076815 |
| Trump Media & Technology Group Corp 0% 5/29/2028 (f)(i) | 4935000 | 4552538 |
|  |  | 11050658 |
| Media - 1.3% |  |  |
| Cable One Inc 1.125% 3/15/2028  | 2164000 | 1655460 |
| Cardlytics Inc 4.25% 4/1/2029  | 2967000 | 1127189 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (h) | 5177342 | 18288961 |
| Liberty Broadband Corp 3.125% 3/31/2053 (f) | 6087000 | 6062652 |
| Magnite Inc 0.25% 3/15/2026  | 1390000 | 1379992 |
|  |  | 28514254 |
| TOTAL COMMUNICATION SERVICES |  | 116792073 |
| Consumer Discretionary - 6.4% |  |  |
| Automobile Components - 0.5% |  |  |
| LCI Industries 3% 3/1/2030 (f) | 5755000 | 7300218 |
| Patrick Industries Inc 1.75% 12/1/2028  | 1893000 | 3608058 |
|  |  | 10908276 |
| Automobiles - 1.3% |  |  |
| Lucid Group Inc 5% 4/1/2030 (f) | 7235000 | 3787523 |
| Lucid Group Inc 7% 11/1/2031 (f) | 3020000 | 2164962 |
| Rivian Automotive Inc 3.625% 10/15/2030  | 10998000 | 10778419 |
| Rivian Automotive Inc 4.625% 3/15/2029  | 11442000 | 12455615 |
|  |  | 29186519 |
| Broadline Retail - 0.4% |  |  |
| Etsy Inc 0.125% 10/1/2026  | 4257000 | 4228904 |
| Etsy Inc 1% 6/15/2030 (f) | 4444000 | 4507549 |
|  |  | 8736453 |
| Diversified Consumer Services - 0.2% |  |  |
| Stride Inc 1.125% 9/1/2027  | 2826000 | 4691160 |
| Hotels, Restaurants & Leisure - 2.0% |  |  |
| Cheesecake Factory Inc/The 2% 3/15/2030 (f) | 3713000 | 4116891 |
| Cracker Barrel Old Country Store Inc 1.75% 9/15/2030 (f) | 7286000 | 5938090 |
| DoorDash Inc 0% 5/15/2030 (f)(g) | 20782000 | 20023457 |
| DraftKings Holdings Inc 0% 3/15/2028 (g) | 4200000 | 3790500 |
| NCL Corp Ltd 0.875% 4/15/2030 (f) | 8138000 | 9728979 |
| NCL Corp Ltd 1.125% 2/15/2027  | 1316000 | 1344952 |
|  |  | 44942869 |
| Household Durables - 0.2% |  |  |
| Meritage Homes Corp 1.75% 5/15/2028  | 3864000 | 3975874 |
| Leisure Products - 0.1% |  |  |
| Peloton Interactive Inc 5.5% 12/1/2029  | 2368000 | 3104447 |
| Specialty Retail - 1.7% |  |  |
| Burlington Stores Inc 1.25% 12/15/2027  | 3353000 | 5245769 |
| GameStop Corp 0% 6/15/2032 (f)(i) | 28052000 | 30183952 |
| RealReal Inc/The 4% 2/15/2031 (e)(f) | 975000 | 1409362 |
| Wayfair Inc 3.25% 9/15/2027  | 845000 | 1122583 |
| Wayfair Inc 3.5% 11/15/2028  | 444000 | 791430 |
|  |  | 38753096 |
| TOTAL CONSUMER DISCRETIONARY |  | 144298694 |
| Consumer Staples - 0.8% |  |  |
| Food Products - 0.6% |  |  |
| Freshpet Inc 3% 4/1/2028  | 6118000 | 8396202 |
| Post Holdings Inc 2.5% 8/15/2027  | 3855000 | 4356150 |
|  |  | 12752352 |
| Personal Care Products - 0.2% |  |  |
| Herbalife Ltd 4.25% 6/15/2028  | 1763000 | 2442637 |
| Oddity Finance LLC 0% 6/15/2030 (f)(i) | 3900000 | 2549625 |
|  |  | 4992262 |
| TOTAL CONSUMER STAPLES |  | 17744614 |
| Energy - 2.0% |  |  |
| Energy Equipment & Services - 0.7% |  |  |
| Liberty Energy Inc 0% 3/1/2031 (f)(i) | 4425000 | 4787850 |
| Nabors Industries Inc 1.75% 6/15/2029  | 1633000 | 1469699 |
| Solaris Energy Infrastructure Inc 0.25% 10/1/2031  | 4055000 | 4722048 |
| Solaris Energy Infrastructure Inc 4.75% 5/1/2030  | 974000 | 2074133 |
| Transocean International Ltd 4.625% 9/30/2029  | 1370000 | 2690565 |
|  |  | 15744295 |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| Centrus Energy Corp 0% 8/15/2032 (f)(g) | 5108000 | 5889524 |
| Centrus Energy Corp 2.25% 11/1/2030  | 2541000 | 5906555 |
| CNX Resources Corp 2.25% 5/1/2026  | 1594000 | 5169342 |
| Northern Oil & Gas Inc 3.625% 4/15/2029  | 5257000 | 5532993 |
| Peabody Energy Corp 3.25% 3/1/2028  | 2047000 | 3628308 |
| World Kinect Corp 3.25% 7/1/2028  | 2580000 | 2815295 |
|  |  | 28942017 |
| TOTAL ENERGY |  | 44686312 |
| Financials - 4.3% |  |  |
| Capital Markets - 2.2% |  |  |
| Coinbase Global Inc 0% 10/1/2029 (f)(g) | 8752000 | 7685131 |
| Coinbase Global Inc 0.25% 4/1/2030  | 16207000 | 15072510 |
| Coinbase Global Inc 0.5% 6/1/2026  | 8408000 | 8307104 |
| Galaxy Digital Holdings LP 0.5% 5/1/2031 (f) | 8196000 | 6081432 |
| Galaxy Digital Holdings LP 2.5% 12/1/2029 (f) | 2750000 | 3339875 |
| Galaxy Digital Holdings LP 3% 12/15/2026 (f) | 2750000 | 2888875 |
| Hercules Capital Inc 4.75% 9/1/2028 (f) | 1840000 | 1773944 |
| WisdomTree Inc 3.25% 8/15/2029  | 1569000 | 2399786 |
| WisdomTree Inc 4.625% 8/15/2030 (f) | 1100000 | 1303500 |
|  |  | 48852157 |
| Consumer Finance - 1.0% |  |  |
| SoFi Technologies Inc 0% 10/15/2026 (f)(g) | 2146000 | 2267249 |
| SoFi Technologies Inc 1.25% 3/15/2029 (f) | 5690000 | 11334480 |
| Upstart Holdings Inc 0% 2/15/2032 (f)(g) | 4240000 | 2785680 |
| Upstart Holdings Inc 1% 11/15/2030  | 3214000 | 2392823 |
| Upstart Holdings Inc 2% 10/1/2029  | 2787000 | 2771950 |
|  |  | 21552182 |
| Financial Services - 1.1% |  |  |
| Affirm Holdings Inc 0.75% 12/15/2029  | 6190000 | 5870596 |
| Euronet Worldwide Inc 0.625% 10/1/2030 (f) | 3000000 | 2666250 |
| Global Payments Inc 1.5% 3/1/2031  | 7286000 | 6626617 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.75% 8/15/2028 (f) | 2425000 | 3425798 |
| Repay Holdings Corp 2.875% 7/15/2029 (f) | 2006000 | 1651941 |
| Shift4 Payments Inc 0.5% 8/1/2027  | 4250000 | 3963125 |
|  |  | 24204327 |
| Insurance - 0.0% |  |  |
| Oscar Health Inc 2.25% 9/1/2030 (f) | 2400000 | 2350799 |
| TOTAL FINANCIALS |  | 96959465 |
| Health Care - 10.3% |  |  |
| Biotechnology - 4.6% |  |  |
| Alnylam Pharmaceuticals Inc 0% 9/15/2028 (f)(g) | 1950000 | 1829120 |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027  | 5074000 | 6571268 |
| Arrowhead Pharmaceuticals Inc 0% 1/15/2032 (g) | 4140000 | 4359420 |
| Bridgebio Pharma Inc 0.75% 2/1/2033 (f) | 3415000 | 3273278 |
| Bridgebio Pharma Inc 1.75% 3/1/2031 (f) | 3871000 | 6046502 |
| Bridgebio Pharma Inc 2.25% 2/1/2029  | 5057000 | 5474203 |
| Bridgebio Pharma Inc 2.5% 3/15/2027  | 3376000 | 5533264 |
| Celcuity Inc 2.75% 8/1/2031  | 1314000 | 3152680 |
| Cogent Biosciences Inc 1.625% 11/15/2031  | 860000 | 1064078 |
| Cytokinetics Inc 1.75% 10/1/2031 (f) | 7329000 | 9060476 |
| Cytokinetics Inc 3.5% 7/1/2027  | 957000 | 1354155 |
| Dynavax Technologies Corp 2.5% 5/15/2026  | 200000 | 295100 |
| Exact Sciences Corp 0.375% 3/1/2028  | 1539000 | 1598251 |
| Exact Sciences Corp 1.75% 4/15/2031 (f) | 4050000 | 4999725 |
| Exact Sciences Corp 2% 3/1/2030 (f) | 3663000 | 5123072 |
| Halozyme Therapeutics Inc 0% 2/15/2031 (f)(g) | 4256000 | 4324096 |
| Halozyme Therapeutics Inc 0.25% 3/1/2027  | 1411000 | 1514179 |
| Halozyme Therapeutics Inc 0.875% 11/15/2032 (f) | 4255000 | 4412436 |
| Halozyme Therapeutics Inc 1% 8/15/2028  | 2969000 | 4000728 |
| Ionis Pharmaceuticals Inc 0% 12/1/2030 (f)(i) | 2903000 | 3194301 |
| Ionis Pharmaceuticals Inc 0% 4/1/2026 (g) | 2752000 | 3861056 |
| Ionis Pharmaceuticals Inc 1.75% 6/15/2028  | 4010000 | 6416000 |
| Mirum Pharmaceuticals Inc 4% 5/1/2029  | 1969000 | 5866388 |
| Novavax Inc 5% 12/15/2027  | 982000 | 1158146 |
| PTC Therapeutics Inc 1.5% 9/15/2026  | 1737000 | 2348598 |
| Sarepta Therapeutics Inc 1.25% 9/15/2027  | 850000 | 769930 |
| Sarepta Therapeutics Inc 4.875% 9/1/2030 (f) | 3690000 | 2712150 |
| Travere Therapeutics Inc 2.25% 3/1/2029  | 2206000 | 2789708 |
|  |  | 103102308 |
| Health Care Equipment & Supplies - 2.3% |  |  |
| Alphatec Holdings Inc 0.75% 3/15/2030 (f) | 2409000 | 2791308 |
| Dexcom Inc 0.375% 5/15/2028  | 8013000 | 7504175 |
| Enovis Corp 3.875% 10/15/2028  | 2840000 | 2811600 |
| Haemonetics Corp 2.5% 6/1/2029  | 4313000 | 4229759 |
| Integer Holdings Corp 1.875% 3/15/2030 (f) | 6093000 | 5849280 |
| Integer Holdings Corp 2.125% 2/15/2028  | 785000 | 921590 |
| IRhythm Holdings Inc 1.5% 9/1/2029  | 4413000 | 5169830 |
| Lantheus Holdings Inc 2.625% 12/15/2027  | 3691000 | 4416282 |
| LeMaitre Vascular Inc 2.5% 2/1/2030  | 1077000 | 1209292 |
| LivaNova PLC 2.5% 3/15/2029  | 2604000 | 3226877 |
| Merit Medical Systems Inc 3% 2/1/2029 (f) | 4768000 | 5380688 |
| Omnicell Inc 1% 12/1/2029  | 1318000 | 1356221 |
| Tandem Diabetes Care Inc 1.5% 3/15/2029  | 2184000 | 2436525 |
| TransMedics Group Inc 1.5% 6/1/2028  | 3103000 | 5229176 |
|  |  | 52532603 |
| Health Care Providers & Services - 1.1% |  |  |
| Alignment Healthcare Inc 4.25% 11/15/2029  | 2173000 | 3240486 |
| Brookdale Senior Living Inc 3.5% 10/15/2029  | 1150000 | 2055280 |
| Guardant Health Inc 0% 11/15/2027 (i) | 3130000 | 3255043 |
| Guardant Health Inc 0% 5/15/2033 (f)(i) | 3130000 | 3337363 |
| Guardant Health Inc 1.25% 2/15/2031  | 4263000 | 7287363 |
| Hims & Hers Health Inc 0% 5/15/2030 (f)(i) | 5879000 | 3898512 |
| OPKO Health Inc 3.75% 1/15/2029  | 789000 | 978596 |
|  |  | 24052643 |
| Health Care Technology - 0.1% |  |  |
| Evolent Health Inc 3.5% 12/1/2029  | 3154000 | 1766240 |
| Life Sciences Tools & Services - 0.4% |  |  |
| Repligen Corp 1% 12/15/2028  | 3842000 | 3847763 |
| Tempus AI Inc 0.75% 7/15/2030 (f) | 4752000 | 4863672 |
|  |  | 8711435 |
| Pharmaceuticals - 1.8% |  |  |
| Amphastar Pharmaceuticals Inc 2% 3/15/2029  | 2130000 | 1941495 |
| ANI Pharmaceuticals Inc 2.25% 9/1/2029  | 1476000 | 1787805 |
| Collegium Pharmaceutical Inc 2.875% 2/15/2029  | 1649000 | 2197722 |
| Jazz Investments I Ltd 2% 6/15/2026  | 4936000 | 6029324 |
| Jazz Investments I Ltd 3.125% 9/15/2030  | 7060000 | 10067560 |
| Ligand Pharmaceuticals Inc 0.75% 10/1/2030 (f) | 2507000 | 3043247 |
| Pacira BioSciences Inc 2.125% 5/15/2029  | 2080000 | 2008448 |
| Zoetis Inc 0.25% 6/15/2029 (f) | 12374000 | 12961765 |
|  |  | 40037366 |
| TOTAL HEALTH CARE |  | 230202595 |
| Industrials - 6.4% |  |  |
| Aerospace & Defense - 1.1% |  |  |
| AeroVironment Inc 0% 7/15/2030 (i) | 4898000 | 5608210 |
| Astronics Corp 0% 1/15/2031 (f)(g) | 1318000 | 2116708 |
| BWX Technologies Inc 0% 11/1/2030 (f)(g) | 7708000 | 8039444 |
| Intuitive Machines Inc 2.5% 10/1/2030 (f) | 2770000 | 4491832 |
| Spirit AeroSystems Inc 3.25% 11/1/2028  | 1590000 | 2603625 |
| Voyager Technologies Inc 0.75% 11/15/2030 (f) | 1755000 | 1987538 |
|  |  | 24847357 |
| Commercial Services & Supplies - 0.2% |  |  |
| Pitney Bowes Inc 1.5% 8/15/2030 (f) | 1450000 | 1465225 |
| Tetra Tech Inc 2.25% 8/15/2028  | 3215000 | 3658992 |
|  |  | 5124217 |
| Construction & Engineering - 0.9% |  |  |
| Fluor Corp 1.125% 8/15/2029  | 5144000 | 6846664 |
| Granite Construction Inc 3.25% 6/15/2030  | 3830000 | 6961025 |
| Granite Construction Inc 3.75% 5/15/2028  | 2472000 | 7276332 |
|  |  | 21084021 |
| Electrical Equipment - 1.7% |  |  |
| Array Technologies Inc 1% 12/1/2028  | 611000 | 546234 |
| Array Technologies Inc 2.875% 7/1/2031 (f) | 1810000 | 2311370 |
| Bloom Energy Corp 0% 11/15/2030 (f)(g) | 17427000 | 20476725 |
| Enovix Corp 4.75% 9/15/2030 (f) | 2555000 | 2124483 |
| Eos Energy Enterprises Inc 1.75% 12/1/2031 (f) | 3642000 | 2456529 |
| Fluence Energy Inc 2.25% 6/15/2030  | 2564000 | 2767838 |
| Plug Power Inc 6.75% 12/1/2033 (f) | 2192000 | 2217334 |
| Stem Inc 4.25% 4/1/2030 (f) | 498000 | 189240 |
| Sunrun Inc 4% 3/1/2030  | 3008000 | 3525376 |
|  |  | 36615129 |
| Ground Transportation - 1.0% |  |  |
| Hertz Corp/The 5.5% 10/1/2030 (f) | 2759000 | 1903710 |
| Lyft Inc 0% 9/15/2030 (f)(i) | 2150000 | 2074574 |
| Lyft Inc 0.625% 3/1/2029  | 4254000 | 4419407 |
| Uber Technologies Inc 0.875% 12/1/2028  | 10988000 | 13575674 |
|  |  | 21973365 |
| Machinery - 0.2% |  |  |
| Greenbrier Cos Inc/The 2.875% 4/15/2028  | 1349000 | 1615562 |
| JBT Marel Corp 0.375% 9/15/2030 (f) | 3241000 | 3443563 |
|  |  | 5059125 |
| Passenger Airlines - 0.3% |  |  |
| JetBlue Airways Corp 2.5% 9/1/2029  | 3001000 | 3361120 |
| Joby Aviation Inc 0.75% 2/15/2032  | 4610000 | 4481127 |
|  |  | 7842247 |
| Professional Services - 0.9% |  |  |
| BlackSky Technology Inc 8.25% 8/1/2033 (f) | 1227000 | 1337430 |
| CSG Systems International Inc 3.875% 9/15/2028  | 2860000 | 3473470 |
| Parsons Corp 2.625% 3/1/2029  | 7267000 | 7612183 |
| Planet Labs PBC 0.5% 10/15/2030 (f) | 3442000 | 7615425 |
|  |  | 20038508 |
| Trading Companies & Distributors - 0.1% |  |  |
| Xometry Inc 0.75% 6/15/2030 (f) | 1520000 | 1795879 |
| TOTAL INDUSTRIALS |  | 144379848 |
| Information Technology - 31.5% |  |  |
| Communications Equipment - 5.6% |  |  |
| Lumentum Holdings Inc 0.375% 3/15/2032 (f) | 8664000 | 33126804 |
| Lumentum Holdings Inc 0.5% 12/15/2026  | 3022000 | 21312655 |
| Lumentum Holdings Inc 0.5% 6/15/2028  | 5511000 | 29489361 |
| Lumentum Holdings Inc 1.5% 12/15/2029  | 3751000 | 37729434 |
| Viavi Solutions Inc 0.625% 3/1/2031 (f) | 1562000 | 3457877 |
|  |  | 125116131 |
| Electronic Equipment, Instruments & Components - 1.5% |  |  |
| Advanced Energy Industries Inc 2.5% 9/15/2028  | 3880000 | 9624340 |
| Itron Inc 0% 3/15/2032 (f)(i) | 1941000 | 1937118 |
| Itron Inc 1.375% 7/15/2030  | 4560000 | 4748100 |
| Mirion Technologies Inc 0% 10/1/2031 (f)(g) | 2240000 | 2319800 |
| Mirion Technologies Inc 0.25% 6/1/2030 (f) | 1990000 | 2363125 |
| OSI Systems Inc 0.5% 2/1/2031 (f) | 4231000 | 4484437 |
| OSI Systems Inc 2.25% 8/1/2029  | 2477000 | 4009024 |
| Vishay Intertechnology Inc 2.25% 9/15/2030  | 3500000 | 3458000 |
|  |  | 32943944 |
| IT Services - 5.0% |  |  |
| Akamai Technologies Inc 0.25% 5/15/2033 (f) | 12643000 | 15830301 |
| Akamai Technologies Inc 0.375% 9/1/2027  | 7190000 | 7733564 |
| Akamai Technologies Inc 1.125% 2/15/2029  | 7900000 | 8467220 |
| Applied Digital Corp 2.75% 6/1/2030  | 2989000 | 8921880 |
| Cloudflare Inc 0% 6/15/2030 (f)(i) | 13946000 | 14620986 |
| Cloudflare Inc 0% 8/15/2026 (g) | 8500000 | 9191050 |
| CoreWeave Inc 1.75% 12/1/2031 (f) | 15882000 | 16375025 |
| DigitalOcean Holdings Inc 0% 8/15/2030 (f)(g) | 6702000 | 10756710 |
| Fastly Inc 0% 12/15/2030 (f)(i) | 1710000 | 2538666 |
| Snowflake Inc 0% 10/1/2027 (i) | 7359000 | 9279699 |
| Snowflake Inc 0% 10/1/2029 (i) | 7250000 | 9497500 |
|  |  | 113212601 |
| Semiconductors & Semiconductor Equipment - 3.9% |  |  |
| Cohu Inc 1.5% 1/15/2031 (f) | 1698000 | 2271924 |
| Impinj Inc 0% 9/15/2029 (f)(g) | 1085000 | 989519 |
| MACOM Technology Solutions Holdings Inc 0% 12/15/2029 (i) | 4631000 | 7347082 |
| Microchip Technology Inc 0% 2/15/2030 (f)(i) | 5477000 | 5667193 |
| Microchip Technology Inc 0.75% 6/1/2030  | 6171000 | 6289820 |
| MKS Inc 1.25% 6/1/2030  | 13022000 | 22651769 |
| ON Semiconductor Corp 0% 5/1/2027 (g) | 11947000 | 16086636 |
| ON Semiconductor Corp 0.5% 3/1/2029  | 8654000 | 8692943 |
| Penguin Solutions Inc 2% 8/15/2030  | 1767000 | 1916842 |
| Semtech Corp 0% 10/15/2030 (f)(g) | 3189000 | 3837962 |
| Semtech Corp 1.625% 11/1/2027  | 722000 | 1773954 |
| Synaptics Inc 0.75% 12/1/2031  | 2918000 | 3344028 |
| Ultra Clean Holdings Inc 0% 3/15/2031 (f)(i) | 1123000 | 1149671 |
| Veeco Instruments Inc 2.875% 6/1/2029  | 1562000 | 2025133 |
| Wolfspeed Inc 2.5% 6/15/2031 (f) | 2363000 | 3994947 |
|  |  | 88039423 |
| Software - 10.2% |  |  |
| Alkami Technology Inc 1.5% 3/15/2030 (f) | 1712000 | 1590745 |
| Bentley Systems Inc 0.375% 7/1/2027  | 3857000 | 3679578 |
| BILL Holdings Inc 0% 4/1/2030 (g) | 4914000 | 4520880 |
| BlackLine Inc 1% 6/1/2029  | 4295000 | 3994350 |
| Box Inc 1.5% 9/15/2029  | 3177000 | 2962553 |
| Cerence Inc 1.5% 7/1/2028  | 1190000 | 1061479 |
| Cipher Digital Inc 0% 10/1/2031 (f)(g) | 8026000 | 10097711 |
| Cipher Digital Inc 1.75% 5/15/2030  | 1057000 | 3877869 |
| Cleanspark Inc 0% 2/15/2032 (f)(i) | 6860000 | 4946060 |
| Cleanspark Inc 0% 6/15/2030 (g) | 4212000 | 4292028 |
| Core Scientific Inc 0% 6/15/2031 (f)(g) | 4208000 | 4824573 |
| Core Scientific Inc 3% 9/1/2029 (f) | 2937000 | 5167284 |
| CyberArk Software Ltd 0% 6/15/2030 (f)(g) | 7668000 | 7802957 |
| Datadog Inc 0% 12/1/2029 (i) | 8339000 | 8042966 |
| Dropbox Inc 0% 3/1/2028 (i) | 4640000 | 4577360 |
| Five9 Inc 1% 3/15/2029  | 665000 | 585864 |
| Guidewire Software Inc 1.25% 11/1/2029  | 4568000 | 4552012 |
| InterDigital Inc 3.5% 6/1/2027  | 2957000 | 14030965 |
| Life360 Inc 0% 6/1/2030 (f)(g) | 2020000 | 2037170 |
| LivePerson Inc 0% 12/15/2026 (g) | 3583000 | 1361540 |
| MARA Holdings Inc 0% 6/1/2031 (i) | 5914000 | 5151094 |
| MARA Holdings Inc 0% 8/1/2032 (f)(g) | 2990000 | 2078947 |
| MARA Holdings Inc 2.125% 9/1/2031  | 9413000 | 7615117 |
| Nutanix Inc 0.25% 10/1/2027  | 4302000 | 4428909 |
| Nutanix Inc 0.5% 12/15/2029  | 310000 | 285045 |
| Pagaya Technologies Ltd 6.125% 10/1/2029  | 1069000 | 1248057 |
| PagerDuty Inc 1.5% 10/15/2028  | 2335000 | 2123683 |
| PAR Technology Corp 1% 1/15/2030  | 1066000 | 842140 |
| PAR Technology Corp 1.5% 10/15/2027  | 261000 | 245678 |
| Porch Group Inc 6.75% 10/1/2028 (f) | 1971000 | 1973957 |
| Progress Software Corp 3.5% 3/1/2030  | 2736000 | 2746944 |
| Riot Platforms Inc 0.75% 1/15/2030  | 6491000 | 8805042 |
| Rubrik Inc 0% 6/15/2030 (f)(g) | 9673000 | 8608970 |
| Strategy Inc 0% 3/1/2030 (i) | 19710000 | 16924977 |
| Strategy Inc 0.625% 3/15/2030  | 5160000 | 5980440 |
| Strategy Inc 0.625% 9/15/2028  | 11455000 | 12783780 |
| Strategy Inc 0.875% 3/15/2031  | 4207000 | 4053445 |
| Terawulf Inc 0% 5/1/2032 (f)(g) | 6331000 | 6942575 |
| Terawulf Inc 1% 9/1/2031 (f) | 6458000 | 9832305 |
| Terawulf Inc 2.75% 2/1/2030 (f) | 3125000 | 6668125 |
| Uber Technologies Inc 0% 5/15/2028 (f)(g) | 7615000 | 7752070 |
| Unity Software Inc 0% 3/15/2030 (i) | 4276000 | 3982025 |
| Vertex Inc 0.75% 5/1/2029  | 2291000 | 2055027 |
| Workiva Inc 1.25% 8/15/2028  | 2428000 | 2284748 |
| Zscaler Inc 0% 7/15/2028 (f)(g) | 10450000 | 9572200 |
|  |  | 228991244 |
| Technology Hardware, Storage & Peripherals - 5.3% |  |  |
| Seagate HDD Cayman 3.5% 6/1/2028  | 3177000 | 15667375 |
| Super Micro Computer Inc 0% 6/15/2030 (f)(i) | 14097000 | 12661925 |
| Super Micro Computer Inc 2.25% 7/15/2028  | 4097000 | 4033497 |
| Super Micro Computer Inc 3.5% 3/1/2029  | 10767000 | 9996469 |
| Western Digital Corp 3% 11/15/2028  | 10422000 | 77350000 |
|  |  | 119709266 |
| TOTAL INFORMATION TECHNOLOGY |  | 708012609 |
| Materials - 0.7% |  |  |
| Chemicals - 0.0% |  |  |
| PureCycle Technologies Inc 7.25% 8/15/2030  | 926000 | 871828 |
| Metals & Mining - 0.7% |  |  |
| MP Materials Corp 3% 3/1/2030 (f) | 5372000 | 15318258 |
| TOTAL MATERIALS |  | 16190086 |
| Real Estate - 3.7% |  |  |
| Health Care REITs - 2.1% |  |  |
| Ventas Realty LP 3.75% 6/1/2026  | 10013000 | 15744441 |
| Welltower OP LLC 2.75% 5/15/2028 (f) | 14199000 | 31003517 |
|  |  | 46747958 |
| Industrial REITs - 0.4% |  |  |
| Rexford Industrial Realty LP 4.125% 3/15/2029 (f) | 4047000 | 4036883 |
| Rexford Industrial Realty LP 4.375% 3/15/2027 (f) | 4029000 | 4022956 |
|  |  | 8059839 |
| Office REITs - 0.4% |  |  |
| Boston Properties LP 2% 10/1/2030 (f) | 6461000 | 6073340 |
| COPT Defense Properties LP 5.25% 9/15/2028 (f) | 2426000 | 2889035 |
|  |  | 8962375 |
| Real Estate Management & Development - 0.4% |  |  |
| Compass Inc 0.25% 4/15/2031 (f) | 8499000 | 8106692 |
| Retail REITs - 0.1% |  |  |
| Federal Realty OP LP 3.25% 1/15/2029 (f) | 1611000 | 1664163 |
| Tanger Properties LP 2.375% 1/15/2031 (f) | 2470000 | 2587325 |
|  |  | 4251488 |
| Specialized REITs - 0.3% |  |  |
| Digital Realty Trust LP 1.875% 11/15/2029 (f) | 7377000 | 7798227 |
| TOTAL REAL ESTATE |  | 83926579 |
| Utilities - 6.7% |  |  |
| Electric Utilities - 4.4% |  |  |
| Alliant Energy Corp 3.25% 5/30/2028 (f) | 3402000 | 3633918 |
| Duke Energy Corp 4.125% 4/15/2026  | 11022000 | 12179310 |
| Evergy Inc 4.5% 12/15/2027  | 6909000 | 9441149 |
| Exelon Corp 3.25% 3/15/2029 (f) | 6180000 | 6414840 |
| FirstEnergy Corp 3.625% 1/15/2029 (f) | 8249000 | 9453354 |
| FirstEnergy Corp 3.875% 1/15/2031 (f) | 7231000 | 8416884 |
| NextEra Energy Capital Holdings Inc 3% 3/1/2027  | 6018000 | 8464317 |
| PG&E Corp 4.25% 12/1/2027  | 10969000 | 11723667 |
| PPL Capital Funding Inc 2.875% 3/15/2028  | 6401000 | 7569183 |
| PPL Capital Funding Inc 3% 12/1/2030 (f) | 5735000 | 6004545 |
| Southern Co/The 3.25% 6/15/2028 (f) | 8820000 | 9053730 |
| Southern Co/The 4.5% 6/15/2027  | 5189000 | 5811680 |
|  |  | 98166577 |
| Gas Utilities - 0.2% |  |  |
| UGI Corp 5% 6/1/2028  | 3843000 | 5480118 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Ormat Technologies Inc 2.5% 7/15/2027  | 2627000 | 3286640 |
| Sunnova Energy International Inc 0.25% (j)(k) | 9870000 | 17272 |
|  |  | 3303912 |
| Multi-Utilities - 1.8% |  |  |
| CenterPoint Energy Inc 3% 8/1/2028 (f) | 2965000 | 3137563 |
| CenterPoint Energy Inc 4.25% 8/15/2026  | 5085000 | 6102000 |
| CMS Energy Corp 3.125% 5/1/2031 (f) | 5762000 | 5942351 |
| CMS Energy Corp 3.375% 5/1/2028  | 4952000 | 5627948 |
| WEC Energy Group Inc 3.375% 6/1/2028 (f) | 5672000 | 5932911 |
| WEC Energy Group Inc 4.375% 6/1/2027  | 5559000 | 6779201 |
| WEC Energy Group Inc 4.375% 6/1/2029  | 5477000 | 6843512 |
|  |  | 40365486 |
| Water Utilities - 0.2% |  |  |
| American Water Capital Corp 3.625% 6/15/2026  | 4457000 | 4448086 |
| TOTAL UTILITIES |  | 151764179 |
| TOTAL UNITED STATES |  | 1754957054 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,389,455,384) |  | <br> **1760038992** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 13.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 13.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 13.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 13.0%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Household Durables - 0.1% |  |  |
| Whirlpool Corp Series A, 8.5%  | 39300 | 1930022 |
| Financials - 3.9% |  |  |
| Banks - 2.5% |  |  |
| Bank of America Corp Series L, 7.25%  | 19545 | 24294630 |
| Wells Fargo & Co Series L, 7.5%  | 25120 | 30944697 |
|  |  | 55239327 |
| Capital Markets - 0.9% |  |  |
| Ares Management Corp 6.75% Series B  | 192203 | 7269117 |
| KKR & Co Inc Series D 6.25%  | 326942 | 12881515 |
|  |  | 20150632 |
| Financial Services - 0.5% |  |  |
| Apollo Global Management Inc Series A, 6.75%  | 239375 | 13411484 |
| TOTAL FINANCIALS |  | 88801443 |
| Health Care - 0.6% |  |  |
| Health Care Providers & Services - 0.3% |  |  |
| BrightSpring Health Services Inc 6.75%  | 55500 | 7707840 |
| Life Sciences Tools & Services - 0.3% |  |  |
| Bruker Corp 6.375% Series A  | 20000 | 6298600 |
| TOTAL HEALTH CARE |  | 14006440 |
| Industrials - 2.8% |  |  |
| Aerospace & Defense - 2.6% |  |  |
| Boeing Co Series A, 6%  | 755200 | 54857728 |
| VSE Corp 5.75%  | 37200 | 2155740 |
|  |  | 57013468 |
| Trading Companies & Distributors - 0.2% |  |  |
| QXO Inc Series B 5.5%  | 84200 | 5602668 |
| TOTAL INDUSTRIALS |  | 62616136 |
| Information Technology - 2.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Novanta Inc 6.5%  | 77500 | 4569400 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |
| Microchip Technology Inc Series A 7.5%  | 190000 | 12321500 |
| Software - 1.7% |  |  |
| Oracle Corp Series D 6.5%  | 650207 | 29824995 |
| Strategy Inc 8%  | 73200 | 5779872 |
|  |  | 35604867 |
| Technology Hardware, Storage & Peripherals - 0.5% |  |  |
| Hewlett Packard Enterprise Co 7.625%  | 199200 | 11828496 |
| TOTAL INFORMATION TECHNOLOGY |  | 64324263 |
| Materials - 0.9% |  |  |
| Chemicals - 0.9% |  |  |
| Albemarle Corp 7.25%  | 293475 | 20964184 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 1.7% |  |  |
| NextEra Energy Inc 7.234%  | 172800 | 9011520 |
| NextEra Energy Inc 7.299%  | 253000 | 14400760 |
| PG&E Corp Series A, 6%  | 19600 | 899836 |
| Southern Co/The 7.125%  | 251565 | 13395836 |
|  |  | 37707952 |
| Multi-Utilities - 0.1% |  |  |
| CenterPoint Energy Inc 3.369% (e) | 75000 | 2991750 |
| TOTAL UTILITIES |  | 40699702 |
| TOTAL UNITED STATES |  | 293342190 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $253,576,515) |  | <br> **293342190** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Broadline Retail - 0.2% |  |  |
| Match Group Holdings II LLC 3.625% 10/1/2031 (f) | 3910000 | 3547901 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (f)(h) | 893553 | 955029 |
| TOTAL UNITED STATES |  | 4502930 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $4,415,629) |  | <br> **4502930** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Strategy Inc 11.25% (e) | 20500 | 2050000 |
| Strategy Inc Series A, 10%  | 34230 | 3377474 |
| TOTAL UNITED STATES |  | 5427474 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $5,630,308) |  | <br> **5427474** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** | &nbsp;&nbsp;**Money Market Funds - 1.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (l) | 3.70 | 24537806 | 24542713 |
| Fidelity Securities Lending Cash Central Fund (l)(m) | 3.69 | 15442054 | 15443598 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $39,986,311) |  |  | **39986311** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.1%**<br> (Cost $1,819,750,241)<br>| <br>**2277096759** |
| **NET OTHER ASSETS (LIABILITIES) - (1.1)%**  | **(25015896)** |
| **NET ASSETS - 100.0%** | **2252080863** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
|  | Counterparty | Number<br> of Contracts | Notional<br> Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| DHT Holdings Inc | Chicago Board Options Exchange | 1000 | 1949000 | 20.00 | 4/2026 | (125000) |
| Scorpio Tankers Inc | Chicago Board Options Exchange | 100 | 790800 | 85.00 | 4/2026 | (27000) |
|  |  |  |  |  |  | (152000) |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(152000)** |

---

**Legend**

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

(b) Non-income producing.

(c) Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $2,739,800.

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

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

(f) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $731,212,767 or 32.5% of net assets.

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

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

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

(j) Level 3 security.

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

(l) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 51624949 | 143671195 | 170756561 | 169669 | 3130 | - | 24542713 | 24537806 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 9191230 | 41342953 | 35090941 | 23759 | 356 | - | 15443598 | 15442054 | 0.0% |
| Total | 60816179 | 185014148 | 205847502 | 193428 | 3486 | - | 39986311 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Convertible Corporate Bonds and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity 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:** 2026-11-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2269703149.56

**Total Liabilities:** $17286941.32

**Net Assets:** $2252416208.24

**Cash Not Reported:** $1663699.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1218.50994400 | **1-Year:** 24728.67835290 | **5-Year:** 30296.77536420 | **10-Year:** 90.32965520 | **30-Year:** 0.00000000

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

- **3-Month:** 29685.56367266 | **1-Year:** 149685.26003279 | **5-Year:** 340812.50381799 | **10-Year:** 22353.95721300 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019022 | -0.57%               | 5.02%                | 2.27%                |
| Class ID C000074867 | -0.61%               | 5.00%                | 2.24%                |
| Class ID C000074869 | -0.67%               | 4.95%                | 2.15%                |
| Class ID C000074870 | -0.65%               | 4.99%                | 2.23%                |
| Class ID C000074871 | -0.58%               | 5.03%                | 2.25%                |
| Class ID C000205024 | -0.57%               | 5.04%                | 2.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $21608198.07             | $-37003491.52                              |
| Month 2  | $467613.57               | $103436089.15                              |
| Month 3  | $23797779.33             | $21809000.47                               |

### 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        |     14800 | NS      | $4614048.00   | 0.20%             |  |  |  | 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      | $24294630.45  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8400 | NS      | $1911252.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     35100 | NS      | $2697435.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | BUILDERS FIRSTSOURCE                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     22300 | NS      | $2325667.00   | 0.10%             |  |  |  | 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      | $2991750.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                      | CHURCHILL DOWNS INC                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     59100 | NS      | $5433063.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | DICKS SPORTING GOODS INC                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     23000 | NS      | $4683490.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC CL A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6800 | NS      | $4407624.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  24537806 | NS      | $24542713.10  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  15391384 | NS      | $15392922.90  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD               | FIRST QUANTUM MINERALS LTD                                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    144600 | NS      | $4329360.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                         | DHT HOLDINGS INC                                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   2029695 | NS      | $39558755.55  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                      | SCORPIO TANKERS INC                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    125100 | NS      | $9892908.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                  | INSIGHT ENTERPRISES INC                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     39900 | NS      | $3334044.00   | 0.15%             |  |  |  | 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      | $214426.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                           | KENNAMETAL INC                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    176800 | NS      | $7121504.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9300 | NS      | $3652482.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     22800 | NS      | $4039932.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    508700 | NS      | $9665300.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                   | PENN ENTERTAINMENT INC                                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352500 | NS      | $5513100.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                               | SABRE CORP                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    451400 | NS      | $532652.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)              | SCOTTS MIRACLE GRO CO                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     32400 | NS      | $2271888.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                   | BYRNA TECHNOLOGIES INC                                              | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |    308111 | NS      | $3937658.58   | 0.17%             |  |  |  | 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      | $5319036.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9100 | NS      | $3662841.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                            | TOPBUILD CORP                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5125 | NS      | $2297537.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                           | TRANSALTA CORP                                                      | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |    465300 | NS      | $6395934.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                             | VALLOUREC SA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    330974 | NS      | $7727718.62   | 0.34%             |  |  |  | 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      | $30944695.65  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| PARSONS CORP                             | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     38200 | NS      | $2521200.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027                      | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $7733564.00   | 0.34%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                     | PTC THERAPEUTICS INC CONV 1.5% 09/15/2026                           | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $2348597.70   | 0.10%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                 | ETSY INC CONV 0.125% 10/01/2026                                     | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4257000 | PA      | $4228903.80   | 0.19%             | 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      | $21312655.00  | 0.95%             | 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      | $1598251.50   | 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        |   3376000 | PA      | $5533264.00   | 0.25%             | 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        |   1594000 | PA      | $5169342.00   | 0.23%             | 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      | $3393390.00   | 0.15%             |  |  |  | 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      | $6029324.00   | 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      | $4691160.00   | 0.21%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                      | GUARDANT HEALTH INC CONV 0% 11/15/2027                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3255043.75   | 0.14%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                           | LIVEPERSON INC CONV 0% 12/15/2026                                   | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $1361540.00   | 0.06%             | 2026-12-15      | 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      | $5616190.22   | 0.25%             | 2026-12-15      | 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      | $5474202.50   | 0.24%             | 2029-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CONV 0% 03/01/2028                                      | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4577360.00   | 0.20%             | 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      | $1514179.38   | 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      | $1655460.00   | 0.07%             | 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      | $3955074.00   | 0.18%             | 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      | $3790500.00   | 0.17%             | 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      | $1379992.00   | 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      | $13690690.50  | 0.61%             | 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      | $3335469.20   | 0.15%             | 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      | $3861056.00   | 0.17%             | 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      | $1615562.40   | 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      | $295100.00    | 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        |  11947000 | PA      | $16086635.50  | 0.71%             | 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      | $8307104.00   | 0.37%             | 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      | $3679578.00   | 0.16%             | 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      | $3963125.00   | 0.18%             | 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      | $9191050.00   | 0.41%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027                            | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    261000 | PA      | $245679.30    | 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      | $4428909.00   | 0.20%             | 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      | $3547900.37   | 0.16%             | 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      | $2267249.00   | 0.10%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                             | NCL CORP LTD CONV 1.125% 02/15/2027                                 | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1316000 | PA      | $1344952.00   | 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      | $546234.00    | 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      | $2888875.00   | 0.13%             | 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      | $3608058.00   | 0.16%             | 2028-12-01      | Fixed         | 0.02%                 | 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      | $2421305.00   | 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      | $3628307.50   | 0.16%             | 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      | $29489361.00  | 1.31%             | 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      | $2789707.60   | 0.12%             | 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      | $14030965.00  | 0.62%             | 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      | $3286639.70   | 0.15%             | 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        |    957000 | PA      | $1354155.00   | 0.06%             | 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      | $8019007.50   | 0.36%             | 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      | $4356150.00   | 0.19%             | 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      | $4000727.50   | 0.18%             | 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      | $1122582.50   | 0.05%             | 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      | $6571268.29   | 0.29%             | 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        |    850000 | PA      | $769930.00    | 0.03%             | 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      | $1773954.00   | 0.08%             | 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      | $5532992.50   | 0.25%             | 2029-04-15      | Fixed         | 0.04%                 | 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      | $2690565.06   | 0.12%             | 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      | $4416281.50   | 0.20%             | 2027-12-15      | Fixed         | 0.03%                 | 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      | $2442636.50   | 0.11%             | 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      | $1158146.25   | 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        |   7269000 | PA      | $11639849.70  | 0.52%             | 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      | $921590.00    | 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      | $2197721.92   | 0.10%             | 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      | $1469700.00   | 0.07%             | 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      | $7569182.50   | 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      | $6062652.00   | 0.27%             | 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        |   8654000 | PA      | $8692943.00   | 0.39%             | 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      | $2879500.00   | 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      | $5123071.80   | 0.23%             | 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        |  11442000 | PA      | $12455614.74  | 0.55%             | 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        |   6118000 | PA      | $8396202.36   | 0.37%             | 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      | $189240.00    | 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      | $12179310.00  | 0.54%             | 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      | $5866388.10   | 0.26%             | 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      | $1973956.50   | 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      | $5627948.00   | 0.25%             | 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      | $7504174.50   | 0.33%             | 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        |  14199000 | PA      | $31003516.50  | 1.38%             | 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      | $5229175.60   | 0.23%             | 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        |   2472000 | PA      | $7276332.00   | 0.32%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                              | WAYFAIR INC CONV 3.5% 11/15/2028                                    | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    444000 | PA      | $791430.00    | 0.04%             | 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      | $2025133.00   | 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      | $6416000.00   | 0.28%             | 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        |   3751000 | PA      | $37729433.50  | 1.68%             | 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        |  10013000 | PA      | $15744441.20  | 0.70%             | 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      | $2815296.00   | 0.12%             | 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      | $4448086.00   | 0.20%             | 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      | $1061480.00   | 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      | $6102000.00   | 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      | $3425797.50   | 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      | $6846664.00   | 0.30%             | 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        |    239375 | NS      | $13411484.19  | 0.60%             |  |  |  | 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      | $2284748.00   | 0.10%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC CONV 1.125% 02/15/2029                      | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8467220.00   | 0.38%             | 2029-02-15      | 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      | $3658991.50   | 0.16%             | 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      | $871829.00    | 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      | $3473470.00   | 0.15%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY LIVE HOLDINGS INC                | LIBERTY LIVE HOLDINGS INC CONV 2.375% 09/30/2053 144A               | CUSIP: 531229AR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8682000 | PA      | $14004066.00  | 0.62%             | 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      | $3458000.00   | 0.15%             | 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      | $2889035.00   | 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      | $9624340.00   | 0.43%             | 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        |   3177000 | PA      | $15667375.50  | 0.70%             | 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      | $1941495.00   | 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        |   3353000 | PA      | $5245768.50   | 0.23%             | 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      | $10778419.32  | 0.48%             | 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      | $2123682.50   | 0.09%             | 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      | $2811600.00   | 0.12%             | 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        |  10422000 | PA      | $77349999.60  | 3.43%             | 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      | $2603625.00   | 0.12%             | 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      | $13575674.00  | 0.60%             | 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      | $7186611.20   | 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      | $9441148.50   | 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      | $5380688.00   | 0.24%             | 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      | $3644444.50   | 0.16%             | 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      | $1766240.00   | 0.08%             | 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      | $3847763.00   | 0.17%             | 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      | $978595.99    | 0.04%             | 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      | $1664163.00   | 0.07%             | 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      | $7707840.00   | 0.34%             |  |  |  | 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        |    144000 | PA      | $1938060.00   | 0.09%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHARPLINK INC                            | SHARPLINK INC                                                       | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Long             | EC               | CORP              | US        |   1530000 | NS      | $10434600.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBAL PAYMENTS INC                      | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7286000 | PA      | $6626617.00   | 0.29%             | 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        |   4338000 | PA      | $5084136.00   | 0.23%             | 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        |   7267000 | PA      | $7612182.50   | 0.34%             | 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      | $9996468.80   | 0.44%             | 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        |   4254000 | PA      | $4419406.92   | 0.20%             | 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      | $2746944.00   | 0.12%             | 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      | $585865.00    | 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      | $8464317.00   | 0.38%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                     | IRHYTHM HOLDINGS INC CONV 1.5% 09/01/2029                           | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4413000 | PA      | $5169829.50   | 0.23%             | 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        |   5372000 | PA      | $15318258.00  | 0.68%             | 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      | $2436525.00   | 0.11%             | 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      | $5980440.00   | 0.27%             | 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      | $21844611.39  | 0.97%             |  |  |  | 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      | $11334480.00  | 0.50%             | 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      | $3226876.80   | 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      | $15072510.00  | 0.67%             | 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      | $4053444.50   | 0.18%             | 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      | $4022956.50   | 0.18%             | 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      | $4036882.50   | 0.18%             | 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      | $1127189.65   | 0.05%             | 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      | $4999725.00   | 0.22%             | 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      | $2055027.00   | 0.09%             | 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        |   5189000 | PA      | $5811680.00   | 0.26%             | 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      | $3975873.77   | 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      | $4076815.00   | 0.18%             | 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      | $2008448.00   | 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        |  13022000 | PA      | $22651769.00  | 1.01%             | 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      | $3994350.00   | 0.18%             | 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      | $3104448.00   | 0.14%             | 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      | $4229759.10   | 0.19%             | 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      | $6779200.50   | 0.30%             | 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      | $6843511.50   | 0.30%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                | ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031                      | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2348000 | PA      | $3618268.00   | 0.16%             | 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      | $6289819.70   | 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      | $5480118.00   | 0.24%             | 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      | $6961025.00   | 0.31%             | 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      | $4748100.00   | 0.21%             | 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      | $14400760.00  | 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      | $1651941.00   | 0.07%             | 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      | $4009024.50   | 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      | $1916841.60   | 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      | $1787805.00   | 0.08%             | 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      | $7615117.00   | 0.34%             | 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      | $3361120.00   | 0.15%             | 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      | $2399785.50   | 0.11%             | 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      | $5167284.38   | 0.23%             | 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      | $10067560.00  | 0.45%             | 2030-09-15      | Fixed         | 0.03%                 | 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      | $11828496.00  | 0.53%             |  |  |  | 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      | $2771950.20   | 0.12%             | 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      | $12783780.00  | 0.57%             | 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      | $2962552.50   | 0.13%             | 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      | $9279699.00   | 0.41%             | 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      | $9497500.00   | 0.42%             | 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      | $1248057.50   | 0.06%             | 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        |   5177342 | PA      | $18288960.62  | 0.81%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC              | BROOKDALE SENIOR LIVING INC CONV 3.5% 10/15/2029                    | CUSIP: 112463AF1<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $2055280.00   | 0.09%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                     | ARES MANAGEMENT CORP 6.75% SER B PC                                 | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    192203 | NS      | $7269117.46   | 0.32%             |  |  |  | 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      | $4552012.00   | 0.20%             | 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      | $6668125.00   | 0.30%             | 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      | $54857728.00  | 2.44%             |  |  |  | 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      | $9011520.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                     | APPLIED DIGITAL CORP CONV 2.75% 06/01/2030                          | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $8921879.67   | 0.40%             | 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        |   2541000 | PA      | $5906554.50   | 0.26%             | 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      | $7798226.70   | 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        |   3214000 | PA      | $2392823.00   | 0.11%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                            | SYNAPTICS INC CONV 0.75% 12/01/2031                                 | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $3344028.00   | 0.15%             | 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      | $3240486.25   | 0.14%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                             | OMNICELL INC CONV 1% 12/01/2029                                     | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1356222.00   | 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      | $3339875.00   | 0.15%             | 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      | $4824572.57   | 0.21%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 0% 06/01/2031                                | CUSIP: 565788AH9<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $5151094.00   | 0.23%             | 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      | $899836.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                        | BILL HOLDINGS INC CONV 0% 04/01/2030                                | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   4914000 | PA      | $4520880.00   | 0.20%             | 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      | $1463670.00   | 0.06%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030                | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   7623000 | PA      | $8537760.00   | 0.38%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                       | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                            | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   6491000 | PA      | $8805041.50   | 0.39%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                              | DATADOG INC CONV 0% 12/01/2029                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   8339000 | PA      | $8042965.50   | 0.36%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUENCE ENERGY INC                       | FLUENCE ENERGY INC CONV 2.25% 06/15/2030                            | CUSIP: 34379VAB9<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2767838.00   | 0.12%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                              | NUTANIX INC CONV 0.5% 12/15/2029                                    | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $285045.00    | 0.01%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                           | CLEANSPARK INC CONV 0% 06/15/2030                                   | CUSIP: 18452BAC4<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $4292028.00   | 0.19%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029                   | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4631000 | PA      | $7347081.50   | 0.33%             | 2029-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                    | LEMAITRE VASCULAR INC CONV 2.5% 02/01/2030                          | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1209293.08   | 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                           | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6190000 | PA      | $5870596.00   | 0.26%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1% 01/15/2030                              | CUSIP: 698884AH6<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $842140.00    | 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      | $5779872.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| REALREAL (THE)                           | REALREAL (THE) CONV STEP 02/15/2031 144A                            | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1409362.50   | 0.06%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0% 03/01/2030                                     | CUSIP: 594972AU5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  19710000 | PA      | $16924977.00  | 0.75%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 2.25% 07/15/2028                      | CUSIP: 86800UAD6<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4033496.50   | 0.18%             | 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        |   4263000 | PA      | $7287362.71   | 0.32%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                       | UNITY SOFTWARE INC CONV 0% 03/15/2030                               | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   4276000 | PA      | $3982025.00   | 0.18%             | 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      | $6046502.00   | 0.27%             | 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      | $4116890.67   | 0.18%             | 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      | $2791308.30   | 0.12%             | 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        |    326942 | NS      | $12881514.80  | 0.57%             |  |  |  | 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      | $1773944.00   | 0.08%             | 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      | $1590745.31   | 0.07%             | 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      | $7300217.50   | 0.32%             | 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      | $5849280.00   | 0.26%             | 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        |     34230 | NS      | $3377474.10   | 0.15%             |  |  |  | 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      | $12321500.00  | 0.55%             |  |  |  | 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      | $3787522.50   | 0.17%             | 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      | $9728979.00   | 0.43%             | 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      | $2074133.00   | 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        |   5879000 | PA      | $3898511.88   | 0.17%             | 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      | $3633919.27   | 0.16%             | 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      | $7752070.00   | 0.34%             | 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        |  12643000 | PA      | $15830300.30  | 0.70%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                  | MIRION TECHNOLOGIES INC CONV 0.25% 06/01/2030 144A                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2363125.00   | 0.10%             | 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        |   8820000 | PA      | $9053730.00   | 0.40%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                       | CIPHER DIGITAL INC CONV 1.75% 05/15/2030                            | CUSIP: 17253JAA4<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $3877868.75   | 0.17%             | 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      | $5602668.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                          | ROCKET LAB CORP                                                     | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31400 | NS      | $2169740.00   | 0.10%             |  |  |  | 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        |  20782000 | PA      | $20023457.00  | 0.89%             | 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      | $4552537.50   | 0.20%             | 2028-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                              | LIFE360 INC CONV 0% 06/01/2030 144A                                 | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2037170.00   | 0.09%             | 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      | $7802956.80   | 0.35%             | 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      | $5932912.00   | 0.26%             | 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      | $9453354.00   | 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      | $8416884.00   | 0.37%             | 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      | $2549625.00   | 0.11%             | 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        |   1520000 | PA      | $1795880.00   | 0.08%             | 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        |   7286000 | PA      | $5938090.00   | 0.26%             | 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        |   9673000 | PA      | $8608970.00   | 0.38%             | 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      | $4507549.20   | 0.20%             | 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        |  13946000 | PA      | $14620986.40  | 0.65%             | 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        |  28052000 | PA      | $30183952.00  | 1.34%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 0% 06/15/2030 144A                    | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |  14097000 | PA      | $12661925.40  | 0.56%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                   | ARRAY TECHNOLOGIES INC CONV 2.875% 07/01/2031 144A                  | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $2311370.00   | 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      | $9572200.00   | 0.42%             | 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      | $4863672.00   | 0.22%             | 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      | $5608210.00   | 0.25%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALMONTY INDS INC                         | ALMONTY INDUSTRIES INC                                              | CUSIP: 020398707<br>LEI: 54930049R1BTGV5RJ021 | Long             | EC               | CORP              | CA        |    597600 | NS      | $10989864.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                  | BLACKSKY TECHNOLOGY INC CONV 8.25% 08/01/2033 144A                  | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1337430.00   | 0.06%             | 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      | $2050000.00   | 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      | $2078947.00   | 0.09%             | 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        |   2083000 | PA      | $2989105.00   | 0.13%             | 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      | $3137563.00   | 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      | $3152680.20   | 0.14%             | 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      | $7685131.20   | 0.34%             | 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      | $1465225.00   | 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      | $3043247.30   | 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        |   6702000 | PA      | $10756710.00  | 0.48%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                     | UPSTART HOLDINGS INC CONV 0% 02/15/2032 144A                        | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $2785680.00   | 0.12%             | 2032-02-15      | 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      | $1303500.00   | 0.06%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUITIVE MACHINES INC                   | INTUITIVE MACHINES INC CONV 2.5% 10/01/2030 144A                    | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $4491832.00   | 0.20%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                      | CENTRUS ENERGY CORP CONV 0% 08/15/2032 144A                         | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $5889524.00   | 0.26%             | 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      | $2666250.00   | 0.12%             | 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        |   6458000 | PA      | $9832305.00   | 0.44%             | 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      | $3457877.50   | 0.15%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                 | SAREPTA THERAPEUTICS INC CONV 4.875% 09/01/2030 144A                | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $2712150.00   | 0.12%             | 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      | $2074574.00   | 0.09%             | 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      | $6298600.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                               | IMPINJ INC CONV 0% 09/15/2029 144A                                  | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $989520.00    | 0.04%             | 2029-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HLDGS INC CONV 0.375% 03/15/2032 144A                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   8664000 | PA      | $33126804.00  | 1.47%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                           | JBT MAREL CORP CONV 0.375% 09/15/2030 144A                          | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3443562.50   | 0.15%             | 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      | $1829120.20   | 0.08%             | 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        |   3442000 | PA      | $7615425.00   | 0.34%             | 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      | $2124482.50   | 0.09%             | 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      | $2116708.00   | 0.09%             | 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      | $2350800.00   | 0.10%             | 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        |   7329000 | PA      | $9060476.25   | 0.40%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                        | GAMESTOP CORP CL A WT 10/30/26                                      | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     88350 | NS      | $379905.00    | 0.02%             |  |  |  | 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      | $2271924.00   | 0.10%             | 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      | $6073340.00   | 0.27%             | 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      | $1903710.00   | 0.08%             | 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      | $2319800.00   | 0.10%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                       | CIPHER DIGITAL INC CONV 0% 10/01/2031 144A                          | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   8026000 | PA      | $10097711.25  | 0.45%             | 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        |    893553 | PA      | $955029.45    | 0.04%             | 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      | $3994946.88   | 0.18%             | 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      | $4722047.50   | 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        |   3189000 | PA      | $3837961.50   | 0.17%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC CONV 2.875% 10/15/2031 144A           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   8497000 | PA      | $8900607.50   | 0.40%             | 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        |   7104000 | PA      | $7388160.00   | 0.33%             | 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        |   8196000 | PA      | $6081432.00   | 0.27%             | 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        |   6331000 | PA      | $6942574.60   | 0.31%             | 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        |  17427000 | PA      | $20476725.00  | 0.91%             | 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      | $5942350.60   | 0.26%             | 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        |    251565 | NS      | $13395836.25  | 0.59%             |  |  |  | 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      | $3337362.50   | 0.15%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                     | BWX TECHNOLOGIES INC CONV 0% 11/01/2030 144A                        | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   7708000 | PA      | $8039444.00   | 0.36%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER TECHNOLOGIES INC                 | VOYAGER TECHNOLOGIES INC CONV 0.75% 11/15/2030 144A                 | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1987537.50   | 0.09%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                | HALOZYME THERAPEUTICS INC CONV 0% 02/15/2031 144A                   | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   4256000 | PA      | $4324096.00   | 0.19%             | 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        |     77500 | NS      | $4569400.00   | 0.20%             |  |  |  | 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      | $4412435.00   | 0.20%             | 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        |   6860000 | PA      | $4946060.00   | 0.22%             | 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      | $1064078.00   | 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      | $3194301.07   | 0.14%             | 2030-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                          | LUCID GROUP INC CONV 7% 11/01/2031 144A                             | CUSIP: 549498AE3<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2164962.50   | 0.10%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                          | OSI SYSTEMS INC CONV 0.5% 02/01/2031 144A                           | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $4484436.90   | 0.20%             | 2031-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC               | EOS ENERGY ENTERPRISES INC CONV 1.75% 12/01/2031 144A               | CUSIP: 29415CAC5<br>LEI: 529900UCCJMLRGDXVT41 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $2456529.00   | 0.11%             | 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      | $6004545.00   | 0.27%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                           | PLUG POWER INC CONV 6.75% 12/01/2033 144A                           | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2217334.46   | 0.10%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                              | EXELON CORP CONV 3.25% 03/15/2029 144A                              | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6414840.00   | 0.28%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                               | FASTLY INC CONV 0% 12/15/2030 144A                                  | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $2538666.00   | 0.11%             | 2030-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                            | COREWEAVE INC CONV 1.75% 12/01/2031 144A                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  15882000 | PA      | $16375025.24  | 0.73%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC CONV 0.25% 06/15/2029 144A                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  12374000 | PA      | $12961765.00  | 0.58%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                     | TANGER PROPERTIES LP CONV 2.375% 01/15/2031 144A                    | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2587325.00   | 0.11%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC            | ARROWHEAD PHARMACEUTICALS INC CONV 0% 01/15/2032                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4359420.00   | 0.19%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                              | COMPASS INC CONV 0.25% 04/15/2031 144A                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   8499000 | PA      | $8106692.11   | 0.36%             | 2031-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC CONV 0.75% 02/01/2033 144A                     | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3273277.50   | 0.15%             | 2033-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                 | VSE CORP 5.75% PC 02/01/2029                                        | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     37200 | NS      | $2155740.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                       | LIBERTY ENERGY INC CONV 0% 03/01/2031 144A                          | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4787850.00   | 0.21%             | 2031-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY INC CONV 0% 02/15/2030 144A                    | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5667193.75   | 0.25%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | ITRON INC CONV 0% 03/15/2032 144A                                   | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1937118.00   | 0.09%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | DHT HOLDINGS INC CALL 20 04/17/2026                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-125000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                           | WHIRLPOOL CORP SER A PC 2/15/29                                     | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |     39300 | NS      | $1930023.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | SCORPIO TANKERS INC CALL 85 04/17/2026                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -100 | NC      | $-27000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer