# EDGAR Filing Document

**Accession Number:** 0000708191
**File Stem:** 0001752724-25-176665
**Filing Date:** 2025-7
**Character Count:** 126001
**Document Hash:** d720cef422138e6cf2d14a5d9d447a93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176665.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176665

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY 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:** 251146245

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FREEDOM FUND
- **DATE OF NAME CHANGE:** 19870129

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Financial Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Convertible Securities Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1807905213.56

**Total Liabilities:** $13064178.83

**Net Assets:** $1794841034.73

**Cash Not Reported:** $21036417.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1340.69507750 | **1-Year:** 21909.81952950 | **5-Year:** 23988.95658220 | **10-Year:** 506.57007900 | **30-Year:** 0.00000000

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

- **3-Month:** 19585.40498697 | **1-Year:** 127731.69577432 | **5-Year:** 246419.13939116 | **10-Year:** 5794.09378220 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074867 | -3.81%               | 1.65%                | 3.74%                |
| Class ID C000074869 | -3.90%               | 1.62%                | 3.65%                |
| Class ID C000074871 | -3.79%               | 1.69%                | 3.72%                |
| Class ID C000019022 | -3.78%               | 1.68%                | 3.75%                |
| Class ID C000074870 | -3.86%               | 1.64%                | 3.70%                |
| Class ID C000205024 | -3.79%               | 1.72%                | 3.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10740518.40             | $-83680976.36                              |
| Month 2  | $-1248485.24             | $24180586.38                               |
| Month 3  | $15991647.51             | $43357319.05                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CNX RESOURCES CORP                       | CNX RESOURCES CORP CONV 2.25% 05/01/2026                     | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $5971064.50   | 0.33%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 0.625% 03/15/2030                     | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $14386422.39  | 0.80%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC CONV 4.375% 06/01/2029 144A             | CUSIP: 92939UAQ9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $6454644.50   | 0.36%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                           | KKR and CO INC SER D 6.25% PC                                | CUSIP: 48251W500<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |    372400 | NS      | $18649792.00  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                            | CONFLUENT INC CONV 0% 01/15/2027                             | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   5296000 | PA      | $4885560.00   | 0.27%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP                                           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    209200 | NS      | $3656816.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HLDGS INC CONV 0.5% 12/15/2026                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $8141970.00   | 0.45%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                       | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   5886000 | PA      | $5084326.80   | 0.28%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                            | CARNIVAL CORP CONV 5.75% 12/01/2027                          | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7464000 | PA      | $14054712.00  | 0.78%             | 2027-12-01      | Fixed         | 0.06%                 | 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        |   2318000 | PA      | $2297717.50   | 0.13%             | 2030-04-15      | Fixed         | 0.01%                 | 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        |   8109000 | PA      | $8206308.00   | 0.46%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC     | CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026        | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $2937416.41   | 0.16%             | 2026-06-15      | Fixed         | 0.01%                 | 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      | $4440960.00   | 0.25%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | AXON ENTERPRISE INC CONV 0.5% 12/15/2027                     | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $8332027.41   | 0.46%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC PC 7.234% 11/01/29                        | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    172800 | NS      | $7675776.00   | 0.43%             |  |  |  | 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        |   4676000 | PA      | $4325300.00   | 0.24%             | 2027-07-01      | Fixed         | 0.00%                 | 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        |   2672000 | PA      | $14181197.38  | 0.79%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                     | UPSTART HOLDINGS INC CONV 2% 10/01/2029 144A                 | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $3814650.00   | 0.21%             | 2029-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                              | WAYFAIR INC CONV 3.25% 09/15/2027                            | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    845000 | PA      | $882602.50    | 0.05%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                       | UNITY SOFTWARE INC CONV 0% 11/15/2026                        | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   4973000 | PA      | $4617430.50   | 0.26%             | 2026-11-15      | Fixed         | 0.00%                 | 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        |   2989000 | PA      | $2274140.90   | 0.13%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                 | IRHYTHM TECHNOLOGIES INC CONV 1.5% 09/01/2029                | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   4413000 | PA      | $5376135.31   | 0.30%             | 2029-09-01      | Fixed         | 0.01%                 | 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      | $6248371.50   | 0.35%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | WOLFSPEED INC CONV 1.875% 12/01/2029                         | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  25216000 | PA      | $4538880.00   | 0.25%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALREAL (THE)                           | REALREAL (THE) CONV STEP 02/15/2031                          | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    975000 | PA      | $820607.74    | 0.05%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                               | RAPID7 INC CONV 0.25% 03/15/2027                             | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    213000 | PA      | $195693.75    | 0.01%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                       | CAPITAL POWER CORP                                           | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     45100 | NS      | $1808469.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                          | Q2 HLDGS INC CONV 0.75% 06/01/2026                           | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2808685.00   | 0.16%             | 2026-06-01      | Fixed         | 0.01%                 | 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      | $2137260.00   | 0.12%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                             | FRESHPET INC CONV 3% 04/01/2028                              | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $3668976.00   | 0.20%             | 2028-04-01      | Fixed         | 0.03%                 | 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        |   5357000 | PA      | $5449635.98   | 0.30%             | 2027-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                        | MP MATERIALS CORP CONV 3% 03/01/2030 144A                    | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   5801000 | PA      | $7471688.00   | 0.42%             | 2030-03-01      | Fixed         | 0.03%                 | 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        |   2177000 | PA      | $3500762.36   | 0.20%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                    | CINEMARK HOLDINGS INC CONV 4.5% 08/15/2025                   | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |   3084000 | PA      | $7278240.00   | 0.41%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20800 | NS      | $4264208.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                  | INSIGHT ENTERPRISES INC                                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     19400 | NS      | $2529566.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                  | PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029 144A            | CUSIP: 70614WAC4<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $4381984.00   | 0.24%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9300 | NS      | $4281348.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC CONV 1.125% 02/15/2029               | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   8464000 | PA      | $7909608.00   | 0.44%             | 2029-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                       | WELLS FARGO 7.5% PC PERP A/L PAR=1000                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     26120 | NS      | $29677779.94  | 1.65%             |  |  |  | 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        |   5075000 | PA      | $6441914.71   | 0.36%             | 2029-02-01      | Fixed         | 0.03%                 | 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      | $828013.67    | 0.05%             | 2028-07-01      | Fixed         | 0.01%                 | 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        |   3738000 | PA      | $904038.10    | 0.05%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 0% 03/01/2030 144A                    | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   6829000 | PA      | $5821722.50   | 0.32%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                             | PARSONS CORP CONV 2.625% 03/01/2029                          | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   8513000 | PA      | $8730081.50   | 0.49%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLUENCE ENERGY INC                       | FLUENCE ENERGY INC CONV 2.25% 06/15/2030 144A                | CUSIP: 34379VAA1<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $567656.61    | 0.03%             | 2030-06-15      | Fixed         | 0.02%                 | 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        |   4870000 | PA      | $5481185.00   | 0.31%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC 8% PC PERP                                 | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     57100 | NS      | $5875590.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                     | UPSTART HOLDINGS INC CONV 1% 11/15/2030 144A                 | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   3322000 | PA      | $2848615.00   | 0.16%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                      | SHIFT4 PAYMENTS INC CONV 0% 12/15/2025                       | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4537000 | PA      | $5585047.00   | 0.31%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO 6% SER A PC                                        | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    752900 | NS      | $51054149.00  | 2.84%             |  |  |  | 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        |  13920000 | PA      | $13076448.00  | 0.73%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                               | EVERGY INC CONV 4.5% 12/15/2027                              | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   8042000 | PA      | $9210417.44   | 0.51%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                           | TRANSALTA CORP                                               | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |    465100 | NS      | $4544752.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP CONV 4% 05/01/2026                          | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   9642000 | PA      | $9825198.00   | 0.55%             | 2026-05-01      | Fixed         | 0.04%                 | 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      | $4491947.00   | 0.25%             | 2027-12-15      | 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      | $4801936.59   | 0.27%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 0% 03/01/2030 144A                    | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  14877000 | PA      | $16291413.52  | 0.91%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                 | GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028               | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $5247602.50   | 0.29%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                          | OSI SYSTEMS INC CONV 2.25% 08/01/2029 144A                   | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $3306795.00   | 0.18%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                         | CYTOKINETICS INC CONV 3.5% 07/01/2027                        | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   6629000 | PA      | $6939809.28   | 0.39%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC CL A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6900 | NS      | $4467681.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP CONV 3.375% 05/01/2028                       | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   3069000 | PA      | $3293037.00   | 0.18%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                          | VARONIS SYS INC CONV 1.25% 08/15/2025                        | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $2686460.00   | 0.15%             | 2025-08-15      | Fixed         | 0.01%                 | 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        |   7650000 | PA      | $7324875.00   | 0.41%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC                            | PAGERDUTY INC CONV 1.5% 10/15/2028                           | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2569590.00   | 0.14%             | 2028-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC         | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026       | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $296100.00    | 0.02%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027               | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   7639000 | PA      | $7345154.41   | 0.41%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030 144A    | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   9703000 | PA      | $10202704.50  | 0.57%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                              | NUTANIX INC CONV 0.25% 10/01/2027                            | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   4302000 | PA      | $6083556.84   | 0.34%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                               | RAPID7 INC CONV 1.25% 03/15/2029                             | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $1822004.10   | 0.10%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                        | EXPEDIA GROUP INC CONV 0% 02/15/2026                         | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   5860000 | PA      | $5719360.00   | 0.32%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                    | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                 | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1624246.45   | 0.09%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                      | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                  | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $3919350.00   | 0.22%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                   | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   3963000 | PA      | $4826934.00   | 0.27%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC          | PERMIAN RESOURCES OPERATING LLC CONV 3.25% 04/01/2028        | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $2567440.50   | 0.14%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                          | LUCID GROUP INC CONV 5% 04/01/2030 144A                      | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $6886996.50   | 0.38%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN COMPANY CONV 3.25% 06/15/2028 144A                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  10944000 | PA      | $10911168.00  | 0.61%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                    | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030 144A                | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |   1767000 | PA      | $1627407.00   | 0.09%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028                 | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  11640000 | PA      | $15504480.00  | 0.86%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                           | CLEANSPARK INC CONV 0% 06/15/2030 144A                       | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $3609750.42   | 0.20%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                               | IMPINJ INC CONV 1.125% 05/15/2027                            | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2374240.16   | 0.13%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD               | FIRST QUANTUM MINERALS LTD                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    140700 | NS      | $2084330.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                              | ENOVIS CORP CONV 3.875% 10/15/2028                           | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2763320.00   | 0.15%             | 2028-10-15      | Fixed         | 0.04%                 | 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        |   7254000 | PA      | $6746220.00   | 0.38%             | 2031-06-15      | Fixed         | 0.00%                 | 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      | $1147277.50   | 0.06%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CONV 0% 03/01/2028                               | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4728160.00   | 0.26%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                             | DOORDASH INC CONV 0% 05/15/2030 144A                         | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4573000 | PA      | $4577252.89   | 0.26%             | 2030-05-15      | Fixed         | 0.00%                 | 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        |   9927000 | PA      | $10572255.00  | 0.59%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                         | JAZZ INVTS I LTD CONV 2% 06/15/2026                          | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4936000 | PA      | $5019912.00   | 0.28%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                             | OMNICELL INC CONV 1% 12/01/2029 144A                         | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1180269.00   | 0.07%             | 2029-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC CONV 1.75% 03/01/2031 144A              | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3982214.14   | 0.22%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOX INC                                  | BOX INC CONV 1.5% 09/15/2029 144A                            | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   3177000 | PA      | $3391447.50   | 0.19%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                       | TELADOC HEALTH INC CONV 1.25% 06/01/2027                     | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2982556.50   | 0.17%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                       | VERTIV HOLDINGS CO                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     12800 | NS      | $1381504.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                           | LIVEPERSON INC CONV 0% 12/15/2026                            | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   3823000 | PA      | $1471855.00   | 0.08%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                 | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030 144A          | CUSIP: 387328AE7<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $5082410.00   | 0.28%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | DICKS SPORTING GOODS INC                                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     10100 | NS      | $1811334.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAVAX INC                              | NOVAVAX INC CONV 5% 12/15/2027                               | CUSIP: 670002AD6<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1001234.40   | 0.06%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                              | WORKIVA INC CONV 1.25% 08/15/2028                            | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   6176000 | PA      | $5725152.00   | 0.32%             | 2028-08-15      | Fixed         | 0.01%                 | 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      | $11699853.00  | 0.65%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 2.125% 09/01/2031 144A                | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1664980.00   | 0.09%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                       | REDFIN CORP CONV 0.5% 04/01/2027                             | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |  13018000 | PA      | $11570398.40  | 0.64%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                 | TRAVERE THERAPEUTICS INC CONV 2.25% 03/01/2029               | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2082022.80   | 0.12%             | 2029-03-01      | Fixed         | 0.02%                 | 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        |    207300 | NS      | $14495662.91  | 0.81%             |  |  |  | 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      | $1687119.00   | 0.09%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE CORP                               | SABRE CORP                                                   | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    451400 | NS      | $1137528.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED STATES STEEL CORP                 | UNITED STATES STEEL CORP CONV 5% 11/01/2026                  | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $9296000.00   | 0.52%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC NEW                       | TETRA TECH INC NEW CONV 2.25% 08/15/2028                     | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   4964000 | PA      | $5524932.00   | 0.31%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                     | FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A              | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1602139.50   | 0.09%             | 2029-01-15      | Fixed         | 0.03%                 | 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        |   6926000 | PA      | $6687070.25   | 0.37%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026               | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220027.08    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                  | SPHERE ENTERTAINMENT CO CONV 3.5% 12/01/2028                 | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1409922.00   | 0.08%             | 2028-12-01      | 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      | $1861358.29   | 0.10%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENIUS SPORTS LTD                        | GENIUS SPORTS LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    193200 | NS      | $1852788.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC             | NEXTERA ENERGY CAP HLDGS INC CONV 3% 03/01/2027              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6018000 | PA      | $6896628.00   | 0.38%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                              | DATADOG INC CONV 0% 12/01/2029 144A                          | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  13404000 | PA      | $12425508.00  | 0.69%             | 2029-12-01      | Fixed         | 0.00%                 | 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        |   5570000 | PA      | $6452845.00   | 0.36%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP              | VENTAS RLTY LTD PARTNERSHIP CONV 3.75% 06/01/2026            | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   7543000 | PA      | $9164745.00   | 0.51%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                 | HIMS and HERS HEALTH INC CONV 0% 05/15/2030 144A             | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1716786.00   | 0.10%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                      | AST SPACEMOBILE INC CONV 4.25% 03/01/2032 144A               | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $3414341.42   | 0.19%             | 2032-03-01      | Fixed         | 0.04%                 | 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        |   6950000 | PA      | $6963900.00   | 0.39%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                            | REPLIGEN CORP CONV 1% 12/15/2028                             | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $4135702.39   | 0.23%             | 2028-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                         | JAZZ INVTS I LTD CONV 3.125% 09/15/2030 144A                 | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7060000 | PA      | $7529490.00   | 0.42%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                 | SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027               | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   7487000 | PA      | $6686000.68   | 0.37%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1% 01/15/2030 144A                  | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6470485.60   | 0.36%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029 144A       | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2216128.00   | 0.12%             | 2029-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                             | TERAWULF INC CONV 2.75% 02/01/2030 144A                      | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $2429890.29   | 0.14%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD              | ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025               | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    711000 | PA      | $3670182.00   | 0.20%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 3.5% 03/01/2029                | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |  10767000 | PA      | $10815451.50  | 0.60%             | 2029-03-01      | Fixed         | 0.04%                 | 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      | $1766400.00   | 0.10%             | 2028-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                | TESLA INC                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5300 | NS      | $1836238.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                  | ANI PHARMACEUTICALS INC CONV 2.25% 09/01/2029 144A           | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1570820.38   | 0.09%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                            | MIDDLEBY CORP CONV 1% 09/01/2025                             | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   5098000 | PA      | $5856072.60   | 0.33%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                   | PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026                 | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5496000 | PA      | $5495187.42   | 0.31%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                        | BILL HOLDINGS INC CONV 0% 04/01/2030 144A                    | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |  14860000 | PA      | $12356090.00  | 0.69%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MKS INC                                  | MKS INC CONV 1.25% 06/01/2030                                | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |  16418000 | PA      | $15007573.95  | 0.84%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | SNOWFLAKE INC CONV 0% 10/01/2029 144A                        | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7741000 | PA      | $11359917.50  | 0.63%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                     | WESTERN DIGITAL CORP CONV 3% 11/15/2028                      | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  12091000 | PA      | $18281592.00  | 1.02%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                      | CHURCHILL DOWNS INC                                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     38100 | NS      | $3637407.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                               | DEXCOM INC CONV 0.375% 05/15/2028                            | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   8013000 | PA      | $7427369.73   | 0.41%             | 2028-05-15      | Fixed         | 0.00%                 | 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      | $8362396.00   | 0.47%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                 | AMERICAN AIRLS GROUP INC CONV 6.5% 07/01/2025                | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5194940.59   | 0.29%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     16000 | NS      | $928640.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                      | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                    | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7558000 | PA      | $8162640.00   | 0.45%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                         | DHT HOLDINGS INC                                             | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   2029695 | NS      | $23503868.10  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                       | EVOLENT HEALTH INC CONV 3.5% 12/01/2029                      | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   4293000 | PA      | $3370005.00   | 0.19%             | 2029-12-01      | Fixed         | 0.04%                 | 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      | $2607385.20   | 0.15%             | 2029-03-15      | Fixed         | 0.03%                 | 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      | $8179857.00   | 0.46%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | SNAP INC CONV 0% 05/01/2027                                  | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2022747.60   | 0.11%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP CONV 1.625% 11/01/2027                          | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2952200.00   | 0.16%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                          | PPL CAP FDG INC CONV 2.875% 03/15/2028                       | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7381125.00   | 0.41%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028            | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    217500 | NS      | $12038625.00  | 0.67%             |  |  |  | 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        |   3706000 | PA      | $4258033.57   | 0.24%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 0% 12/01/2029 144A                    | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  19814000 | PA      | $17795773.90  | 0.99%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | ITRON INC CONV 1.375% 07/15/2030 144A                        | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2817290.68   | 0.16%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                      | SHIFT4 PAYMENTS INC CONV 0.5% 08/01/2027                     | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5013000 | PA      | $5321299.50   | 0.30%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                     | CHART INDUSTRIES INC                                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     21900 | NS      | $3435234.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC CONV 4.375% 06/01/2027 144A             | CUSIP: 92939UAN6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5559000 | PA      | $6420645.00   | 0.36%             | 2027-06-01      | Fixed         | 0.04%                 | 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        |   3649000 | PA      | $4166156.68   | 0.23%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                         | BOYD GAMING CORP                                             | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     38000 | NS      | $2848860.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO            | HEWLETT PACKARD ENTERPRISE CO PC 09/01/2027                  | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    199200 | NS      | $10193064.00  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| VERADIGM INC                             | VERADIGM INC CONV 0.875% 01/01/2027                          | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |    161000 | PA      | $174185.90    | 0.01%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC 6.926% PC 09/01/2025                      | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    274300 | NS      | $11002173.00  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BOX INC                                  | BOX INC CONV 0% 01/15/2026                                   | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1454788.00   | 0.08%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | SNAP INC CONV 0.5% 05/01/2030                                | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  10042000 | PA      | $8370007.00   | 0.47%             | 2030-05-01      | Fixed         | 0.01%                 | 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        |  12150000 | PA      | $19901700.00  | 1.11%             | 2028-05-15      | Fixed         | 0.03%                 | 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      | $3951895.50   | 0.22%             | 2029-03-15      | Fixed         | 0.04%                 | 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      | $2705825.54   | 0.15%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC              | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8840000 | PA      | $7731395.93   | 0.43%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC CONV 0% 04/01/2026                 | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4240425.00   | 0.24%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                          | VARONIS SYS INC CONV 1% 09/15/2029 144A                      | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7205550.00   | 0.40%             | 2029-09-15      | 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        |  12799000 | PA      | $11935067.50  | 0.66%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                        | GAMESTOP CORP NEW CONV 0% 04/01/2030 144A                    | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   9947000 | PA      | $12582955.00  | 0.70%             | 2030-04-01      | Fixed         | 0.00%                 | 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        |  14984000 | PA      | $15545900.00  | 0.87%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                              | WAYFAIR INC CONV 3.5% 11/15/2028                             | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $95400.00     | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | 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      | $2577087.35   | 0.14%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                      | BENTLEY SYS INC CONV 0.125% 01/15/2026                       | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   4297000 | PA      | $4228248.00   | 0.24%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                          | EMCOR GROUP INC                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2700 | NS      | $1274022.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HLDGS INC CONV 1.5% 12/15/2029                      | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3951000 | PA      | $5057280.00   | 0.28%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                            | SYNAPTICS INC CONV 0.75% 12/01/2031 144A                     | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   5054000 | PA      | $4591559.00   | 0.26%             | 2031-12-01      | Fixed         | 0.01%                 | 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      | $2149929.60   | 0.12%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                   | PROGRESS SOFTWARE CORP CONV 1% 04/15/2026                    | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $3046404.38   | 0.17%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCI GROUP INC                            | HCI GROUP INC CONV 4.75% 06/01/2042                          | CUSIP: 40416EAF0<br>LEI: 549300CZF7EZJH0MPH74 | Long             | DBT              | CORP              | US        |    764000 | PA      | $1634901.14   | 0.09%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP             | TOPGOLF CALLAWAY BRANDS CORP CONV 2.75% 05/01/2026           | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1771786.50   | 0.10%             | 2026-05-01      | Fixed         | 0.03%                 | 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      | $3025750.00   | 0.17%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                 | ETSY INC CONV 0.25% 06/15/2028                               | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $3976125.00   | 0.22%             | 2028-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                      | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |  11401000 | PA      | $17257855.25  | 0.96%             | 2028-06-01      | 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        |   6279000 | PA      | $5440753.50   | 0.30%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                       | LIBERTY MEDIA CORP CONV 2.375% 09/30/2053 144A               | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   9117000 | PA      | $13019076.00  | 0.73%             | 2053-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                     | ARES MANAGEMENT CORP 6.75% SER B PC                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    230000 | NS      | $12056600.00  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN COMPANY CONV 4.5% 06/15/2027                        | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8548000 | PA      | $9316046.78   | 0.52%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 2.25% 07/15/2028 144A          | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   4909000 | PA      | $5363189.91   | 0.30%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                  | DIGITAL REALTY TRUST LP CONV 1.875% 11/15/2029 144A          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $9599772.50   | 0.53%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                      | GUARDANT HEALTH INC CONV 0% 11/15/2027                       | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $2856480.00   | 0.16%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                | HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028                 | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $6091969.42   | 0.34%             | 2028-08-15      | Fixed         | 0.01%                 | 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        |   9550000 | PA      | $9530377.52   | 0.53%             | 2053-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | ECHOSTAR CORP CPIK 3.875% 11/30/2030                         | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  12516531 | PA      | $12013027.13  | 0.67%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 2.25% 06/15/2032 144A                 | CUSIP: 594972AM3<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4993000 | PA      | $9877576.56   | 0.55%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                            | BLACKLINE INC CONV 1% 06/01/2029 144A                        | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   7198000 | PA      | $7589571.20   | 0.42%             | 2029-06-01      | 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        |   9299000 | PA      | $10335838.50  | 0.58%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD          | TAIWAN SEMIC MFG CO LTD SP ADR                               | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     14200 | NS      | $2745144.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                 | ALIGNMENT HEALTHCARE INC CONV 4.25% 11/15/2029 144A          | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2860319.90   | 0.16%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP             | REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   4029000 | PA      | $3982666.50   | 0.22%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                            | CABLE ONE INC CONV 1.125% 03/15/2028                         | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $1687918.64   | 0.09%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                             | INSULET CORP CONV 0.375% 09/01/2026                          | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $3985358.10   | 0.22%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                       | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                   | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |  10412000 | PA      | $10823274.00  | 0.60%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL ENVIRONMENTAL INC                                        | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |     41500 | NS      | $2097453.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COMPANIES INC                 | GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028              | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1420227.20   | 0.08%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CONV 0% 03/01/2026                               | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2472821.50   | 0.14%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 0% 06/01/2031 144A                    | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   6819000 | PA      | $5571123.00   | 0.31%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                          | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                   | CUSIP: 549498AA1<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   8063000 | PA      | $7014810.00   | 0.39%             | 2026-12-15      | Fixed         | 0.01%                 | 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      | $4532621.87   | 0.25%             | 2029-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                 | WINNEBAGO INDUSTRIES INC CONV 3.25% 01/15/2030               | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3019599.50   | 0.17%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                 | ETSY INC CONV 0.125% 10/01/2026                              | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $4820224.00   | 0.27%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CORP                           | SOUTH BOW CORP                                               | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    152900 | NS      | $3963021.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI CORP                                 | UGI CORP CONV 5% 06/01/2028 144A                             | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $5228401.50   | 0.29%             | 2028-06-01      | Fixed         | 0.05%                 | 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      | $5278028.00   | 0.29%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON SEMICONDUCTOR CORP CONV 0.5% 03/01/2029                   | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  12858000 | PA      | $11173602.00  | 0.62%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                             | NCL CORP LTD CONV 2.5% 02/15/2027                            | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3188000 | PA      | $3125834.00   | 0.17%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                      | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030 144A               | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $6446482.50   | 0.36%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                   | ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027                  | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1779900.00   | 0.10%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                        | BLOOM ENERGY CORP CONV 3% 06/01/2029 144A                    | CUSIP: 093712AL1<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $7914825.00   | 0.44%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                     | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7286000 | PA      | $6378893.00   | 0.36%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OPKO HEALTH INC                          | OPKO HEALTH INC CONV 3.75% 01/15/2029                        | CUSIP: 68375NAG8<br>LEI: 529900A4S2D4OGOJLL02 | Long             | DBT              | CORP              | US        |    789000 | PA      | $1079943.75   | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     25400 | NS      | $5265928.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                     | CSG SYSTEMS INTL INC CONV 3.875% 09/15/2028                  | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $3257415.59   | 0.18%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                   | XPLR Infrastructure LP CONV 0% 11/15/2025 144A               | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   4069000 | PA      | $3921702.20   | 0.22%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 0.625% 09/15/2028 144A                | CUSIP: 594972AP6<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $14489144.01  | 0.81%             | 2028-09-15      | 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        |   3330000 | PA      | $3271725.00   | 0.18%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC         | BRIGHTSPRING HEALTH SERVICES INC 6.75% PC                    | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     55500 | NS      | $4606899.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC                               | AIRBNB INC CONV 0% 03/15/2026                                | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   6928000 | PA      | $6643889.65   | 0.37%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                  | PAGAYA TECHNOLOGIES LTD CONV 6.125% 10/01/2029 144A          | CUSIP: 69549FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   1069000 | PA      | $1564802.20   | 0.09%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC              | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027               | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   9360000 | PA      | $11574021.89  | 0.64%             | 2027-09-15      | Fixed         | 0.01%                 | 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      | $2966742.00   | 0.17%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | SNAP INC CONV 0.75% 08/01/2026                               | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1631580.00   | 0.09%             | 2026-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | WOLFSPEED INC CONV 1.75% 05/01/2026                          | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $374040.00    | 0.02%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                        | HERC HOLDINGS INC                                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      9524 | NS      | $1180976.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC | HAT HOLDINGS I LLC / II LLC CONV 3.75% 08/15/2028 144A       | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2707512.50   | 0.15%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION              | BANK AMER PC 7.25% PERP PAR=1000                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     21245 | NS      | $24671818.50  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                              | CONMED CORP CONV 2.25% 06/15/2027                            | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2601356.00   | 0.14%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                           | CARDLYTICS INC CONV 4.25% 04/01/2029                         | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $510317.55    | 0.03%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                   | GUIDEWIRE SOFTWARE INC CONV 1.25% 11/01/2029 144A            | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $5139000.00   | 0.29%             | 2029-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                  | INDIE SEMICONDUCTOR INC CONV 3.5% 12/15/2029 144A            | CUSIP: 45569UAC5<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   2508000 | PA      | $1869463.20   | 0.10%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                    | LEMAITRE VASCULAR INC CONV 2.5% 02/01/2030 144A              | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1068384.00   | 0.06%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                   | BYRNA TECHNOLOGIES INC                                       | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307511 | NS      | $8198243.26   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFI TECHNOLOGIES INC                    | SOFI TECHNOLOGIES INC CONV 1.25% 03/15/2029 144A             | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $8991229.89   | 0.50%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                             | NCL CORP LTD CONV 1.125% 02/15/2027                          | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  11401000 | PA      | $10962061.50  | 0.61%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                            | HERBALIFE LTD CONV 4.25% 06/15/2028                          | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |   1763000 | PA      | $1533810.00   | 0.09%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                               | SUNRUN INC CONV 4% 03/01/2030                                | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2748000 | PA      | $1902990.00   | 0.11%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027                     | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    261000 | PA      | $291204.45    | 0.02%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                               | VERTEX INC CONV 0.75% 05/01/2029                             | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2954934.05   | 0.16%             | 2029-05-01      | Fixed         | 0.01%                 | 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        |   5547000 | PA      | $5653859.57   | 0.32%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                    | BURLINGTON STORES INC CONV 1.25% 12/15/2027                  | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1828746.00   | 0.10%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund                | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  12071652 | NS      | $12072859.20  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                   | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028                 | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $2677648.50   | 0.15%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN GALACTIC HLDGS INC                | VIRGIN GALACTIC HLDGS INC CONV 2.5% 02/01/2027 144A          | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $546207.37    | 0.03%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                      | PEABODY ENERGY CORP CONV 3.25% 03/01/2028                    | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2093057.50   | 0.12%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CENTERPOINT ENERGY INC PC STEP 09/15/2029                    | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |     75000 | NS      | $3508681.13   | 0.20%             |  |  |  | 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      | $1411263.00   | 0.08%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     34600 | NS      | $4675498.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                      | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                     | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   9327000 | PA      | $9616137.00   | 0.54%             | 2026-06-01      | Fixed         | 0.01%                 | 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        |   2720000 | PA      | $2643568.00   | 0.15%             | 2029-06-01      | Fixed         | 0.03%                 | 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        |   4096000 | PA      | $4206592.00   | 0.23%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC CONV 3.125% 01/15/2029         | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   6774000 | PA      | $9717303.00   | 0.54%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A          | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8064000 | PA      | $7693056.00   | 0.43%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                              | ZSCALER INC CONV 0.125% 07/01/2025                           | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    507000 | PA      | $923500.50    | 0.05%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                      | SCORPIO TANKERS INC                                          | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    131800 | NS      | $5237732.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                      | ALLIANT ENERGY CORP CONV 3.875% 03/15/2026                   | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2714965.14   | 0.15%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                        | MICROSTRATEGY INC CONV 0.875% 03/15/2031                     | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $7329261.90   | 0.41%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | WOLFSPEED INC STEP 06/23/2030 144A                           | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   3173927 | PA      | $3054904.63   | 0.17%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| BLOOM ENERGY CORP                        | BLOOM ENERGY CORP CONV 3% 06/01/2028                         | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    497000 | PA      | $628953.50    | 0.04%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN COMPANY CONV 3.875% 12/15/2025                      | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   6222000 | PA      | $6773891.40   | 0.38%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                     | APPLIED DIGITAL CORP CONV 2.75% 06/01/2030 144A              | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $2657599.05   | 0.15%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CENTERPOINT ENERGY INC CONV 4.25% 08/15/2026                 | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5585872.50   | 0.31%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                             | VALLOUREC SA                                                 | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    234600 | NS      | $3973006.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                          | PORCH GROUP INC CONV 6.75% 10/01/2028 144A                   | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1877063.99   | 0.10%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG ENERGY INC CONV 2.75% 06/01/2048                         | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $6000108.80   | 0.33%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC PC 7.299% 06/01/2027                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    283700 | NS      | $13441706.00  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | SNOWFLAKE INC CONV 0% 10/01/2027 144A                        | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7738000 | PA      | $11042126.00  | 0.62%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | SNAP INC CONV 0.125% 03/01/2028                              | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $3792600.00   | 0.21%             | 2028-03-01      | Fixed         | 0.00%                 | 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        |   2625000 | PA      | $2943675.00   | 0.16%             | 2028-09-15      | Fixed         | 0.03%                 | 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      | $2090147.49   | 0.12%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                    | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A              | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1950824.00   | 0.11%             | 2030-03-15      | Fixed         | 0.01%                 | 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      | $4010000.00   | 0.22%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC CONV 0% 12/15/2025                     | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7369000 | PA      | $8315916.50   | 0.46%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                      | EXACT SCIENCES CORP CONV 0.375% 03/15/2027                   | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1418917.50   | 0.08%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                           | TRANSOCEAN INC CONV 4.625% 09/30/2029                        | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1370000 | PA      | $1398770.00   | 0.08%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC                  | IMMUNOCORE HOLDINGS PLC CONV 2.5% 02/01/2030                 | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |   2208000 | PA      | $1934870.40   | 0.11%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QXO INC                                  | QXO INC 5.5% SER B PC                                        | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     55400 | NS      | $2855870.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                   | SPIRIT AEROSYSTEMS INC CONV 3.25% 11/01/2028                 | CUSIP: 85205TAQ3<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $2286618.75   | 0.13%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                 | LYFT INC CONV 0.625% 03/01/2029                              | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   5079000 | PA      | $5368503.00   | 0.30%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  10046000 | PA      | $10837624.80  | 0.60%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZYNGA INC                                | ZYNGA INC CONV 0% 12/15/2026                                 | CUSIP: 98986TAD0<br>LEI: 549300XNQ0U2EL088Z74 | Long             | DBT              | CORP              | US        |   5479000 | PA      | $5556089.53   | 0.31%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                              | WAYFAIR INC CONV 0.625% 10/01/2025                           | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   6218000 | PA      | $6068768.00   | 0.34%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PURECYCLE TECHNOLOGIES INC               | PURECYCLE TECHNOLOGIES INC CONV 7.25% 08/15/2030             | CUSIP: 74623VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $925035.40    | 0.05%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                              | VISTRA CORP                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     18600 | NS      | $2986602.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP SER A PC 6% 12/01/2027                         | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    332100 | NS      | $14343399.00  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                      | AFFIRM HOLDINGS INC CONV 0.75% 12/15/2029 144A               | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6190000 | PA      | $5788055.45   | 0.32%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                            | ALBEMARLE CORP 7.25% PC PERP                                 | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    305800 | NS      | $8755054.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                     | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029 144A               | CUSIP: 477143AQ4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   3652000 | PA      | $3788305.02   | 0.21%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC CL A                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10400 | NS      | $1786096.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                              | MAGNITE INC CONV 0.25% 03/15/2026                            | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1334400.00   | 0.07%             | 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        |  15724000 | PA      | $15448830.00  | 0.86%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                          | SHAKE SHACK INC CONV 0% 03/01/2028                           | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2071195.00   | 0.12%             | 2028-03-01      | 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        |   6255000 | PA      | $5529420.00   | 0.31%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS CORP                      | REPAY HOLDINGS CORP CONV 2.875% 07/15/2029 144A              | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1652944.00   | 0.09%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INSMED INC                               | INSMED INC CONV 0.75% 06/01/2028                             | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   3923000 | PA      | $8551699.80   | 0.48%             | 2028-06-01      | Fixed         | 0.01%                 | 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        |   6926000 | PA      | $8782168.00   | 0.49%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer