# EDGAR Filing Document

**Accession Number:** 0000708191
**File Stem:** 0000035402-25-001337
**Filing Date:** 2025-10
**Character Count:** 170335
**Document Hash:** f10a81921c7b57563079edd1c1569ebd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001337.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001337

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424360

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Convertible Securities Fund**

**August 31, 2025**

CVS-NPRT3-1025

1.805819.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 7.9%** | &nbsp;&nbsp;**Common Stocks - 7.9%** | &nbsp;&nbsp;**Common Stocks - 7.9%** |
|  | Shares | Value ($)<br>|
| CANADA - 0.5%  |  |  |
| Utilities - 0.5% |  |  |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Capital Power Corp  | 106200 | 4428641 |
| TransAlta Corp  | 447800 | 5500700 |
| TOTAL CANADA |  | 9929341 |
| FRANCE - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Vallourec SACA  | 234600 | 4207449 |
| TAIWAN - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 14200 | 3278354 |
| UNITED KINGDOM - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Genius Sports Ltd Class A (b)(c) | 330300 | 4224537 |
| UNITED STATES - 6.7%  |  |  |
| Communication Services - 1.0% |  |  |
| Entertainment - 0.1% |  |  |
| Netflix Inc (b) | 3300 | 3987225 |
| Interactive Media & Services - 0.6% |  |  |
| Alphabet Inc Class A  | 29800 | 6344718 |
| Meta Platforms Inc Class A  | 6900 | 5097030 |
|  |  | 11441748 |
| Media - 0.3% |  |  |
| Charter Communications Inc Class A (b) | 14900 | 3957142 |
| Gray Media Inc  | 199700 | 1224161 |
|  |  | 5181303 |
| TOTAL COMMUNICATION SERVICES |  | 20610276 |
| Consumer Discretionary - 1.2% |  |  |
| Automobiles - 0.1% |  |  |
| Tesla Inc (b) | 5300 | 1769511 |
| Broadline Retail - 0.3% |  |  |
| Amazon.com Inc (b) | 25300 | 5793700 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Boyd Gaming Corp  | 47400 | 4069764 |
| Churchill Downs Inc  | 38100 | 3952113 |
| Sabre Corp (b) | 451400 | 808006 |
|  |  | 8829883 |
| Household Durables - 0.2% |  |  |
| TopBuild Corp (b) | 9300 | 3913068 |
| Specialty Retail - 0.2% |  |  |
| Dick's Sporting Goods Inc  | 17400 | 3702720 |
| TOTAL CONSUMER DISCRETIONARY |  | 24008882 |
| Energy - 1.4% |  |  |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| DHT Holdings Inc  | 2029695 | 23788025 |
| Energy Transfer LP  | 209800 | 3717656 |
|  |  | 27505681 |
| Financials - 0.6% |  |  |
| Banks - 0.2% |  |  |
| JPMorgan Chase & Co  | 13300 | 4008886 |
| Financial Services - 0.4% |  |  |
| Mastercard Inc Class A  | 6600 | 3928914 |
| Visa Inc Class A  | 11400 | 4010292 |
|  |  | 7939206 |
| TOTAL FINANCIALS |  | 11948092 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Boston Scientific Corp (b) | 37300 | 3935150 |
| Industrials - 1.3% |  |  |
| Aerospace & Defense - 0.8% |  |  |
| Boeing Co (b) | 21900 | 5139492 |
| Byrna Technologies Inc (b)(c) | 308811 | 6299745 |
| TransDigm Group Inc  | 2900 | 4056752 |
|  |  | 15495989 |
| Building Products - 0.2% |  |  |
| Builders FirstSource Inc (b) | 22300 | 3092564 |
| Commercial Services & Supplies - 0.2% |  |  |
| GFL Environmental Inc Subordinate Voting Shares  | 60900 | 3046441 |
| Construction & Engineering - 0.1% |  |  |
| EMCOR Group Inc  | 2700 | 1674000 |
| Electrical Equipment - 0.0% |  |  |
| Vertiv Holdings Co Class A  | 12800 | 1632640 |
| TOTAL INDUSTRIALS |  | 24941634 |
| Information Technology - 0.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| PAR Technology Corp (b) | 59800 | 3060564 |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |
| NVIDIA Corp  | 34600 | 6026628 |
| Software - 0.5% |  |  |
| BitMine Immersion Technologies Inc (b) | 114100 | 4977042 |
| Microsoft Corp  | 9300 | 4712217 |
|  |  | 9689259 |
| TOTAL INFORMATION TECHNOLOGY |  | 18776451 |
| Materials - 0.0% |  |  |
| Construction Materials - 0.0% |  |  |
| James Hardie Industries PLC (b) | 8806 | 177265 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Vistra Corp  | 10100 | 1910011 |
| TOTAL UNITED STATES |  | 133813442 |
| ZAMBIA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| First Quantum Minerals Ltd (b) | 144600 | 2534330 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $126,451,010) |  | <br> **157987453** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 78.3%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 78.3%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 78.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CAMEROON - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Golar LNG Ltd 2.75% 12/15/2030 (d) | 2050000 | 2154550 |
| CHINA - 0.1%  |  |  |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| indie Semiconductor Inc 3.5% 12/15/2029 (d) | 1390000 | 1528305 |
| INDIA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| MakeMyTrip Ltd 0% 7/1/2030 (d)(e) | 1837000 | 1945860 |
| UNITED STATES - 78.0%  |  |  |
| Communication Services - 4.9% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| AST SpaceMobile Inc 2.375% 10/15/2032 (d) | 3433000 | 3541424 |
| AST SpaceMobile Inc 4.25% 3/1/2032 (d) | 598000 | 1250325 |
|  |  | 4791749 |
| Entertainment - 2.7% |  |  |
| Liberty Media Corp 2.375% 9/30/2053 (d) | 9117000 | 15114149 |
| Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027  | 6641000 | 8467360 |
| Live Nation Entertainment Inc 2.875% 1/15/2030 (d) | 9703000 | 10863154 |
| Live Nation Entertainment Inc 3.125% 1/15/2029  | 6774000 | 11141650 |
| Sphere Entertainment Co 3.5% 12/1/2028  | 1073000 | 1588973 |
| Zynga Inc 0% 12/15/2026 (e) | 5479000 | 5657556 |
|  |  | 52832842 |
| Interactive Media & Services - 0.6% |  |  |
| Snap Inc 0.125% 3/1/2028  | 2650000 | 2335117 |
| Snap Inc 0.5% 5/1/2030  | 5030000 | 4180648 |
| Trump Media & Technology Group Corp 0% 5/29/2028 (d)(f) | 4935000 | 4628058 |
|  |  | 11143823 |
| Media - 1.4% |  |  |
| Cable One Inc 1.125% 3/15/2028  | 2164000 | 1724708 |
| Cardlytics Inc 4.25% 4/1/2029  | 1158000 | 429428 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 8951342 | 18217771 |
| Liberty Broadband Corp 3.125% 3/31/2053 (d) | 6512000 | 6398040 |
| Magnite Inc 0.25% 3/15/2026  | 1390000 | 1351010 |
|  |  | 28120957 |
| TOTAL COMMUNICATION SERVICES |  | 96889371 |
| Consumer Discretionary - 9.3% |  |  |
| Automobile Components - 0.5% |  |  |
| LCI Industries 3% 3/1/2030 (d) | 5755000 | 6275315 |
| Patrick Industries Inc 1.75% 12/1/2028  | 1893000 | 3279970 |
|  |  | 9555285 |
| Automobiles - 2.1% |  |  |
| Ford Motor Co 0% 3/15/2026 (f) | 12813000 | 12925729 |
| Lucid Group Inc 5% 4/1/2030 (d) | 7235000 | 6348713 |
| Rivian Automotive Inc 3.625% 10/15/2030  | 12799000 | 11232925 |
| Rivian Automotive Inc 4.625% 3/15/2029  | 9537000 | 9477034 |
| Winnebago Industries Inc 3.25% 1/15/2030  | 2192000 | 1955264 |
|  |  | 41939665 |
| Broadline Retail - 0.4% |  |  |
| Etsy Inc 0.125% 10/1/2026  | 4257000 | 4156109 |
| Etsy Inc 1% 6/15/2030 (d) | 4444000 | 4368452 |
|  |  | 8524561 |
| Diversified Consumer Services - 0.4% |  |  |
| Stride Inc 1.125% 9/1/2027  | 2826000 | 8780099 |
| Hotels, Restaurants & Leisure - 3.8% |  |  |
| Carnival Corp 5.75% 12/1/2027  | 7139000 | 17512628 |
| Cheesecake Factory Inc/The 2% 3/15/2030 (d) | 3713000 | 4001254 |
| Cracker Barrel Old Country Store Inc 1.75% 9/15/2030 (d) | 1650000 | 1763849 |
| DoorDash Inc 0% 5/15/2030 (d)(e) | 19076000 | 20563928 |
| DraftKings Holdings Inc 0% 3/15/2028 (e) | 6255000 | 5741265 |
| Expedia Group Inc 0% 2/15/2026 (e) | 3950000 | 3969694 |
| NCL Corp Ltd 0.875% 4/15/2030 (d) | 2318000 | 2757368 |
| NCL Corp Ltd 1.125% 2/15/2027  | 7612000 | 7897628 |
| NCL Corp Ltd 2.5% 2/15/2027  | 3188000 | 3343810 |
| Penn Entertainment Inc 2.75% 5/15/2026  | 4251000 | 4566970 |
| Shake Shack Inc 0% 3/1/2028 (e) | 2006000 | 1940171 |
|  |  | 74058565 |
| Household Durables - 0.4% |  |  |
| Meritage Homes Corp 1.75% 5/15/2028  | 6926000 | 7210435 |
| Leisure Products - 0.2% |  |  |
| Peloton Interactive Inc 5.5% 12/1/2029  | 2368000 | 4641280 |
| Specialty Retail - 1.5% |  |  |
| Burlington Stores Inc 1.25% 12/15/2027  | 1436000 | 2169365 |
| GameStop Corp 0% 4/1/2030 (d)(e) | 9947000 | 10153042 |
| GameStop Corp 0% 6/15/2032 (d)(f) | 15911000 | 16006466 |
| RealReal Inc/The 4% 2/15/2031 (g) | 975000 | 993037 |
| Wayfair Inc 3.25% 9/15/2027  | 845000 | 1158664 |
| Wayfair Inc 3.5% 11/15/2028  | 210000 | 375257 |
|  |  | 30855831 |
| TOTAL CONSUMER DISCRETIONARY |  | 185565721 |
| Consumer Staples - 0.7% |  |  |
| Food Products - 0.4% |  |  |
| Freshpet Inc 3% 4/1/2028  | 2682000 | 3027103 |
| Post Holdings Inc 2.5% 8/15/2027  | 3855000 | 4487220 |
|  |  | 7514323 |
| Personal Care Products - 0.3% |  |  |
| Herbalife Ltd 4.25% 6/15/2028  | 1763000 | 1703939 |
| Oddity Finance LLC 0% 6/15/2030 (d)(f) | 3900000 | 3864484 |
|  |  | 5568423 |
| TOTAL CONSUMER STAPLES |  | 13082746 |
| Energy - 1.7% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Nabors Industries Inc 1.75% 6/15/2029  | 1633000 | 1179843 |
| Transocean Inc 4.625% 9/30/2029  | 1370000 | 1579610 |
|  |  | 2759453 |
| Oil, Gas & Consumable Fuels - 1.6% |  |  |
| Centrus Energy Corp 0% 8/15/2032 (d)(e) | 4394000 | 4894771 |
| Centrus Energy Corp 2.25% 11/1/2030 (d) | 2964000 | 6647659 |
| CNX Resources Corp 2.25% 5/1/2026  | 2369000 | 5391844 |
| Northern Oil & Gas Inc 3.625% 4/15/2029  | 5257000 | 5285914 |
| Peabody Energy Corp 3.25% 3/1/2028  | 2047000 | 2402358 |
| Permian Resources Operating LLC 3.25% 4/1/2028  | 1149000 | 2961349 |
| World Kinect Corp 3.25% 7/1/2028  | 2580000 | 2883150 |
|  |  | 30467045 |
| TOTAL ENERGY |  | 33226498 |
| Financials - 5.6% |  |  |
| Capital Markets - 2.4% |  |  |
| Coinbase Global Inc 0% 10/1/2029 (d)(e) | 8752000 | 8942444 |
| Coinbase Global Inc 0% 10/1/2032 (d)(e) | 8586000 | 8883781 |
| Coinbase Global Inc 0.25% 4/1/2030  | 7558000 | 8931462 |
| Coinbase Global Inc 0.5% 6/1/2026  | 8408000 | 9016861 |
| Galaxy Digital Holdings LP 2.5% 12/1/2029 (d) | 2750000 | 3503980 |
| Galaxy Digital Holdings LP 3% 12/15/2026 (d) | 2750000 | 3081244 |
| Hercules Capital Inc 4.75% 9/1/2028 (d) | 1840000 | 1836872 |
| WisdomTree Inc 3.25% 8/15/2029  | 1569000 | 1997337 |
| WisdomTree Inc 4.625% 8/15/2030 (d) | 1100000 | 1146750 |
|  |  | 47340731 |
| Consumer Finance - 1.6% |  |  |
| SoFi Technologies Inc 0% 10/15/2026 (d)(e) | 2146000 | 2741422 |
| SoFi Technologies Inc 1.25% 3/15/2029 (d) | 5690000 | 15678795 |
| Upstart Holdings Inc 0% 2/15/2032 (d)(e) | 4109000 | 4523888 |
| Upstart Holdings Inc 1% 11/15/2030 (d) | 3322000 | 3670810 |
| Upstart Holdings Inc 2% 10/1/2029 (d) | 2940000 | 5325845 |
|  |  | 31940760 |
| Financial Services - 1.6% |  |  |
| Affirm Holdings Inc 0.75% 12/15/2029 (d) | 6190000 | 7423724 |
| Euronet Worldwide Inc 0.625% 10/1/2030 (d) | 3000000 | 2962200 |
| Global Payments Inc 1.5% 3/1/2031  | 7286000 | 6772337 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.75% 8/15/2028 (d) | 2425000 | 2888175 |
| Repay Holdings Corp 2.875% 7/15/2029 (d) | 2006000 | 1793604 |
| Shift4 Payments Inc 0% 12/15/2025 (f) | 4537000 | 5188060 |
| Shift4 Payments Inc 0.5% 8/1/2027  | 4250000 | 4362625 |
|  |  | 31390725 |
| TOTAL FINANCIALS |  | 110672216 |
| Health Care - 9.5% |  |  |
| Biotechnology - 4.4% |  |  |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027  | 8783000 | 14259201 |
| Bridgebio Pharma Inc 1.75% 3/1/2031 (d) | 3871000 | 5075642 |
| Bridgebio Pharma Inc 2.25% 2/1/2029  | 5057000 | 4953959 |
| Bridgebio Pharma Inc 2.5% 3/15/2027  | 3649000 | 5077351 |
| Celcuity Inc 2.75% 8/1/2031  | 410000 | 542994 |
| Cytokinetics Inc 3.5% 7/1/2027  | 6629000 | 7180533 |
| Dynavax Technologies Corp 2.5% 5/15/2026  | 200000 | 220583 |
| Exact Sciences Corp 0.375% 3/1/2028  | 1539000 | 1392060 |
| Exact Sciences Corp 1.75% 4/15/2031 (d) | 4050000 | 3558553 |
| Exact Sciences Corp 2% 3/1/2030 (d) | 3663000 | 3554861 |
| Halozyme Therapeutics Inc 0.25% 3/1/2027  | 5357000 | 6017645 |
| Halozyme Therapeutics Inc 1% 8/15/2028  | 4636000 | 6503750 |
| Ionis Pharmaceuticals Inc 0% 4/1/2026 (e) | 4305000 | 4447318 |
| Ionis Pharmaceuticals Inc 1.75% 6/15/2028  | 4010000 | 4387454 |
| Mirum Pharmaceuticals Inc 4% 5/1/2029  | 1969000 | 4743321 |
| Novavax Inc 5% 12/15/2027  | 982000 | 1056356 |
| Sarepta Therapeutics Inc 1.25% 9/15/2027  | 7165000 | 6260061 |
| Sarepta Therapeutics Inc 4.875% 9/1/2030  | 5246000 | 4032699 |
| Travere Therapeutics Inc 2.25% 3/1/2029  | 2206000 | 2216270 |
|  |  | 85480611 |
| Health Care Equipment & Supplies - 2.6% |  |  |
| Alphatec Holdings Inc 0.75% 3/15/2030 (d) | 2409000 | 3014141 |
| CONMED Corp 2.25% 6/15/2027  | 2740000 | 2614782 |
| Dexcom Inc 0.375% 5/15/2028  | 8013000 | 7379973 |
| Enovis Corp 3.875% 10/15/2028  | 2840000 | 2780360 |
| Haemonetics Corp 2.5% 6/1/2029  | 2720000 | 2541296 |
| Integer Holdings Corp 1.875% 3/15/2030 (d) | 6093000 | 5978700 |
| Integer Holdings Corp 2.125% 2/15/2028  | 785000 | 1057787 |
| iRhythm Technologies Inc 1.5% 9/1/2029  | 4413000 | 5972996 |
| Lantheus Holdings Inc 2.625% 12/15/2027  | 3691000 | 3921381 |
| LeMaitre Vascular Inc 2.5% 2/1/2030 (d) | 1077000 | 1133417 |
| LivaNova PLC 2.5% 3/15/2029  | 2604000 | 2880024 |
| Merit Medical Systems Inc 3% 2/1/2029 (d) | 4768000 | 5822079 |
| Omnicell Inc 1% 12/1/2029 (d) | 1318000 | 1224422 |
| Tandem Diabetes Care Inc 1.5% 3/15/2029  | 2184000 | 1883563 |
| TransMedics Group Inc 1.5% 6/1/2028  | 3103000 | 4469138 |
|  |  | 52674059 |
| Health Care Providers & Services - 0.8% |  |  |
| Alignment Healthcare Inc 4.25% 11/15/2029 (d) | 2173000 | 2930829 |
| Guardant Health Inc 1.25% 2/15/2031  | 4600000 | 6223800 |
| Hims & Hers Health Inc 0% 5/15/2030 (d)(f) | 6632000 | 6449620 |
| OPKO Health Inc 3.75% 1/15/2029  | 789000 | 1091307 |
|  |  | 16695556 |
| Health Care Technology - 0.1% |  |  |
| Evolent Health Inc 3.5% 12/1/2029  | 3154000 | 2598895 |
| Life Sciences Tools & Services - 0.5% |  |  |
| Repligen Corp 1% 12/15/2028  | 3842000 | 3771329 |
| Tempus AI Inc 0.75% 7/15/2030 (d) | 4752000 | 5669520 |
|  |  | 9440849 |
| Pharmaceuticals - 1.1% |  |  |
| Amphastar Pharmaceuticals Inc 2% 3/15/2029  | 2130000 | 1966839 |
| ANI Pharmaceuticals Inc 2.25% 9/1/2029 (d) | 1476000 | 2099315 |
| Jazz Investments I Ltd 2% 6/15/2026  | 4936000 | 5175793 |
| Jazz Investments I Ltd 3.125% 9/15/2030 (d) | 7060000 | 8183540 |
| Ligand Pharmaceuticals Inc 0.75% 10/1/2030 (d) | 2507000 | 2676074 |
| Pacira BioSciences Inc 2.125% 5/15/2029  | 2080000 | 2128672 |
|  |  | 22230233 |
| TOTAL HEALTH CARE |  | 189120203 |
| Industrials - 7.3% |  |  |
| Aerospace & Defense - 1.9% |  |  |
| AeroVironment Inc 0% 7/15/2030 (f) | 4289000 | 4567785 |
| Axon Enterprise Inc 0.5% 12/15/2027  | 2364000 | 7717278 |
| Rocket Lab USA Inc 4.25% 2/1/2029 (d) | 2433000 | 23114345 |
| Spirit AeroSystems Inc 3.25% 11/1/2028  | 1590000 | 2469241 |
| Virgin Galactic Holdings Inc 2.5% 2/1/2027 (d) | 1428000 | 571200 |
|  |  | 38439849 |
| Commercial Services & Supplies - 0.4% |  |  |
| Pitney Bowes Inc 1.5% 8/15/2030 (d) | 1450000 | 1542075 |
| Tetra Tech Inc 2.25% 8/15/2028  | 4964000 | 5568910 |
|  |  | 7110985 |
| Construction & Engineering - 0.9% |  |  |
| Fluor Corp 1.125% 8/15/2029  | 5144000 | 5943892 |
| Granite Construction Inc 3.25% 6/15/2030  | 3830000 | 5810110 |
| Granite Construction Inc 3.75% 5/15/2028  | 2635000 | 6239680 |
|  |  | 17993682 |
| Electrical Equipment - 1.5% |  |  |
| Array Technologies Inc 1% 12/1/2028  | 611000 | 524055 |
| Array Technologies Inc 2.875% 7/1/2031 (d) | 1810000 | 2448025 |
| Bloom Energy Corp 3% 6/1/2028  | 988000 | 2842977 |
| Bloom Energy Corp 3% 6/1/2029  | 6525000 | 17387045 |
| Eos Energy Enterprises Inc 6.75% 6/15/2030 (d) | 1327000 | 1992959 |
| Fluence Energy Inc 2.25% 6/15/2030 (d) | 1052000 | 717254 |
| Stem Inc 4.25% 4/1/2030 (d) | 498000 | 129479 |
| Sunrun Inc 4% 3/1/2030  | 2748000 | 3418787 |
|  |  | 29460581 |
| Ground Transportation - 1.5% |  |  |
| Lyft Inc 0.625% 3/1/2029  | 5079000 | 5534296 |
| Uber Technologies Inc 0% 12/15/2025 (f) | 7369000 | 8665944 |
| Uber Technologies Inc 0.875% 12/1/2028  | 10988000 | 15630430 |
|  |  | 29830670 |
| Machinery - 0.0% |  |  |
| Greenbrier Cos Inc/The 2.875% 4/15/2028  | 1349000 | 1444779 |
| Passenger Airlines - 0.2% |  |  |
| JetBlue Airways Corp 2.5% 9/1/2029  | 3652000 | 3935030 |
| Professional Services - 0.8% |  |  |
| CSG Systems International Inc 3.875% 9/15/2028  | 2860000 | 3174600 |
| Parsons Corp 2.625% 3/1/2029  | 11123000 | 12385461 |
|  |  | 15560061 |
| Trading Companies & Distributors - 0.1% |  |  |
| Xometry Inc 0.75% 6/15/2030 (d) | 1370000 | 1789353 |
| TOTAL INDUSTRIALS |  | 145564990 |
| Information Technology - 28.1% |  |  |
| Communications Equipment - 1.2% |  |  |
| Lumentum Holdings Inc 0.5% 12/15/2026  | 6634000 | 9521117 |
| Lumentum Holdings Inc 0.5% 6/15/2028  | 5848000 | 7058695 |
| Lumentum Holdings Inc 1.5% 12/15/2029  | 3951000 | 7931633 |
|  |  | 24511445 |
| Electronic Equipment, Instruments & Components - 0.8% |  |  |
| Advanced Energy Industries Inc 2.5% 9/15/2028  | 2625000 | 3343431 |
| Itron Inc 1.375% 7/15/2030  | 2568000 | 2933078 |
| Mirion Technologies Inc 0.25% 6/1/2030 (d) | 1990000 | 2215865 |
| OSI Systems Inc 2.25% 8/1/2029  | 2477000 | 3397206 |
| PAR Technology Corp 1% 1/15/2030 (d) | 1066000 | 957801 |
| PAR Technology Corp 1.5% 10/15/2027  | 261000 | 262042 |
| Vishay Intertechnology Inc 2.25% 9/15/2030  | 3500000 | 3151269 |
|  |  | 16260692 |
| IT Services - 4.5% |  |  |
| Akamai Technologies Inc 0.25% 5/15/2033 (d) | 9640000 | 9900185 |
| Akamai Technologies Inc 0.375% 9/1/2027  | 5575000 | 5365937 |
| Akamai Technologies Inc 1.125% 2/15/2029  | 8464000 | 8023872 |
| Applied Digital Corp 2.75% 6/1/2030 (d) | 2989000 | 5445667 |
| Cloudflare Inc 0% 6/15/2030 (d)(f) | 16071000 | 17975414 |
| Cloudflare Inc 0% 8/15/2026 (e) | 8500000 | 10374735 |
| DigitalOcean Holdings Inc 0% 8/15/2030 (d)(e) | 7742000 | 8375296 |
| Snowflake Inc 0% 10/1/2027 (d)(f) | 7359000 | 11704490 |
| Snowflake Inc 0% 10/1/2029 (d)(f) | 7250000 | 11871875 |
|  |  | 89037471 |
| Semiconductors & Semiconductor Equipment - 3.7% |  |  |
| Impinj Inc 1.125% 5/15/2027  | 1880000 | 3292133 |
| MACOM Technology Solutions Holdings Inc 0% 12/15/2029 (d)(f) | 2234000 | 2305667 |
| MACOM Technology Solutions Holdings Inc 0.25% 3/15/2026  | 1127000 | 1759637 |
| Microchip Technology Inc 0.75% 6/1/2030  | 6171000 | 6001743 |
| MKS Inc 1.25% 6/1/2030  | 16418000 | 16450836 |
| ON Semiconductor Corp 0% 5/1/2027 (e) | 12079000 | 13800258 |
| ON Semiconductor Corp 0.5% 3/1/2029  | 8758000 | 8079255 |
| Penguin Solutions Inc 2% 8/15/2030  | 1767000 | 1963483 |
| Semtech Corp 1.625% 11/1/2027  | 2320000 | 3851029 |
| Synaptics Inc 0.75% 12/1/2031 (d) | 5054000 | 4991546 |
| Veeco Instruments Inc 2.875% 6/1/2029  | 1562000 | 1794932 |
| Wolfspeed Inc 1.75% 5/1/2026 (h) | 2078000 | 737690 |
| Wolfspeed Inc 1.875% (h) | 25216000 | 9014720 |
|  |  | 74042929 |
| Software - 13.6% |  |  |
| Alkami Technology Inc 1.5% 3/15/2030 (d) | 1712000 | 1852904 |
| Bentley Systems Inc 0.375% 7/1/2027  | 3857000 | 3658365 |
| BILL Holdings Inc 0% 4/1/2030 (d)(e) | 7225000 | 6199050 |
| BlackLine Inc 1% 6/1/2029  | 6229000 | 6485012 |
| Box Inc 0% 1/15/2026 (e) | 991000 | 1253119 |
| Box Inc 1.5% 9/15/2029 (d) | 3177000 | 3229074 |
| Cerence Inc 1.5% 7/1/2028  | 1190000 | 939266 |
| Cipher Mining Inc 1.75% 5/15/2030  | 1217000 | 2267535 |
| Cleanspark Inc 0% 6/15/2030 (d)(e) | 4212000 | 3845308 |
| Core Scientific Inc 0% 6/15/2031 (d)(e) | 7254000 | 7429583 |
| Core Scientific Inc 3% 9/1/2029 (d) | 2937000 | 4457774 |
| CyberArk Software Ltd 0% 6/15/2030 (d)(e) | 7668000 | 8257740 |
| Datadog Inc 0% 12/1/2029 (d)(f) | 8339000 | 8055286 |
| Dropbox Inc 0% 3/1/2028 (f) | 4640000 | 4688415 |
| Five9 Inc 1% 3/15/2029  | 2908000 | 2577683 |
| Guidewire Software Inc 1.25% 11/1/2029 (d) | 4568000 | 5143568 |
| InterDigital Inc 3.5% 6/1/2027  | 2957000 | 10401038 |
| Life360 Inc 0% 6/1/2030 (d)(e) | 2465000 | 3190584 |
| LivePerson Inc 0% 12/15/2026 (e) | 3583000 | 1379455 |
| MARA Holdings Inc 0% 3/1/2030 (d)(f) | 6268000 | 5733371 |
| MARA Holdings Inc 0% 6/1/2031 (d)(f) | 5914000 | 5225912 |
| MARA Holdings Inc 0% 8/1/2032 (d)(e) | 6422000 | 6024765 |
| MARA Holdings Inc 2.125% 9/1/2031  | 2003000 | 2117514 |
| Nutanix Inc 0.25% 10/1/2027  | 4302000 | 5513013 |
| Nutanix Inc 0.5% 12/15/2029 (d) | 30000 | 32013 |
| Pagaya Technologies Ltd 6.125% 10/1/2029 (d) | 1069000 | 3059147 |
| PagerDuty Inc 1.5% 10/15/2028  | 2763000 | 2698221 |
| Porch Group Inc 6.75% 10/1/2028 (d) | 1971000 | 2021261 |
| Progress Software Corp 3.5% 3/1/2030  | 2736000 | 2794824 |
| Q2 Holdings Inc 0.75% 6/1/2026  | 2453000 | 2624374 |
| Rapid7 Inc 0.25% 3/15/2027  | 213000 | 198069 |
| Rapid7 Inc 1.25% 3/15/2029  | 2111000 | 1876241 |
| Riot Platforms Inc 0.75% 1/15/2030 (d) | 7706000 | 9239494 |
| Rubrik Inc 0% 6/15/2030 (d)(e) | 6701000 | 7024975 |
| Strategy Inc 0% 12/1/2029 (d)(e) | 19814000 | 17767054 |
| Strategy Inc 0% 3/1/2030 (d)(f) | 12750000 | 13452525 |
| Strategy Inc 0.625% 3/15/2030  | 5606000 | 12986299 |
| Strategy Inc 0.625% 9/15/2028 (d) | 6698000 | 13148174 |
| Strategy Inc 0.875% 3/15/2031  | 4207000 | 6792201 |
| Strategy Inc 2.25% 6/15/2032  | 4993000 | 9132197 |
| Terawulf Inc 1% 9/1/2031 (d) | 5854000 | 6047182 |
| Terawulf Inc 2.75% 2/1/2030 (d) | 3365000 | 4697540 |
| Tyler Technologies Inc 0.25% 3/15/2026  | 3963000 | 4606988 |
| Uber Technologies Inc 0% 5/15/2028 (d)(e) | 7615000 | 8464558 |
| Unity Software Inc 0% 3/15/2030 (d)(f) | 6626000 | 8957440 |
| Varonis Systems Inc 1% 9/15/2029 (d) | 6687000 | 7264333 |
| Vertex Inc 0.75% 5/1/2029  | 2291000 | 2343597 |
| Workiva Inc 1.25% 8/15/2028  | 4526000 | 4381168 |
| Zscaler Inc 0% 7/15/2028 (d)(e) | 10450000 | 10163768 |
|  |  | 271698977 |
| Technology Hardware, Storage & Peripherals - 4.3% |  |  |
| Seagate HDD Cayman 3.5% 6/1/2028  | 12080000 | 24835214 |
| Super Micro Computer Inc 0% 6/15/2030 (d)(f) | 14532000 | 14730434 |
| Super Micro Computer Inc 2.25% 7/15/2028 (d) | 4909000 | 5221734 |
| Super Micro Computer Inc 3.5% 3/1/2029  | 10767000 | 10600952 |
| Western Digital Corp 3% 11/15/2028  | 13298000 | 29621295 |
|  |  | 85009629 |
| TOTAL INFORMATION TECHNOLOGY |  | 560561143 |
| Materials - 1.0% |  |  |
| Chemicals - 0.0% |  |  |
| PureCycle Technologies Inc 7.25% 8/15/2030  | 926000 | 1157772 |
| Metals & Mining - 1.0% |  |  |
| MP Materials Corp 3% 3/1/2030 (d) | 5801000 | 19468156 |
| TOTAL MATERIALS |  | 20625928 |
| Real Estate - 2.9% |  |  |
| Health Care REITs - 1.6% |  |  |
| Ventas Realty LP 3.75% 6/1/2026  | 7543000 | 9462403 |
| Welltower OP LLC 2.75% 5/15/2028 (d) | 12150000 | 21529800 |
|  |  | 30992203 |
| Industrial REITs - 0.4% |  |  |
| Rexford Industrial Realty LP 4.125% 3/15/2029 (d) | 4047000 | 4048110 |
| Rexford Industrial Realty LP 4.375% 3/15/2027 (d) | 4029000 | 4010870 |
|  |  | 8058980 |
| Office REITs - 0.1% |  |  |
| COPT Defense Properties LP 5.25% 9/15/2028 (d) | 2426000 | 2749824 |
| Real Estate Management & Development - 0.3% |  |  |
| Opendoor Technologies Inc 7% 5/15/2030 (d) | 2055000 | 6243447 |
| Retail REITs - 0.1% |  |  |
| Federal Realty OP LP 3.25% 1/15/2029 (d) | 1611000 | 1619860 |
| Specialized REITs - 0.4% |  |  |
| Digital Realty Trust LP 1.875% 11/15/2029 (d) | 7377000 | 7652982 |
| TOTAL REAL ESTATE |  | 57317296 |
| Utilities - 7.0% |  |  |
| Electric Utilities - 4.8% |  |  |
| Alliant Energy Corp 3.25% 5/30/2028 (d) | 3402000 | 3464937 |
| Alliant Energy Corp 3.875% 3/15/2026  | 2600000 | 2752100 |
| Duke Energy Corp 4.125% 4/15/2026  | 11022000 | 11804562 |
| Evergy Inc 4.5% 12/15/2027  | 7242000 | 8683158 |
| FirstEnergy Corp 3.625% 1/15/2029 (d) | 8249000 | 8616416 |
| FirstEnergy Corp 3.875% 1/15/2031 (d) | 7231000 | 7650398 |
| NextEra Energy Capital Holdings Inc 3% 3/1/2027  | 6018000 | 6929727 |
| PG&E Corp 4.25% 12/1/2027  | 13665000 | 13879977 |
| PPL Capital Funding Inc 2.875% 3/15/2028  | 6401000 | 7213927 |
| Southern Co/The 3.25% 6/15/2028 (d) | 10380000 | 10447471 |
| Southern Co/The 3.875% 12/15/2025  | 6222000 | 6862866 |
| Southern Co/The 4.5% 6/15/2027  | 7368000 | 8101116 |
|  |  | 96406655 |
| Gas Utilities - 0.3% |  |  |
| UGI Corp 5% 6/1/2028  | 3843000 | 5078140 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Ormat Technologies Inc 2.5% 7/15/2027  | 1700000 | 1969450 |
| Sunnova Energy International Inc 0.25% (h) | 9870000 | 9869 |
|  |  | 1979319 |
| Multi-Utilities - 1.5% |  |  |
| CenterPoint Energy Inc 3% 8/1/2028 (d) | 2965000 | 2980265 |
| CenterPoint Energy Inc 4.25% 8/15/2026  | 5085000 | 5557905 |
| CMS Energy Corp 3.375% 5/1/2028  | 3069000 | 3322193 |
| WEC Energy Group Inc 3.375% 6/1/2028 (d) | 5672000 | 5740063 |
| WEC Energy Group Inc 4.375% 6/1/2027  | 5559000 | 6334481 |
| WEC Energy Group Inc 4.375% 6/1/2029  | 5477000 | 6421783 |
|  |  | 30356690 |
| Water Utilities - 0.3% |  |  |
| American Water Capital Corp 3.625% 6/15/2026  | 6552000 | 6591679 |
| TOTAL UTILITIES |  | 140412483 |
| TOTAL UNITED STATES |  | 1553038595 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,321,040,715) |  | <br> **1558667310** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 12.7%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 12.7%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 12.7%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 12.7%  |  |  |
| Financials - 5.5% |  |  |
| Banks - 2.8% |  |  |
| Bank of America Corp Series L, 7.25%  | 19545 | 24432227 |
| Wells Fargo & Co Series L, 7.5%  | 25120 | 30525910 |
|  |  | 54958137 |
| Capital Markets - 1.7% |  |  |
| Ares Management Corp 6.75% Series B  | 230000 | 12687964 |
| KKR & Co Inc Series D 6.25%  | 372400 | 20395289 |
|  |  | 33083253 |
| Financial Services - 1.0% |  |  |
| Apollo Global Management Inc Series A, 6.75%  | 207300 | 14877350 |
| Shift4 Payments Inc Series A 6%  | 60300 | 6421347 |
|  |  | 21298697 |
| TOTAL FINANCIALS |  | 109340087 |
| Health Care - 0.2% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| BrightSpring Health Services Inc 6.75%  | 55500 | 4558009 |
| Industrials - 3.0% |  |  |
| Aerospace & Defense - 2.8% |  |  |
| Boeing Co Series A, 6%  | 755200 | 56383232 |
| Trading Companies & Distributors - 0.2% |  |  |
| QXO Inc Series B 5.5%  | 56300 | 3244569 |
| TOTAL INDUSTRIALS |  | 59627801 |
| Information Technology - 1.6% |  |  |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Microchip Technology Inc Series A 7.5%  | 217500 | 12993450 |
| Software - 0.3% |  |  |
| Strategy Inc 8%  | 73200 | 6921060 |
| Technology Hardware, Storage & Peripherals - 0.6% |  |  |
| Hewlett Packard Enterprise Co 7.625%  | 199200 | 12582741 |
| TOTAL INFORMATION TECHNOLOGY |  | 32497251 |
| Materials - 0.6% |  |  |
| Chemicals - 0.6% |  |  |
| Albemarle Corp 7.25%  | 305800 | 12085216 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 1.7% |  |  |
| NextEra Energy Inc 7.234%  | 172800 | 7838715 |
| NextEra Energy Inc 7.299%  | 253000 | 12422702 |
| PG&E Corp Series A, 6%  | 303100 | 12052303 |
|  |  | 32313720 |
| Multi-Utilities - 0.1% |  |  |
| CenterPoint Energy Inc 0% (g) | 75000 | 2979000 |
| TOTAL UTILITIES |  | 35292720 |
| TOTAL UNITED STATES |  | 253401084 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $220,528,812) |  | <br> **253401084** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Broadline Retail - 0.2% |  |  |
| Match Group Holdings II LLC 3.625% 10/1/2031 (d) | 3910000 | 3529184 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Wolfspeed Inc 7.9583% 6/23/2030 (d)(g)(h)(i) | 1069363 | 1066689 |
| TOTAL UNITED STATES |  | 4595873 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $4,476,850) |  | <br> **4595873** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.2%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Strategy Inc 9%  | 20500 | 2003875 |
| Strategy Inc Series A, 10%  | 16000 | 1772800 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $3,808,129) |  | <br> **3776675** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 4.36 | 38309280 | 38316942 |
| Fidelity Securities Lending Cash Central Fund (j)(k) | 4.36 | 8146860 | 8147675 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $46,464,617) |  |  | **46464617** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.6%**<br> (Cost $1,722,770,133)<br>| <br>**2024893012** |
| **NET OTHER ASSETS (LIABILITIES) - (1.6)%**  | **(32113143)** |
| **NET ASSETS - 100.0%** | **1992779869** |

---

**Legend**

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

(b) Non-income producing.

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

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $685,646,932 or 34.4% of net assets.

(e) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

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

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

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

(i) Level 3 security

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 5907987 | 608145030 | 575736075 | 1061004 | - | - | 38316942 | 38309280 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 16938025 | 132130237 | 140920587 | 32898 | - | - | 8147675 | 8146860 | 0.0% |
| Total | 22846012 | 740275267 | 716656662 | 1093902 | - | - | 46464617 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2002667108.45

**Total Liabilities:** $9458703.99

**Net Assets:** $1993208404.46

**Cash Not Reported:** $9078872.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1978.27841800 | **1-Year:** 23201.59530820 | **5-Year:** 28132.48074350 | **10-Year:** 618.49094860 | **30-Year:** 0.00000000

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

- **3-Month:** 26547.69404791 | **1-Year:** 137802.33798811 | **5-Year:** 289983.97754219 | **10-Year:** 4003.42244897 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074867 | 4.68%                | 2.67%                | 1.96%                |
| Class ID C000074869 | 4.63%                | 2.61%                | 1.89%                |
| Class ID C000074871 | 4.69%                | 2.71%                | 1.98%                |
| Class ID C000019022 | 4.71%                | 2.72%                | 1.97%                |
| Class ID C000074870 | 4.67%                | 2.67%                | 1.93%                |
| Class ID C000205024 | 4.72%                | 2.69%                | 2.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2766444.83              | $79442938.40                               |
| Month 2  | $17114135.91             | $30761544.94                               |
| Month 3  | $5526076.35              | $29077191.18                               |

### 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      | $5391844.00   | 0.27%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS INC               | CHARTER COMMUNICATIONS INC A                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     14900 | NS      | $3957142.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0.625% 03/15/2030                          | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $12986299.00  | 0.65%             | 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                  | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $6421782.50   | 0.32%             | 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      | $20395288.52  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP                                           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    209800 | NS      | $3717656.00   | 0.19%             |  |  |  | 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        |   6634000 | PA      | $9521116.80   | 0.48%             | 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        |   7706000 | PA      | $9239494.00   | 0.46%             | 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        |   7139000 | PA      | $17512628.21  | 0.88%             | 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      | $2757367.63   | 0.14%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC 9%/VAR PERP PFD                                 | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     20500 | NS      | $2003875.00   | 0.10%             |  |  |  | No            |                  1 | 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        |   6552000 | PA      | $6591678.58   | 0.33%             | 2026-06-15      | Fixed         | 0.04%                 | 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      | $4487220.00   | 0.23%             | 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        |   2364000 | PA      | $7717278.00   | 0.39%             | 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      | $7838714.82   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                      | BENTLEY SYS INC CONV 0.375% 07/01/2027                       | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3658364.50   | 0.18%             | 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        |   2433000 | PA      | $23114343.79  | 1.16%             | 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      | $5325845.25   | 0.27%             | 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      | $1158664.00   | 0.06%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                | OPENDOOR TECHNOLOGIES INC CONV 7% 05/15/2030 144A            | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $6243447.24   | 0.31%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                   | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028                    | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    611000 | PA      | $524054.70    | 0.03%             | 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      | $5972995.50   | 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      | $5978699.71   | 0.30%             | 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      | $9014720.00   | 0.45%             | 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      | $993037.50    | 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      | $198068.65    | 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        |    106200 | NS      | $4428640.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUMP MEDIA and TECHNOLOGY GROUP         | TRUMP MEDIA and TECHNOLOGY GROUP CONV 0% 05/29/2028 144A     | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4628057.85   | 0.23%             | 2028-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                          | Q2 HLDGS INC CONV 0.75% 06/01/2026                           | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2624374.43   | 0.13%             | 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      | $2215865.00   | 0.11%             | 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      | $3027103.27   | 0.15%             | 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      | $6017645.06   | 0.30%             | 2027-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP               | GALAXY DIGITAL HOLDINGS LP CONV 3% 12/15/2026 144A           | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2750000 | PA      | $3081243.91   | 0.15%             | 2026-12-15      | Fixed         | 0.03%                 | 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      | $19468156.00  | 0.98%             | 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        |   1969000 | PA      | $4743321.00   | 0.24%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25300 | NS      | $5793700.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING INC                        | CIPHER MINING INC CONV 1.75% 05/15/2030                      | CUSIP: 17253JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1217000 | PA      | $2267535.16   | 0.11%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                  | PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029                 | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $4641280.00   | 0.23%             | 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      | $4712217.00   | 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      | $8023872.00   | 0.40%             | 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        |     25120 | NS      | $30525910.04  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                | MERIT MEDICAL SYSTEMS INC CONV 3% 02/01/2029 144A            | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   4768000 | PA      | $5822078.83   | 0.29%             | 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      | $939267.00    | 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        |    498000 | PA      | $129480.00    | 0.01%             | 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        |   6268000 | PA      | $5733370.94   | 0.29%             | 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        |  11123000 | PA      | $12385460.50  | 0.62%             | 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      | $717253.60    | 0.04%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC CL A                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     11400 | NS      | $4010292.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC CONV 0% 05/15/2028 144A                | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7615000 | PA      | $8464558.34   | 0.42%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC 8% PC PERP                                      | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     73200 | NS      | $6921060.00   | 0.35%             |  |  |  | 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      | $3670810.00   | 0.18%             | 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      | $5188059.50   | 0.26%             | 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        |    755200 | NS      | $56383232.00  | 2.83%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                      | EXACT SCIENCES CORP CONV 1.75% 04/15/2031 144A               | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3558553.32   | 0.18%             | 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        |   7242000 | PA      | $8683158.00   | 0.44%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                           | TRANSALTA CORP                                               | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |    447800 | NS      | $5500699.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC              | JAMES HARDIE IND PLC                                         | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      8806 | NS      | $177264.78    | 0.01%             |  |  |  | No            |                  1 | 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      | $3921381.48   | 0.20%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC SER A 10% PERP PFD                              | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     16000 | NS      | $1772800.00   | 0.09%             |  |  |  | No            |                  1 | 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      | $4469138.39   | 0.22%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0% 03/01/2030 144A                         | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $13452525.00  | 0.67%             | 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      | $6239680.00   | 0.31%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                          | OSI SYSTEMS INC CONV 2.25% 08/01/2029                        | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $3397205.50   | 0.17%             | 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      | $7180532.80   | 0.36%             | 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      | $5097030.00   | 0.26%             |  |  |  | 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      | $3322192.50   | 0.17%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                             | TERAWULF INC CONV 1% 09/01/2031 144A                         | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $5050337.00   | 0.25%             | 2031-09-01      | 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        |   5848000 | PA      | $7058695.83   | 0.35%             | 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      | $2698220.83   | 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      | $9870.00      | 0.00%             | 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        |   5575000 | PA      | $5365937.50   | 0.27%             | 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      | $10863154.43  | 0.55%             | 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      | $5513013.00   | 0.28%             | 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      | $1876241.09   | 0.09%             | 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        |   3950000 | PA      | $3969693.83   | 0.20%             | 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      | $1794932.94   | 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        |   2937000 | PA      | $4457774.64   | 0.22%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BITMINE IMMERSION TECHNOLOGIES INC       | BITMINE IMMERSION TECHNOLOGIES INC                           | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Long             | EC               | CORP              | US        |    109100 | NS      | $4758942.00   | 0.24%             |  |  |  | No            |                  1 | 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      | $4606987.50   | 0.23%             | 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      | $2961348.50   | 0.15%             | 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      | $6348712.50   | 0.32%             | 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        |  10380000 | PA      | $10447470.00  | 0.52%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                    | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030                     | CUSIP: 83205YAE4<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1963483.99   | 0.10%             | 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        |  10988000 | PA      | $15630430.00  | 0.78%             | 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      | $3845307.70   | 0.19%             | 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      | $3292132.90   | 0.17%             | 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        |    144600 | NS      | $2534329.92   | 0.13%             |  |  |  | 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      | $2780360.00   | 0.14%             | 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      | $7429582.63   | 0.37%             | 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      | $1057787.50   | 0.05%             | 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      | $4688415.34   | 0.24%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                         | MERCK and CO INC NEW                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     23200 | NS      | $1951584.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                             | DOORDASH INC CONV 0% 05/15/2030 144A                         | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19076000 | PA      | $20563928.00  | 1.03%             | 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        |   9537000 | PA      | $9477034.40   | 0.48%             | 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      | $5175793.15   | 0.26%             | 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      | $1224422.00   | 0.06%             | 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      | $5075642.08   | 0.25%             | 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      | $3229073.51   | 0.16%             | 2029-09-15      | 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      | $1632640.00   | 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        |   3583000 | PA      | $1379455.00   | 0.07%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                 | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030               | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $5810110.00   | 0.29%             | 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        |     17400 | NS      | $3702720.00   | 0.19%             |  |  |  | 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      | $1056355.68   | 0.05%             | 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        |   4526000 | PA      | $4381168.00   | 0.22%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                    | SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A                | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2741421.91   | 0.14%             | 2026-10-15      | Fixed         | 0.00%                 | 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      | $11804562.00  | 0.59%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 2.125% 09/01/2031                     | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $2117513.81   | 0.11%             | 2031-09-01      | Fixed         | 0.02%                 | 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      | $2216270.23   | 0.11%             | 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      | $14877349.89  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INVESTMENTS INC               | WISDOMTREE INVESTMENTS INC CONV 3.25% 08/15/2029             | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1997337.00   | 0.10%             | 2029-08-15      | Fixed         | 0.03%                 | 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      | $1759637.34   | 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      | $808006.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                       | TETRA TECH INC NEW CONV 2.25% 08/15/2028                     | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   4964000 | PA      | $5568909.91   | 0.28%             | 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      | $1619860.50   | 0.08%             | 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      | $7210434.75   | 0.36%             | 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      | $220583.32    | 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      | $1588972.97   | 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      | $1966839.38   | 0.10%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                            | TEMPUS AI INC CONV 0.75% 07/15/2030 144A                     | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   4752000 | PA      | $5669519.44   | 0.28%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENIUS SPORTS LTD                        | GENIUS SPORTS LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    330300 | NS      | $4224537.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $6929727.00   | 0.35%             | 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        |   8339000 | PA      | $8055285.71   | 0.40%             | 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        |   5144000 | PA      | $5943892.00   | 0.30%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                      | PAR TECHNOLOGY CORP                                          | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     59800 | NS      | $3060564.00   | 0.15%             |  |  |  | No            |                  1 | 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      | $9462402.94   | 0.47%             | 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        |   6632000 | PA      | $6449620.00   | 0.32%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP CONV 3.625% 01/15/2029 144A                 | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   8249000 | PA      | $8616416.40   | 0.43%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |    598000 | PA      | $1250325.26   | 0.06%             | 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        |   9640000 | PA      | $9900184.76   | 0.50%             | 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        |   3842000 | PA      | $3771329.14   | 0.19%             | 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      | $8183539.13   | 0.41%             | 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        |   7165000 | PA      | $6260060.50   | 0.31%             | 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        |   1066000 | PA      | $957801.00    | 0.05%             | 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      | $2305666.65   | 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      | $4697540.00   | 0.24%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 3.5% 03/01/2029                | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |  10767000 | PA      | $10600951.65  | 0.53%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC CONV 3.375% 06/01/2028 144A             | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5672000 | PA      | $5740064.00   | 0.29%             | 2028-06-01      | Fixed         | 0.03%                 | 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      | $1836872.00   | 0.09%             | 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      | $1769511.00   | 0.09%             |  |  |  | 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      | $2099314.80   | 0.11%             | 2029-09-01      | Fixed         | 0.02%                 | 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        |   4251000 | PA      | $4566969.65   | 0.23%             | 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        |   9528000 | PA      | $8175024.00   | 0.41%             | 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      | $16450836.00  | 0.83%             | 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        |   7250000 | PA      | $11871875.00  | 0.60%             | 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        |  13298000 | PA      | $29621295.00  | 1.49%             | 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      | $3952113.00   | 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      | $7379973.00   | 0.37%             | 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      | $10401038.26  | 0.52%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                              | NUTANIX INC CONV 0.5% 12/15/2029 144A                        | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32013.00     | 0.00%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                      | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                    | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7558000 | PA      | $8931461.75   | 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      | $23788025.40  | 1.19%             |  |  |  | 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        |   3154000 | PA      | $2598896.00   | 0.13%             | 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      | $2880024.00   | 0.14%             | 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      | $8780099.40   | 0.44%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP CONV 1.625% 11/01/2027                          | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $3851028.81   | 0.19%             | 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        |   6401000 | PA      | $7213927.00   | 0.36%             | 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      | $12993450.00  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                   | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                  | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2794824.00   | 0.14%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0% 12/01/2029 144A                         | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  19814000 | PA      | $17767053.50  | 0.89%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | ITRON INC CONV 1.375% 07/15/2030                             | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2933078.36   | 0.15%             | 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        |   4250000 | PA      | $4362625.00   | 0.22%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP CONV 3.875% 01/15/2031 144A                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   7231000 | PA      | $7650398.00   | 0.38%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                   | ARRAY TECHNOLOGIES INC CONV 2.875% 07/01/2031 144A           | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $2448025.00   | 0.12%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC CONV 4.375% 06/01/2027                  | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5559000 | PA      | $6334480.50   | 0.32%             | 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      | $5077349.96   | 0.25%             | 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        |     47400 | NS      | $4069764.00   | 0.20%             |  |  |  | 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      | $12582740.70  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| CELCUITY INC                             | CELCUITY INC CONV 2.75% 08/01/2031                           | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $542994.48    | 0.03%             | 2031-08-01      | Fixed         | 0.03%                 | 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      | $1253119.50   | 0.06%             | 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        |   5030000 | PA      | $4180648.33   | 0.21%             | 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      | $21529800.00  | 1.08%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                        | AEROVIRONMENT INC CONV 0% 07/15/2030                         | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   4289000 | PA      | $4567785.00   | 0.23%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                      | GRAY MEDIA INC                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    199700 | NS      | $1224161.00   | 0.06%             |  |  |  | No            |                  1 | 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      | $4048110.42   | 0.20%             | 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      | $2749823.86   | 0.14%             | 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        |   3910000 | PA      | $3529183.60   | 0.18%             | 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      | $4447318.35   | 0.22%             | 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        |   6687000 | PA      | $7264333.38   | 0.36%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                      | ALLIANT ENERGY CORP CONV 3.25% 05/30/2028 144A               | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   3402000 | PA      | $3464937.00   | 0.17%             | 2028-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     37300 | NS      | $3935150.00   | 0.20%             |  |  |  | No            |                  1 | 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      | $11232924.98  | 0.56%             | 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      | $10153041.66  | 0.51%             | 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        |  13665000 | PA      | $13879977.10  | 0.70%             | 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        |    210000 | PA      | $375256.56    | 0.02%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                      | TRANSDIGM GROUP INC                                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $4056752.00   | 0.20%             |  |  |  | No            |                  1 | 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      | $3014140.80   | 0.15%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                 | SUPER MICRO COMPUTER INC CONV 0% 06/15/2030 144A             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |  14532000 | PA      | $14730434.31  | 0.74%             | 2030-06-15      | 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      | $1674000.00   | 0.08%             |  |  |  | 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      | $7931632.50   | 0.40%             | 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      | $4991545.65   | 0.25%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                           | CLOUDFLARE INC CONV 0% 06/15/2030 144A                       | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  14301000 | PA      | $15995668.50  | 0.80%             | 2030-06-15      | Fixed         | 0.00%                 | 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      | $1883562.63   | 0.09%             | 2029-03-15      | Fixed         | 0.01%                 | 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      | $3151268.79   | 0.16%             | 2030-09-15      | Fixed         | 0.02%                 | 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        |  12080000 | PA      | $24835214.50  | 1.25%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                       | ODDITY FINANCE LLC CONV 0% 06/15/2030 144A                   | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5449912.71   | 0.27%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                | FIVE9 INC CONV 1% 03/15/2029                                 | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   5169000 | PA      | $4581857.37   | 0.23%             | 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      | $15114148.92  | 0.76%             | 2053-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                       | MAKEMYTRIP LIMITED CONV 0% 07/01/2030 144A                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   1837000 | PA      | $1945859.74   | 0.10%             | 2030-07-01      | Fixed         | 0.00%                 | 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      | $12687964.49  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INVESTMENTS INC               | WISDOMTREE INVESTMENTS INC CONV 4.625% 08/15/2030 144A       | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1146750.00   | 0.06%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN COMPANY CONV 4.5% 06/15/2027                        | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7368000 | PA      | $8101116.00   | 0.41%             | 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      | $5221733.93   | 0.26%             | 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        |   7377000 | PA      | $7652981.61   | 0.38%             | 2029-11-15      | Fixed         | 0.02%                 | 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        |   4636000 | PA      | $6503749.92   | 0.33%             | 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        |   6512000 | PA      | $6398040.00   | 0.32%             | 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        |   8951342 | PA      | $18217771.24  | 0.91%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 2.25% 06/15/2032                           | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4993000 | PA      | $9132197.00   | 0.46%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                    | EURONET WORLDWIDE INC CONV 0.625% 10/01/2030 144A            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962200.00   | 0.15%             | 2030-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  30882167 | NS      | $30888343.31  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                            | BLACKLINE INC CONV 1% 06/01/2029                             | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $6485011.90   | 0.33%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                              | ZSCALER INC CONV 0% 07/15/2028 144A                          | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10163767.71  | 0.51%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                           | CLOUDFLARE INC CONV 0% 08/15/2026                            | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $10374735.78  | 0.52%             | 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      | $3278354.00   | 0.16%             |  |  |  | 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      | $2930829.40   | 0.15%             | 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      | $4010869.50   | 0.20%             | 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      | $1724708.00   | 0.09%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                       | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                   | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   6626000 | PA      | $8957439.53   | 0.45%             | 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        |     60900 | NS      | $3046441.18   | 0.15%             |  |  |  | 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      | $1444779.00   | 0.07%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                            | TOPBUILD CORP                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      9300 | NS      | $3913068.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                               | RUBRIK INC CONV 0% 06/15/2030 144A                           | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $7024974.99   | 0.35%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 0% 06/01/2031 144A                    | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $5225912.43   | 0.26%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029                   | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   5057000 | PA      | $4953959.07   | 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        |   2192000 | PA      | $1955264.00   | 0.10%             | 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        |   4257000 | PA      | $4156109.10   | 0.21%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                 | UGI CORP CONV 5% 06/01/2028                                  | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $5078140.20   | 0.25%             | 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      | $5285913.50   | 0.27%             | 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        |   8758000 | PA      | $8079255.00   | 0.41%             | 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      | $3343809.99   | 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        |   2964000 | PA      | $6647659.20   | 0.33%             | 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      | $1969450.00   | 0.10%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                              | LIFE360 INC CONV 0% 06/01/2030 144A                          | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $3190584.21   | 0.16%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                        | BLOOM ENERGY CORP CONV 3% 06/01/2029                         | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $17387044.76  | 0.87%             | 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      | $6772337.00   | 0.34%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP               | GALAXY DIGITAL HOLDINGS LP CONV 2.5% 12/01/2029 144A         | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2750000 | PA      | $3503979.66   | 0.18%             | 2029-12-01      | Fixed         | 0.03%                 | 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      | $1091306.80   | 0.05%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                        | MARA HOLDINGS INC CONV 0% 08/01/2032 144A                    | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   6422000 | PA      | $6024765.26   | 0.30%             | 2032-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     21900 | NS      | $5139492.00   | 0.26%             |  |  |  | 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      | $3174600.00   | 0.16%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0.625% 09/15/2028 144A                     | CUSIP: 594972AP6<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $13148174.00  | 0.66%             | 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        |   5755000 | PA      | $6275314.96   | 0.31%             | 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      | $4558009.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A            | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   7742000 | PA      | $8375295.60   | 0.42%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | BUILDERS FIRSTSOURCE                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     22300 | NS      | $3092564.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                            | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                     | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   2050000 | PA      | $2154550.00   | 0.11%             | 2030-12-15      | Fixed         | 0.03%                 | 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      | $3059146.50   | 0.15%             | 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        |   8783000 | PA      | $14259200.50  | 0.72%             | 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      | $2883150.00   | 0.14%             | 2028-07-01      | Fixed         | 0.03%                 | 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      | $737690.00    | 0.04%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3300 | NS      | $3987225.00   | 0.20%             |  |  |  | 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      | $2888175.00   | 0.14%             | 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        |     19545 | NS      | $24432227.25  | 1.23%             |  |  |  | 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      | $2614782.00   | 0.13%             | 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      | $429428.18    | 0.02%             | 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      | $5143568.00   | 0.26%             | 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        |   1390000 | PA      | $1528305.00   | 0.08%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                      | EXACT SCIENCES CORP CONV 2% 03/01/2030 144A                  | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3554860.51   | 0.18%             | 2030-03-01      | Fixed         | 0.02%                 | 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      | $1133417.28   | 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        |    308811 | NS      | $6299744.40   | 0.32%             |  |  |  | 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      | $15678795.00  | 0.79%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                      | SHIFT4 PAYMENTS INC SER A 6% PC                              | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     60300 | NS      | $6421347.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                             | NCL CORP LTD CONV 1.125% 02/15/2027                          | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   7612000 | PA      | $7897627.97   | 0.40%             | 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      | $1703939.50   | 0.09%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                              | XOMETRY INC CONV 0.75% 06/15/2030 144A                       | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1789353.31   | 0.09%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                               | SUNRUN INC CONV 4% 03/01/2030                                | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2748000 | PA      | $3418786.80   | 0.17%             | 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      | $262042.29    | 0.01%             | 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      | $2343596.66   | 0.12%             | 2029-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                        | GAMESTOP CORP NEW CONV 0% 06/15/2032 144A                    | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |  15911000 | PA      | $16006466.00  | 0.80%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                 | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A               | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $4001253.59   | 0.20%             | 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      | $2169365.20   | 0.11%             | 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        |   8379462 | NS      | $8380300.00   | 0.42%             |  |  |  | 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      | $3279969.75   | 0.16%             | 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      | $571199.64    | 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      | $2402359.20   | 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      | $2979000.00   | 0.15%             |  |  |  | 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      | $1392060.51   | 0.07%             | 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      | $6026628.00   | 0.30%             |  |  |  | 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        |   8408000 | PA      | $9016860.53   | 0.45%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                    | JPMORGAN CHASE and CO                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     13300 | NS      | $4008886.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                 | ETSY INC CONV 1% 06/15/2030 144A                             | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4368452.00   | 0.22%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                           | MASTERCARD INC CL A                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6600 | NS      | $3928914.00   | 0.20%             |  |  |  | No            |                  1 | 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      | $2541296.00   | 0.13%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC     | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A    | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1763850.00   | 0.09%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                      | GUARDANT HEALTH INC CONV 1.25% 02/15/2031                    | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $6223800.00   | 0.31%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC               | LIGAND PHARMACEUTICALS INC CONV 0.75% 10/01/2030 144A        | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1675882.09   | 0.08%             | 2030-10-01      | 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      | $11141648.81  | 0.56%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                    | NABORS INDUSTRIES INC CONV 1.75% 06/15/2029                  | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1179842.50   | 0.06%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030               | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   6171000 | PA      | $6001742.68   | 0.30%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                      | ALLIANT ENERGY CORP CONV 3.875% 03/15/2026                   | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2752100.00   | 0.14%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                             | STRATEGY INC CONV 0.875% 03/15/2031                          | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $6792201.50   | 0.34%             | 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        |   1069363 | PA      | $1066689.59   | 0.05%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC               | EOS ENERGY ENTERPRISES INC CONV 6.75% 06/15/2030 144A        | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1992959.05   | 0.10%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                        | BLOOM ENERGY CORP CONV 3% 06/01/2028                         | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    988000 | PA      | $2842977.57   | 0.14%             | 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      | $6862866.00   | 0.34%             | 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      | $5445666.63   | 0.27%             | 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      | $5557905.00   | 0.28%             | 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      | $4207449.43   | 0.21%             |  |  |  | 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      | $2021260.50   | 0.10%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC PC 7.299% 06/01/2027                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    253000 | NS      | $12422702.02  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | SNOWFLAKE INC CONV 0% 10/01/2027 144A                        | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7359000 | PA      | $11704489.50  | 0.59%             | 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        |   2650000 | PA      | $2335116.85   | 0.12%             | 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      | $3343430.84   | 0.17%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CENTERPOINT ENERGY INC CONV 3% 08/01/2028 144A               | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2980265.42   | 0.15%             | 2028-08-01      | 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      | $2128672.00   | 0.11%             | 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      | $1852904.41   | 0.09%             | 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      | $4387453.80   | 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      | $8665944.00   | 0.43%             | 2025-12-15      | 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      | $1579610.00   | 0.08%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QXO INC                                  | QXO INC 5.5% SER B PC                                        | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56300 | NS      | $3244569.00   | 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      | $2469241.38   | 0.12%             | 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      | $5534296.49   | 0.28%             | 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        |  12079000 | PA      | $13800257.50  | 0.69%             | 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      | $5657556.12   | 0.28%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)          | CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 06/15/2030 144A         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   7668000 | PA      | $8257739.52   | 0.41%             | 2030-06-15      | Fixed         | 0.00%                 | 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      | $1157771.58   | 0.06%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                              | VISTRA CORP                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     10100 | NS      | $1910011.00   | 0.10%             |  |  |  | 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        |    303100 | NS      | $12052303.21  | 0.60%             |  |  |  | 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      | $7423724.01   | 0.37%             | 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      | $12085216.00  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                     | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029                    | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   3652000 | PA      | $3935030.00   | 0.20%             | 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        |     29800 | NS      | $6344718.00   | 0.32%             |  |  |  | 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      | $1351009.55   | 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        |  12813000 | PA      | $12925728.90  | 0.65%             | 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      | $1940171.71   | 0.10%             | 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      | $5741264.78   | 0.29%             | 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      | $1793605.34   | 0.09%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                         | PITNEY-BOWES INC CONV 1.5% 08/15/2030 144A                   | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1542075.00   | 0.08%             | 2030-08-15      | 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        |   6641000 | PA      | $8467360.40   | 0.42%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer