# EDGAR Filing Document

**Accession Number:** 0000708191
**File Stem:** 0001752724-23-014592
**Filing Date:** 2023-1
**Character Count:** 139950
**Document Hash:** fe39a8637109e24807d46aff50ad81e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014592.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014592

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY FINANCIAL TRUST
- **CENTRAL INDEX KEY:** 0000708191
- **IRS NUMBER:** 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:** 23556424

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1772938858.44

**Total Liabilities:** $38125971.08

**Net Assets:** $1734812887.36

**Cash Not Reported:** $90585.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.57386880 | **1-Year:** 3499.67995680 | **5-Year:** 1987.87633280 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 3019.13547760 | **1-Year:** 34875.25585250 | **5-Year:** 73503.09620850 | **10-Year:** 3505.40088880 | **30-Year:** 303.42093600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074867 | -11.72%              | -1.94%               | -3.03%               |
| Class ID C000074869 | -7.29%               | 2.97%                | 1.81%                |
| Class ID C000074871 | -6.28%               | 4.04%                | 2.91%                |
| Class ID C000019022 | -6.30%               | 4.07%                | 2.93%                |
| Class ID C000074870 | -9.64%               | 0.38%                | -0.72%               |
| Class ID C000205024 | -6.28%               | 4.07%                | 2.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5566056.59              | $-121609676.81                             |
| Month 2  | $-10846411.81            | $75476408.19                               |
| Month 3  | $-81775602.25            | $125974835.12                              |

### 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        |   3271000 | PA      | $4922855.00   | 0.28%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLDINGS INC                                       | LIBERTY TRIPADVISOR HLDGS INC CONV 0.5% 06/30/2051 144A                                       | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   4387000 | PA      | $3073093.50   | 0.18%             | 2051-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                           | ILLUMINA INC CONV 0% 08/15/2023                                                               | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   6779000 | PA      | $6555266.36   | 0.38%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                                       | ZILLOW GROUP INC CONV 2.75% 05/15/2025                                                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184943.00    | 0.01%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                                          | CONFLUENT INC CONV 0% 01/15/2027 144A                                                         | CUSIP: 20717MAA1<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   6363000 | PA      | $4788157.50   | 0.28%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS LP                                 | CALUMET SPEC PRODS PTNRS LP                                                                   | CUSIP: 131476103<br>LEI: 529900QWK0FGLES9BA18 | Long             | EC               | CORP              | US        |    604426 | NS      | $9628506.18   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 2 INC                                            | MATCH GROUP FINANCECO 2 INC CONV 0.875% 06/15/2026 144A                                       | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3350130.00   | 0.19%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                                        | PORCH GROUP INC CONV 0.75% 09/15/2026 144A                                                    | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   7852000 | PA      | $4141930.00   | 0.24%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                  | LUMENTUM HLDGS INC CONV 0.5% 12/15/2026                                                       | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3674000 | PA      | $3187195.00   | 0.18%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                          | CARNIVAL CORP CONV 5.75% 12/01/2027 144A                                                      | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6950000 | PA      | $6984750.00   | 0.40%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC                                      | CEREVEL THERAPEUTICS HOLDINGS CONV 2.5% 08/15/2027 144A                                       | CUSIP: 15678UAA0<br>LEI: 254900RJNIRS9COSQR41 | Long             | DBT              | CORP              | US        |    680000 | PA      | $633080.00    | 0.04%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                           | PIONEER NATURAL RESOURCES CO CONV 0.25% 05/15/2025                                            | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $22162800.00  | 1.28%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                   | CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026                                         | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |  10128000 | PA      | $9146596.80   | 0.53%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                | BECTON DICKINSON AND CO 6.5% PC 06/01/2023                                                    | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |    103200 | NS      | $5125944.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                      | POST HLDGS INC CONV 2.5% 08/15/2027 144A                                                      | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3293940.00   | 0.19%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                                                    | HEALTH CATALYST INC CONV 2.5% 04/15/2025                                                      | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1420537.50   | 0.08%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIVANOVA USA INC                                                       | LIVANOVA USA INC CONV 3% 12/15/2025                                                           | CUSIP: 538030AB3<br>LEI: 549300NGTE5LS6KMBT20 | Long             | DBT              | CORP              | US        |   4024000 | PA      | $4702044.00   | 0.27%             | 2025-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS INC                                                        | NEOGENOMICS INC CONV 1.25% 05/01/2025                                                         | CUSIP: 64049MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $641718.75    | 0.04%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                               | CHEESECAKE FACTORY INC CONV 0.375% 06/15/2026                                                 | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182737.50    | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                               | TURNING POINT BRANDS INC 5.625% 02/15/2026 144A                                               | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   9153000 | PA      | $7968354.12   | 0.46%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                 | PALO ALTO NETWORKS INC CONV 0.375% 06/01/2025                                                 | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  16571000 | PA      | $29024106.50  | 1.67%             | 2025-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MESA LABORATORIES INC                                                  | MESA LABORATORIES INC CONV 1.375% 08/15/2025                                                  | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1297611.00   | 0.07%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                                         | LIVEPERSON INC CONV 0.75% 03/01/2024                                                          | CUSIP: 538146AB7<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   4606000 | PA      | $4297973.75   | 0.25%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                              | PIKE CORP 5.5% 09/01/2028 144A                                                                | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6208713.00   | 0.36%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                             | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                              | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $187868.00    | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                    | SEASPAN CORPORATION CONV 3.75% 12/15/2025 144A                                                | CUSIP: 81254UAH9<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   3287000 | PA      | $4028218.50   | 0.23%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FTI CONSULTING INC                                                     | FTI CONSULTING INC CONV 2% 08/15/2023                                                         | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |   2854000 | PA      | $4878913.00   | 0.28%             | 2023-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                     | UNITY SOFTWARE INC CONV 0% 11/15/2026                                                         | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |  26149000 | PA      | $19271813.00  | 1.11%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                                            | JOHN BEAN TECHNOLOGIES CORP CONV 0.25% 05/15/2026                                             | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    247000 | PA      | $211308.50    | 0.01%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC                                       | AIR TRANSPORT SVCS GROUP INC CONV 1.125% 10/15/2024                                           | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2202960.77   | 0.13%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                 | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028 144A                                                | CUSIP: 04271TAA8<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4733685.16   | 0.27%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL SER A PC 5.75% 04/01/2024                                                    | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |      5960 | NS      | $186303.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                        | ERO COPPER CORP 6.5% 02/15/2030 144A                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1177000 | PA      | $907025.63    | 0.05%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                             | RAPID7 INC CONV 0.25% 03/15/2027                                                              | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   9833000 | PA      | $7184235.63   | 0.41%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 0.25% 02/15/2028 144A                                                      | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2094050.00   | 0.12%             | 2028-02-15      | 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        |    203000 | PA      | $162770.08    | 0.01%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                   | JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026                                                     | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |  18347000 | PA      | $13751076.50  | 0.79%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                      | BLOOM ENERGY CORP CONV 2.5% 08/15/2025                                                        | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $201792.31    | 0.01%             | 2025-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP MASS                                                  | HAEMONETICS CORP MASS CONV 0% 03/01/2026                                                      | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225669.18    | 0.01%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                           | ENVISTA HOLDINGS CORPORATION CONV 2.375% 06/01/2025                                           | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $8376109.50   | 0.48%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                                           | NATIONAL VISION HLDGS INC CONV 2.5% 05/15/2025                                                | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $5156395.20   | 0.30%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPER GROUP SGHC LTD                                                   | SUPER GROUP SGHC LTD                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |   3208777 | NS      | $10235998.63  | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| WORLD WRESTLING ENTMT INC                                              | WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023                                              | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |     65000 | PA      | $209007.50    | 0.01%             | 2023-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                                         | TECHTARGET INC CONV 0% 12/15/2026 144A                                                        | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $193700.00    | 0.01%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMTEK LIMITED                                                         | CAMTEK LIMITED CONV 0% 12/01/2026 144A                                                        | CUSIP: 13469VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    200000 | PA      | $153700.00    | 0.01%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                      | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   9499000 | PA      | $8477607.77   | 0.49%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                 | LIBERTY BROADBAND CORP CONV 1.25% 09/30/2050 144A                                             | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $7544162.50   | 0.43%             | 2050-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                    | AFFIRM HOLDINGS INC CONV 0% 11/15/2026                                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5457000 | PA      | $3184159.50   | 0.18%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                        | RINGCENTRAL INC CONV 0% 03/15/2026                                                            | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |  12526000 | PA      | $9688861.00   | 0.56%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS CORP                                                    | REPAY HOLDINGS CORP CONV 0% 02/01/2026 144A                                                   | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1501196.20   | 0.09%             | 2026-02-01      | Fixed         | 0.00%                 | 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        |     39843 | NS      | $47213955.00  | 2.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI INC                                                                | ATI INC CONV 3.5% 06/15/2025                                                                  | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $348245.00    | 0.02%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INOTIV INC                                                             | INOTIV INC CONV 3.25% 10/15/2027                                                              | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $125422.64    | 0.01%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                          | LIVE NATION ENTERTAINMENT INC CONV 2% 02/15/2025                                              | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $172430.00    | 0.01%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 6.219% PC 09/01/23                                                         | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    246100 | NS      | $12418206.00  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                                         | FLUOR CORP PC 6.5% PERP                                                                       | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |      4500 | NS      | $7204005.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                                              | SMART GLOBAL HLDGS INC CONV 2.25% 02/15/2026                                                  | CUSIP: 83205YAB0<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209900.00    | 0.01%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCOLADE INC                                                           | ACCOLADE INC CONV 0.5% 04/01/2026                                                             | CUSIP: 00437EAB8<br>LEI: 549300PHKG8J7A22NF08 | Long             | DBT              | CORP              | US        |  12366000 | PA      | $8656200.00   | 0.50%             | 2026-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LENDINGTREE INC                                                        | LENDINGTREE INC CONV 0.5% 07/15/2025                                                          | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |   9137000 | PA      | $6507371.40   | 0.38%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UGI CORP NEW                                                           | UGI CORP 7.125% 06/01/2024 PFD                                                                | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |      2000 | NS      | $174780.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                             | SOLAREDGE TECHNOLOGIES INC CONV 0% 09/15/2025                                                 | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $7641810.00   | 0.44%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                               | GRANITE CONSTRUCTION INC CONV 2.75% 11/01/2024                                                | CUSIP: 387328AB3<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   5766000 | PA      | $7095063.00   | 0.41%             | 2024-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OAK STREET HEALTH INC                                                  | OAK STREET HEALTH INC CONV 0% 03/15/2026                                                      | CUSIP: 67181AAB3<br>LEI: 2549007CJE6GSEURLA30 | Long             | DBT              | CORP              | US        |  10917000 | PA      | $8376090.74   | 0.48%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                            | WAYFAIR INC CONV 1.125% 11/01/2024                                                            | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102150.00    | 0.01%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                          | PG and E CORP 5.5% PC 08/16/2023                                                              | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    103500 | NS      | $14415480.00  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUG POWER INC                                                         | PLUG POWER INC CONV 3.75% 06/01/2025                                                          | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |     74000 | PA      | $236467.00    | 0.01%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                           | ANTERO RESOURCES CORP CONV 4.25% 09/01/2026                                                   | CUSIP: 03674XAM8<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    466000 | PA      | $3918547.40   | 0.23%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                 | PALO ALTO NETWORKS INC CONV 0.75% 07/01/2023                                                  | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  12805000 | PA      | $24592002.50  | 1.42%             | 2023-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                                        | VARONIS SYS INC CONV 1.25% 08/15/2025                                                         | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182712.00    | 0.01%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                  | LUMENTUM HLDGS INC CONV 0.5% 06/15/2028 144A                                                  | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152541.19    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| A and W REVENUE ROYALTIES INCOME FUND                                  | A and W REVENUE ROYALTIES INC UNIT                                                            | CUSIP: 000255109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    159900 | NS      | $4238957.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                                       | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026                                        | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174100.00    | 0.01%             | 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        |  10268000 | PA      | $10473360.00  | 0.60%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                              | DIGITALOCEAN HOLDINGS INC CONV 0% 12/01/2026                                                  | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   9589000 | PA      | $6856135.00   | 0.40%             | 2026-12-01      | Fixed         | 0.00%                 | 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        |    225000 | PA      | $199125.00    | 0.01%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                 | LIBERTY BROADBAND CORP CONV 2.75% 09/30/2050 144A                                             | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203208.72    | 0.01%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                         | LCI INDUSTRIES CONV 1.125% 05/15/2026                                                         | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180600.00    | 0.01%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                 | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026                                                  | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3430800.00   | 0.20%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                    | EXACT SCIENCES CORP CONV 1% 01/15/2025                                                        | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165071.11    | 0.01%             | 2025-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                 | GUIDEWIRE SOFTWARE INC CONV 1.25% 03/15/2025                                                  | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2556458.00   | 0.15%             | 2025-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EURONAV NV                                                             | EURONAV NV                                                                                    | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |   2486200 | NS      | $48480900.00  | 2.79%             |  |  |  | No            |                  1 | On Loan: —       |
| 2U INC                                                                 | 2U INC CONV 2.25% 05/01/2025                                                                  | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |    278000 | PA      | $186399.00    | 0.01%             | 2025-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZYNGA INC                                                              | ZYNGA INC CONV 0.25% 06/01/2024                                                               | CUSIP: 98986TAB4<br>LEI: 549300XNQ0U2EL088Z74 | Long             | DBT              | CORP              | US        |   3904000 | PA      | $4232178.59   | 0.24%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.25% 11/01/2027                                                               | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $222725.00    | 0.01%             | 2027-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                               | OKTA INC CONV 0.125% 09/01/2025                                                               | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |  10298000 | PA      | $8789343.00   | 0.51%             | 2025-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                               | OKTA INC CONV 0.375% 06/15/2026                                                               | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |  10911000 | PA      | $8859732.00   | 0.51%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                 | CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2025 144A                                            | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9940500.00   | 0.57%             | 2025-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                            | DROPBOX INC CONV 0% 03/01/2028                                                                | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1826550.00   | 0.11%             | 2028-03-01      | Fixed         | 0.00%                 | 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        |   3746000 | PA      | $4431986.25   | 0.26%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0% 05/01/2026                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    309000 | PA      | $247972.50    | 0.01%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                     | LIBERTY MEDIA CORP CONV 1.375% 10/15/2023                                                     | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $4605520.50   | 0.27%             | 2023-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                                     | TELADOC HEALTH INC CONV 1.25% 06/01/2027                                                      | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $1879329.90   | 0.11%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                        | TRIPADVISOR INC CONV 0.25% 04/01/2026                                                         | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1496690.00   | 0.09%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                                         | PERFICIENT INC CONV 0.125% 11/15/2026                                                         | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   4337000 | PA      | $3322142.00   | 0.19%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                                         | LIVEPERSON INC CONV 0% 12/15/2026                                                             | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |  29908000 | PA      | $21260887.78  | 1.23%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2181526.80   | 0.13%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFL CORP LTD                                                           | SFL CORP LTD                                                                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     56526 | NS      | $553389.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                                | KBR INC CONV 2.5% 11/01/2023                                                                  | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $6617862.00   | 0.38%             | 2023-11-01      | Fixed         | 0.03%                 | 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        |    217000 | PA      | $149187.50    | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE INC                                                   | 1LIFE HEALTHCARE INC CONV 3% 06/15/2025                                                       | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4349000 | PA      | $4198959.50   | 0.24%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                     | REDFIN CORP CONV 0.5% 04/01/2027                                                              | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $169330.00    | 0.01%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTAIR ENGINEERING INC                                                 | ALTAIR ENGR INC CONV 0.25% 06/01/2024                                                         | CUSIP: 021369AA1<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $3626964.00   | 0.21%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                  | LUMENTUM HLDGS INC CONV 0.25% 03/15/2024                                                      | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $3229923.00   | 0.19%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                               | TANDEM DIABETES CARE INC CONV 1.5% 05/01/2025 144A                                            | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    197000 | PA      | $178935.10    | 0.01%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                          | BLACKLINE INC CONV 0% 03/15/2026                                                              | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |  15771000 | PA      | $13375779.38  | 0.77%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.5% 05/15/2023                                                                | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    211000 | PA      | $227458.00    | 0.01%             | 2023-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                               | UNITED STATES STEEL CORP CONV 5% 11/01/2026                                                   | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $3818672.50   | 0.22%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NANOSTRING TECHNOLOGIES INC                                            | NANOSTRING TECHNOLOGIES INC CONV 2.625% 03/01/2025                                            | CUSIP: 63009RAD1<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1455467.46   | 0.08%             | 2025-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                | AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025                                                | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  23604000 | PA      | $26471886.00  | 1.53%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                                                      | BARRICK GOLD CORP                                                                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    262300 | NS      | $4280736.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                                              | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026                                                | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    200000 | PA      | $281400.00    | 0.02%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                 | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A          | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $110975.00    | 0.01%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NEVRO CORP                                                             | NEVRO CORP CONV 2.75% 04/01/2025                                                              | CUSIP: 64157FAC7<br>LEI: 254900SH91I4BOYKUE38 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $956505.00    | 0.06%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                                       | SUNNOVA ENERGY INTERNATIONAL INC CONV 2.625% 02/15/2028 144A                                  | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3635730.00   | 0.21%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VANTAGE DRILLING CO                                                    | VANTAGE DRILLING CO CONV 0% 07/15/2043 144A                                                   | CUSIP: N/A<br>LEI: 549300T0CP83R2MBMT11       | Long             | DBT              | CORP              | KY        |  20000000 | PA      | $2.00         | 0.00%             | 2043-07-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PAGERDUTY INC                                                          | PAGERDUTY INC CONV 1.25% 07/01/2025                                                           | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1560532.50   | 0.09%             | 2025-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVENTBRITE INC                                                         | EVENTBRITE INC CONV 5% 12/01/2025                                                             | CUSIP: 29975EAB5<br>LEI: 549300N6XBV2B1FAUF55 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2585593.75   | 0.15%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GANNETT MEDIA CORP                                                     | GANNETT MEDIA CORP CONV 4.75% 04/15/2024                                                      | CUSIP: 36473HAB0<br>LEI: 549300S74UKH4O12NI89 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1129805.20   | 0.07%             | 2024-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                                     | COUPA SOFTWARE INC CONV 0.375% 06/15/2026                                                     | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  50815000 | PA      | $44564755.00  | 2.57%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                | LIBERTY INTERACTIVE LLC CONV 1.75% 09/30/2046 144A                                            | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $2008102.40   | 0.12%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                               | SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027 144A                                           | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |  11002000 | PA      | $12245226.00  | 0.71%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                            | ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025 144A                                           | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7705000 | PA      | $10956377.32  | 0.63%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                | PEBBLEBROOK HOTEL TRUST CONV 1.75% 12/15/2026                                                 | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163800.00    | 0.01%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                                            | CORTEVA INC                                                                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     65500 | NS      | $4398980.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALARA INC                                                            | AVALARA INC CONV 0.25% 08/01/2026                                                             | CUSIP: 05338GAB2<br>LEI: 549300Q16CMW239SS315 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3516187.50   | 0.20%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 1.125% 06/15/2027                                                             | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2184925.00   | 0.13%             | 2027-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                                          | MIDDLEBY CORP CONV 1% 09/01/2025                                                              | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $5358375.00   | 0.31%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                 | PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026                                                  | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4284000 | PA      | $7160706.00   | 0.41%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GANNETT CO INC NEW                                                     | GANNETT CO INC                                                                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |   3063023 | NS      | $7657557.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| GRIZZLY MERGER SUB 1 LLC                                               | GRIZZLY MERGER SUB 1 LLC CONV 1.75% 09/30/2046 144A                                           | CUSIP: 36164VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4323000 | PA      | $4776915.00   | 0.28%             | 2046-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                                            | WORKIVA INC CONV 1.125% 08/15/2026                                                            | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   6583000 | PA      | $7873268.00   | 0.45%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                                                           | NOVOCURE LTD CONV 0% 11/01/2025                                                               | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $177728.76    | 0.01%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                       | INTERDIGITAL INC CONV 3.5% 06/01/2027 144A                                                    | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $254340.00    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                                            | MONGODB INC CONV 0.25% 01/15/2026                                                             | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153991.50    | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                                               | AMERICAN AIRLS GROUP INC CONV 6.5% 07/01/2025                                                 | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7925000 | PA      | $8959212.50   | 0.52%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                            | DATADOG INC CONV 0.125% 06/15/2025                                                            | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    118000 | PA      | $129564.00    | 0.01%             | 2025-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                                         | EVERBRIDGE INC CONV 0% 03/15/2026                                                             | CUSIP: 29978AAE4<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   5786000 | PA      | $4941468.15   | 0.28%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                                       | DHT HOLDINGS INC                                                                              | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   7895212 | NS      | $79978497.56  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                                | PELOTON INTERACTIVE INC CONV 0% 02/15/2026                                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |  12077000 | PA      | $8538699.62   | 0.49%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                              | APTIV PLC SER A PC 5.5% 06/30/23                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |     85500 | NS      | $10304460.00  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC                                          | ATLAS AIR WORLDWIDE HLDGS INC CONV 1.875% 06/01/2024                                          | CUSIP: 049164BJ4<br>LEI: 549300R0A2TUVCYZB465 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $4806720.00   | 0.28%             | 2024-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0% 05/01/2027                                                                   | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $7097062.50   | 0.41%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                           | SEMTECH CORP CONV 1.625% 11/01/2027 144A                                                      | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2723796.00   | 0.16%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                       | CYTOKINETICS INC CONV 4% 11/15/2026                                                           | CUSIP: 23282WAA8<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $1124550.00   | 0.06%             | 2026-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                                           | INNOVIVA INC CONV 2.125% 03/15/2028 144A                                                      | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160500.00    | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW RELIC INC                                                          | NEW RELIC INC CONV 0.5% 05/01/2023                                                            | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $4349331.00   | 0.25%             | 2023-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 5.375% 08/01/2025                                                           | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    127000 | PA      | $149669.50    | 0.01%             | 2025-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS INC                                    | ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027                                           | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $4325437.50   | 0.25%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 6.926% PC 09/01/2025                                                       | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    494600 | NS      | $24279914.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                           | OMNICELL INC CONV 0.25% 09/15/2025                                                            | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2178379.50   | 0.13%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0.25% 03/01/2025                                                      | CUSIP: 29355AAF4<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    550000 | PA      | $2170575.00   | 0.13%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BIGCOMMERCE HOLDINGS INC                                               | BIGCOMMERCE HOLDINGS INC CONV 0.25% 10/01/2026                                                | CUSIP: 08975PAB4<br>LEI: 549300MOVEFQ78DMPG58 | Long             | DBT              | CORP              | US        |  15796000 | PA      | $11150535.88  | 0.64%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOX INC                                                                | BOX INC CONV 0% 01/15/2026                                                                    | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $4932735.50   | 0.28%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                   | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                       | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11650000 | PA      | $9261851.94   | 0.53%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                 | AGNICO EAGLE MINES LTD                                                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |    161500 | NS      | $8134755.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| VERITONE INC                                                           | VERITONE INC CONV 1.75% 11/15/2026                                                            | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |    334000 | PA      | $213092.00    | 0.01%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                            | SUMMIT HOTEL PROPERTIES INC CONV 1.5% 02/15/2026                                              | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |    187000 | PA      | $170824.50    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                                              | CHEGG INC CONV 0.125% 03/15/2025                                                              | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3209750.00   | 0.19%             | 2025-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                               | EQT CORP CONV 1.75% 05/01/2026                                                                | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $8588190.00   | 0.50%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                               | LYFT INC CONV 1.5% 05/15/2025                                                                 | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    172000 | PA      | $149038.00    | 0.01%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  29987000 | PA      | $19416582.50  | 1.12%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                        | SPOTIFY USA INC CONV 0% 03/15/2026                                                            | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2326545.00   | 0.13%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                               | CERIDIAN HCM HLDG INC CONV 0.25% 03/15/2026                                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    197000 | PA      | $172867.50    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEWY INC                                                              | CHEWY INC 6.5% PC 05/16/2023 144A                                                             | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       250 | NS      | $253872.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0% 03/01/2026                                                         | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    260000 | PA      | $326820.00    | 0.02%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                        | RINGCENTRAL INC CONV 0% 03/01/2025                                                            | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7082000 | PA      | $6055110.00   | 0.35%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                            | ARCELORMITTAL SA LUXEMBOURG 5.5% PC 05/18/2023                                                | CUSIP: 03938L302<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EP               | CORP              | LU        |     96600 | NS      | $6155352.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                               | WINNEBAGO INDUSTRIES INC CONV 1.5% 04/01/2025                                                 | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2489062.50   | 0.14%             | 2025-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                        | T-MOBILE US INC 5.25% PC 06/01/2023 144A                                                      | CUSIP: 901375105<br>LEI: 549300QHIJYOHPACPG31 | Long             | EP               | CORP              | US        |     21250 | NS      | $26103925.00  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                             | NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024                                              | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $5455331.00   | 0.31%             | 2024-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                 | PATRICK INDUSTRIES INC CONV 1% 02/01/2023                                                     | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   4101000 | PA      | $4048736.61   | 0.23%             | 2023-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATERA INC                                                             | NATERA INC CONV 2.25% 05/01/2027                                                              | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1784370.00   | 0.10%             | 2027-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                                 | NEXTGEN HEALTHCARE INC CONV 3.75% 11/15/2027 144A                                             | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5649381.80   | 0.33%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                                         | EVERBRIDGE INC CONV 0.125% 12/15/2024                                                         | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   4904000 | PA      | $4357691.75   | 0.25%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                 | PROGRESS SOFTWARE CORP CONV 1% 04/15/2026                                                     | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4479500.00   | 0.26%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 0.5% 09/15/2023                                                               | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2974000 | PA      | $2855040.00   | 0.16%             | 2023-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                               | SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024                                                 | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $5139420.00   | 0.30%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                              | BLOCK INC CONV 0.125% 03/01/2025                                                              | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143508.75    | 0.01%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                     | REDFIN CORP CONV 0% 10/15/2025                                                                | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $243950.00    | 0.01%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                  | BILL.COM HOLDINGS INC CONV 0% 04/01/2027                                                      | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    212000 | PA      | $168646.00    | 0.01%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                                           | TOPGOLF CALLAWAY BRANDS CORP CONV 2.75% 05/01/2026                                            | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $5016093.75   | 0.29%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.25% 06/15/2028                                                                | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183120.00    | 0.01%             | 2028-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                             | DEXCOM INC CONV 0.25% 11/15/2025                                                              | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   7612000 | PA      | $8247602.00   | 0.48%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP                                             | NEXTERA ENERGY PARTNERS LP CONV 0% 06/15/2024 144A                                            | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208740.00    | 0.01%             | 2024-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 1.875% 12/01/2029 144A                                                     | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |   8780000 | PA      | $9104860.00   | 0.52%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                                    | GUARDANT HEALTH INC CONV 0% 11/15/2027                                                        | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $3530084.14   | 0.20%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                              | HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028 144A                                             | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3736500.00   | 0.22%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARCH RESOURCES INC                                                     | ARCH RESOURCES INC CONV 5.25% 11/15/2025                                                      | CUSIP: 039389AB7<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | DBT              | CORP              | US        |    580000 | PA      | $2481530.00   | 0.14%             | 2025-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                    | AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025                                              | CUSIP: 02557T307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     96600 | NS      | $5077296.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                       | VAIL RESORTS INC CONV 0% 01/01/2026                                                           | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186750.00    | 0.01%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                            | VISTRA CORP T5Y 7%/VAR PERP 144A                                                              | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3345000 | PA      | $2991847.21   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                           | Fidelity Cash Central Fund                                                                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  42668156 | NS      | $42676689.55  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                   | BOOKING HOLDINGS INC CONV 0.75% 05/01/2025                                                    | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $268089.60    | 0.02%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                         | CLOUDFLARE INC CONV 0% 08/15/2026                                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $6737347.50   | 0.39%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                      | MP MATERIALS CORP CONV 0.25% 04/01/2026 144A                                                  | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4414000 | PA      | $4469175.00   | 0.26%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                                            | HUBSPOT INC CONV 0.375% 06/01/2025                                                            | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |   5667000 | PA      | $7185756.00   | 0.41%             | 2025-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                                              | CHEGG INC CONV 0% 09/01/2026                                                                  | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $2853944.45   | 0.16%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORP                                                     | VAREX IMAGING CORP CONV 4% 06/01/2025                                                         | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $228595.18    | 0.01%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.25% 05/01/2025                                                                | CUSIP: 83304AAD8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1777197.50   | 0.10%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                     | NEXTERA ENERGY INC 5.279% PC 03/01/23                                                         | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    252000 | NS      | $12889800.00  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                                                           | INSULET CORP CONV 0.375% 09/01/2026                                                           | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   5772000 | PA      | $8227986.00   | 0.47%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                           | DANAHER CORP SER B 5% PC 04/15/2023                                                           | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |     15650 | NS      | $21984097.96  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL BLOOD THERAPEUTICS INC                                          | GLOBAL BLOOD THERAPEUTICS INC CONV 1.875% 12/15/2028 144A                                     | CUSIP: 37890UAA6<br>LEI: 549300U4G0QKK99GRT15 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $10341870.00  | 0.60%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BABCOCK and WILCOX ENTERPRISES INC                                     | BABCOCK and WILCOX ENTERPRISES INC                                                            | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |   4012446 | NS      | $18296753.76  | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GREENBRIER COMPANIES INC                                               | GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028                                               | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120550.50    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                            | DROPBOX INC CONV 0% 03/01/2026                                                                | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1794743.50   | 0.10%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CERENCE INC                                                            | CERENCE INC CONV 3% 06/01/2025                                                                | CUSIP: 156727AB5<br>LEI: 5493002WL2W5WMS89568 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1040757.11   | 0.06%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                        | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                                                    | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $723125.00    | 0.04%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                                     | COUPA SOFTWARE INC CONV 0.125% 06/15/2025                                                     | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  12264000 | PA      | $11219187.04  | 0.65%             | 2025-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 8X8 INC NEW                                                            | 8X8 INC NEW CONV 0.5% 02/01/2024                                                              | CUSIP: 282914AB6<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |   4969000 | PA      | $4380034.52   | 0.25%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                             | RAPID7 INC CONV 2.25% 05/01/2025                                                              | CUSIP: 753422AD6<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   3728000 | PA      | $3442808.00   | 0.20%             | 2025-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                  | SOUTHWEST AIRLINES CO CONV 1.25% 05/01/2025                                                   | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  13360000 | PA      | $17341280.00  | 1.00%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.125% 10/01/2026                                                               | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   7322000 | PA      | $12143537.00  | 0.70%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                | INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025                                                 | CUSIP: 45765UAB9<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   4484000 | PA      | $6950200.00   | 0.40%             | 2025-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                               | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029 144A                                          | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  13051000 | PA      | $15413231.00  | 0.89%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 2.5% 02/15/2027 144A                                                        | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2510000 | PA      | $1955290.00   | 0.11%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                              | FIVE9 INC CONV 0.5% 06/01/2025                                                                | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   6508000 | PA      | $5915772.00   | 0.34%             | 2025-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                 | ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027 144A                                              | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2016200.00   | 0.12%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                               | ETSY INC CONV 0.125% 09/01/2027                                                               | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4554213.43   | 0.26%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                                             | INSMED INC CONV 1.75% 01/15/2025                                                              | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1838000.00   | 0.11%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                 | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 1% 01/30/2023                                     | CUSIP: 531229AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $2865756.17   | 0.17%             | 2023-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                     | LIBERTY MEDIA CORP CONV 0.5% 12/01/2050 144A                                                  | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1757657.30   | 0.10%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                  | ON SEMICONDUCTOR CORP CONV 1.625% 10/15/2023                                                  | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $10904946.00  | 0.63%             | 2023-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                             | AIRBNB INC CONV 0% 03/15/2026                                                                 | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    209000 | PA      | $175455.50    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                            | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027 144A                                           | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4779390.00   | 0.28%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.75% 08/01/2026                                                                | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $3686150.00   | 0.21%             | 2026-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                          | WOLFSPEED INC CONV 1.75% 05/01/2026                                                           | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   3331000 | PA      | $6708634.00   | 0.39%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLAUKOS CORP                                                           | GLAUKOS CORP CONV 2.75% 06/15/2027                                                            | CUSIP: 377322AB8<br>LEI: 5299004JA1LHE21M6T14 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2575376.25   | 0.15%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                             | DEXCOM INC CONV 0.75% 12/01/2023                                                              | CUSIP: 252131AH0<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   4312000 | PA      | $12196492.00  | 0.70%             | 2023-12-01      | Fixed         | 0.01%                 | 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        |     40056 | NS      | $48788208.00  | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                                                            | CONMED CORP CONV 2.25% 06/15/2027 144A                                                        | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2429010.00   | 0.14%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                               | AES CORP 6.875% PC 02/15/2024                                                                 | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |    122400 | NS      | $12543552.00  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                      | DISH NETWORK CORP CONV 0% 12/15/2025                                                          | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    236000 | PA      | $159512.40    | 0.01%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                      | MARRIOTT VACATIONS WRLDWD CORP CONV 0% 01/15/2026                                             | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206700.00    | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                           | NCL CORP LTD CONV 1.125% 02/15/2027                                                           | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    257000 | PA      | $195124.12    | 0.01%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                                            | BROOKDALE SENIOR LIVING INC CONV 2% 10/15/2026                                                | CUSIP: 112463AC8<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |   5633000 | PA      | $4200105.63   | 0.24%             | 2026-10-15      | Fixed         | 0.02%                 | 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      | $183613.50    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                          | BLACKLINE INC CONV 0.125% 08/01/2024                                                          | CUSIP: 09239BAB5<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   5678000 | PA      | $6345165.00   | 0.37%             | 2024-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                           | Fidelity Securities Lending Cash Central Fund                                                 | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  23279322 | NS      | $23281649.78  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                 | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028 144A                                             | CUSIP: 703343AF0<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $1894786.00   | 0.11%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                                                    | PEABODY ENERGY CORP CONV 3.25% 03/01/2028 144A                                                | CUSIP: 704551AC4<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $6878265.50   | 0.40%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                           | PARSONS CORP CONV 0.25% 08/15/2025                                                            | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   6218000 | PA      | $7399420.00   | 0.43%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                     | ENPHASE ENERGY INC CONV 0% 03/01/2028                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    260000 | PA      | $341852.47    | 0.02%             | 2028-03-01      | Fixed         | 0.00%                 | 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        |    279000 | PA      | $201035.31    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                    | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7348000 | PA      | $3861356.73   | 0.22%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                                        | CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024                                               | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   4989000 | PA      | $5674987.50   | 0.33%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3 INC                                            | MATCH GROUP FINANCECO 3 INC CONV 2% 01/15/2030 144A                                           | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   3607000 | PA      | $3367134.50   | 0.19%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFL CORP LTD                                                           | SFL CORP LTD 7.25% 05/12/2026 144A REGS                                                       | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | DBT              | CORP              | BM        |   2800000 | PA      | $2653000.00   | 0.15%             | 2026-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                           | DOCUSIGN INC CONV 0% 01/15/2024                                                               | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7451257.50   | 0.43%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                               | STEM INC CONV 0.5% 12/01/2028 144A                                                            | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   5764000 | PA      | $4188893.45   | 0.24%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RBC BEARINGS INC                                                       | RBC BEARINGS INC PC 10/15/2024                                                                | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     90500 | NS      | $10407500.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                               | TURNING POINT BRANDS INC CONV 2.5% 07/15/2024                                                 | CUSIP: 90041LAE5<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |  17611000 | PA      | $15581095.91  | 0.90%             | 2024-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                                            | ZSCALER INC CONV 0.125% 07/01/2025                                                            | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   8180000 | PA      | $9325200.00   | 0.54%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                                    | SCORPIO TANKERS INC                                                                           | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    407733 | NS      | $20802537.66  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                                         | KKR and CO INC DEL SER C 6% PC 09/15/2023                                                     | CUSIP: 48251W401<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |     76600 | NS      | $4833460.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                                             | ENVIVA INC                                                                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     59401 | NS      | $3371006.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNRUN INC                                                             | SUNRUN INC CONV 0% 02/01/2026                                                                 | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $1911558.00   | 0.11%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                  | BILL.COM HOLDINGS INC CONV 0% 12/01/2025                                                      | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148750.00    | 0.01%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DESKTOP METAL                                                          | DESKTOP METAL CONV 6% 05/15/2027 144A                                                         | CUSIP: 25058XAC9<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1665000.00   | 0.10%             | 2027-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIUS GLOBAL INFRASTRUCTURE INC                                       | RADIUS GLOBAL INFRASTRUCTURE INC CONV 2.5% 09/15/2026 144A                                    | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |    264000 | PA      | $234515.53    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                         | NRG ENERGY INC CONV 2.75% 06/01/2048                                                          | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $3108558.00   | 0.18%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                                            | WIX.COM LTD CONV 0% 08/15/2025                                                                | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   7538000 | PA      | $6331920.00   | 0.36%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                   | CHART INDUSTRIES INC CONV 1% 11/15/2024 144A                                                  | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     73000 | PA      | $179105.50    | 0.01%             | 2024-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                                            | XOMETRY INC CONV 1% 02/01/2027 144A                                                           | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368500.00   | 0.08%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $628931.99    | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                            | SHOPIFY INC CONV 0.125% 11/01/2025                                                            | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   8080000 | PA      | $6910185.68   | 0.40%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                               | SNAP INC CONV 0.125% 03/01/2028 144A                                                          | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $11230750.00  | 0.65%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                                                        | PEGASYSTEMS INC CONV 0.75% 03/01/2025                                                         | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1258205.00   | 0.07%             | 2025-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP                                         | INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025                                           | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221605.00    | 0.01%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                          | CABLE ONE INC CONV 0% 03/15/2026                                                              | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    262000 | PA      | $199906.00    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERUS BIOSCIENCES INC                                                | COHERUS BIOSCIENCES INC CONV 1.5% 04/15/2026                                                  | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |    205000 | PA      | $139420.50    | 0.01%             | 2026-04-15      | Fixed         | 0.01%                 | 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        |   4200000 | PA      | $3561439.06   | 0.21%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                          | REPLIGEN CORP CONV 0.375% 07/15/2024                                                          | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $4062588.74   | 0.23%             | 2024-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                           | NISOURCE INC 7.75% PC 03/01/2024                                                              | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |      2200 | NS      | $237204.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                    | EXACT SCIENCES CORP CONV 0.375% 03/15/2027                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    258000 | PA      | $197692.50    | 0.01%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SSR MINING INC                                                         | SSR MINING INC CONV 2.5% 04/01/2039                                                           | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | CA        |   4636000 | PA      | $5085692.00   | 0.29%             | 2039-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                         | CLOUDFLARE INC CONV 0.75% 05/15/2025                                                          | CUSIP: 18915MAB3<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2938000 | PA      | $4295552.26   | 0.25%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVENT CORP                                                            | LIVENT CORP CONV 4.125% 07/15/2025                                                            | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $4573428.00   | 0.26%             | 2025-07-15      | Fixed         | 0.04%                 | 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        |   7673000 | PA      | $11747363.00  | 0.68%             | 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      | $5403350.84   | 0.31%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER HOLDINGS INC                                               | UNITI FIBER HOLDINGS INC CONV 4% 06/15/2024 144A                                              | CUSIP: 91325LAA8<br>LEI: 549300GM4ENWVC5GBF11 | Long             | DBT              | CORP              | US        |   3071000 | PA      | $2871385.00   | 0.17%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                            | WAYFAIR INC CONV 0.625% 10/01/2025                                                            | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $1877437.50   | 0.11%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALREAL (THE)                                                         | REALREAL (THE) CONV 1% 03/01/2028                                                             | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $840960.00    | 0.05%             | 2028-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                  | BURLINGTON STORES INC CONV 2.25% 04/15/2025                                                   | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $215887.50    | 0.01%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERINT SYS INC                                                         | VERINT SYS INC CONV 0.25% 04/15/2026                                                          | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1578860.00   | 0.09%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                            | MAGNITE INC CONV 0.25% 03/15/2026                                                             | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $5562673.76   | 0.32%             | 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        |  12843000 | PA      | $13266819.00  | 0.76%             | 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        |    156000 | PA      | $106762.50    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                 | BOSTON SCIENTIFIC CORP SER A PC 5.5% 06/01/2023                                               | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |    120500 | NS      | $13609270.00  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                           | NEWMONT CORP                                                                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     92900 | NS      | $4409963.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC/NEVADA                                                  | DRAFTKINGS INC/NEVADA CONV 0% 03/15/2028                                                      | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  44493000 | PA      | $28386534.00  | 1.64%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                           | WHEATON PRECIOUS METALS CORP                                                                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    218300 | NS      | $8520053.53   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                             | INSMED INC CONV 0.75% 06/01/2028                                                              | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2511396.74   | 0.14%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                             | SPLUNK INC CONV 1.125% 09/15/2025                                                             | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   7367000 | PA      | $6799741.00   | 0.39%             | 2025-09-15      | 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 144A                             | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9614000 | PA      | $9181370.00   | 0.53%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                                             | FASTLY INC CONV 0% 03/15/2026                                                                 | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $8715250.00   | 0.50%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer