NPORT-P
false
0000708191
XXXXXXXX
S000006969
C000074870
C000019022
C000074867
C000074871
C000074869
C000205024
FIDELITY FINANCIAL TRUST
811-03587
0000708191
RVAO6RYC7V8JBRPEEN43
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Convertible Securities Fund
S000006969
BWOHOTQTC2AE7WQFLN26
2020-11-30
2020-02-29
N
1517495936.92
29140373.87
1488355563.05
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
646786.39000000
USD
N
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
PTC THERAPEUTICS INC CONV 1.5% 09/15/2026
69366JAC5
150000.00000000
PA
USD
189570.00000000
0.012736875831
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.01500000
N
N
N
N
Y
PTC THERAPEUTICS INC
PTC THERAPEUTICS INC
USD
XXXX
N
N
N
AEROJET ROCKETDYNE HOLDINGS INC
549300VULNLWHE8QWI76
AEROJET ROCKETDYNE HLDGS INC CONV 2.25% 12/15/2023
007800AB1
2440000.00000000
PA
USD
4701765.95000000
0.315903408212
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.02250000
N
N
N
N
Y
AEROJET ROCKETDYNE HOLDINGS INC
AEROJET ROCKETDYNE HOLDINGS INC
USD
XXXX
N
N
N
DHT HOLDINGS INC
549300SMD6IVZYT74K40
DHT HOLDINGS INC
N/A
3847281.00000000
NS
USD
21352409.55000000
1.434630949760
Long
EC
CORP
MH
N
1
N
N
N
GUIDEWIRE SOFTWARE INC
549300WXSG0J8IXZCK32
GUIDEWIRE SOFTWARE INC CONV 1.25% 03/15/2025
40171VAA8
3550000.00000000
PA
USD
4168864.54000000
0.280098697078
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.01250000
N
N
N
N
Y
GUIDEWIRE SOFTWARE INC
GUIDEWIRE SOFTWARE INC
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2027
595017AF1
11628000.00000000
PA
USD
14989446.66000000
1.007114632560
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.01625000
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY
USD
XXXX
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD
136385101
197620.00000000
NS
USD
5098596.00000000
0.342565723310
Long
EC
CORP
CA
N
1
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP CONV 1.0% 12/01/2020
682189AK1
4115000.00000000
PA
USD
4684716.89000000
0.314757911772
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
0.01000000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
IMPINJ INC
549300M26VGKSMMWWN17
IMPINJ INC CONV 2% 12/15/2026
453204AB5
2320000.00000000
PA
USD
2614507.02000000
0.175664141345
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02000000
N
N
N
N
N
IMPINJ INC
IMPINJ INC
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.125% 10/01/2026 144A
29786AAH9
3750000.00000000
PA
USD
3778125.00000000
0.253845592665
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.00125000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
N/A
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CONV 4.125% 09/01/2022
41068XAB6
600000.00000000
PA
USD
773618.11000000
0.051978044037
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.04125000
N
N
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
USD
XXXX
N
N
N
SEA LTD
529900OM6JLLW44YKI15
SEA LTD CONV 2.25% 07/01/2023
81141RAB6
2651000.00000000
PA
USD
6255824.87000000
0.420317901535
Long
DBT
CORP
KY
N
2
2023-07-01
Fixed
0.02250000
N
N
N
N
Y
SEA LTD
SEA LTD ADR
USD
XXXX
N
N
N
INNOVIVA INC
549300ACOX4QTBES6535
INNOVIVA INC 2.125% 1/15/23
88338TAB0
800000.00000000
PA
USD
797835.06000000
0.053605138436
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02125000
N
N
N
N
N
INNOVIVA INC
INNOVIVA INC
USD
XXXX
N
N
N
TALEND SA
549300CGJZ1TI6ZGS674
TALEND SA CONV 1.75% 09/01/2024 144A
N/A
5850000.00000000
PA
6352782.85000000
0.426832338166
Long
DBT
CORP
FR
N
2
2024-09-01
Fixed
0.01750000
N
N
N
N
N
TALEND SA
TALEND SA
USD
XXXX
N
N
N
INSIGHT ENTERPRISES INC
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025 144A
45765UAA1
3780000.00000000
PA
USD
3898478.81000000
0.261931954083
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.00750000
N
N
N
N
Y
INSIGHT ENTERPRISES INC
INSIGHT ENTERPRISES INC
USD
XXXX
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC CONV 4.75% 07/01/2022
01741RAG7
1570000.00000000
PA
USD
2196902.04000000
0.147605995135
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04750000
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ALLEGHENY TECHNOLOGIES INC
USD
XXXX
N
N
N
LIBERTY LATIN AMERICA LTD
213800YWQHEAX7CAVO83
LIBERTY LATIN AMERICA LTD CONV 2% 07/15/2024 144A
53069QAA7
2250000.00000000
PA
USD
2137500.00000000
0.143614876247
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
0.02000000
N
N
N
N
Y
LIBERTY LATIN AMERICA LTD
LIBERTY LATIN AMERICA LTD CL A
USD
XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENE ZENS 2% CV PFDPAR= $58.25
15189T206
84750.00000000
NS
USD
4783290.00000000
0.321380866155
Long
EP
CORP
US
N
2
N
N
N
ADESTO TECHNOLOGIES CORP
549300J97LXW3AREY415
ADESTO TECHNOLOGIES CORP CONV 4.25% 09/15/2024 144A
00687DAA9
1541000.00000000
PA
USD
1847282.35000000
0.124115661328
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
Y
ADESTO TECHNOLOGIES CORP
ADESTO TECHNOLOGIES CORP
USD
XXXX
N
N
N
PACIRA BIOSCIENCES INC
N/A
PACIRA BIOSCIENCES INC CONV 2.375% 04/01/2022
695127AD2
800000.00000000
PA
USD
822772.34000000
0.055280630544
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02375000
N
N
N
N
Y
PACIRA BIOSCIENCES INC
PACIRA BIOSCIENCES INC
USD
XXXX
N
N
N
IAC FINANCECO 2 INC
549300IPGK4BWL134U96
IAC FINANCECO 2 INC CONV 0.875% 06/15/2026 144A
44932FAA5
3620000.00000000
PA
USD
3702270.69000000
0.248749074610
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00875000
N
N
N
N
N
IAC/INTERACTIVECORP
IAC/INTERACTIVECORP
USD
XXXX
N
N
N
RWT HOLDINGS INC
Z31FN4C0IQMCYFAEUP31
RWT HOLDINGS INC CONV 5.75% 10/01/2025 144A
749772AC3
800000.00000000
PA
USD
826480.00000000
0.055529741717
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
REDWOOD TRUST INC
REDWOOD TRUST INC REIT
USD
XXXX
N
N
N
VISTRA ENERGY CORP
549300KP43CPCUJOOG15
VISTRA ENERGY CORP
92840M102
284044.00000000
NS
USD
5462166.12000000
0.366993362043
Long
EC
CORP
US
N
1
N
N
N
THE BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
PRICELINE.COM .35% 6/15/20
741503AS5
4054000.00000000
PA
USD
5268486.58000000
0.353980373426
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.00350000
N
N
N
N
Y
THE BOOKING HOLDINGS INC
THE BOOKING HOLDINGS INC
USD
XXXX
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC 5% PC 02/01/2023
28414H202
72000.00000000
NS
USD
3628080.00000000
0.243764332265
Long
EP
CORP
US
N
2
N
N
N
ISIS PHARMACEUTICALS INC DEL
N/A
ISIS PHARMACEUTICALS INC DEL 1% 11/15/2021
464337AJ3
5224000.00000000
PA
USD
5560518.64000000
0.373601495371
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.01000000
N
N
N
N
Y
IONIS PHARMACEUTICALS INC
IONIS PHARMACEUTICALS INC
USD
XXXX
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
SCORPIO TANKERS INC
N/A
330927.00000000
NS
USD
6545736.06000000
0.439796525944
Long
EC
CORP
MH
N
1
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RINGCENTRAL INC CONV 0% 03/15/2023
76680RAD9
3695000.00000000
PA
USD
10619194.07000000
0.713485025596
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00000000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC CL A
USD
XXXX
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC CONV 0.75% 07/01/2023
697435AD7
8876000.00000000
PA
USD
9043856.97000000
0.607640888677
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.00750000
N
N
N
N
Y
PALO ALTO NETWORKS INC
PALO ALTO NETWORKS INC
USD
XXXX
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024
803607AB6
4636000.00000000
PA
USD
8194130.00000000
0.550549223816
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01500000
N
N
N
N
Y
SAREPTA THERAPEUTICS INC
SAREPTA THERAPEUTICS INC
USD
XXXX
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
AVAYA HLDGS CORP CONV 2.25% 06/15/2023
05351XAB7
180000.00000000
PA
USD
163558.02000000
0.010989176515
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.02250000
N
N
N
N
Y
AVAYA HOLDINGS CORP
AVAYA HOLDINGS CORP
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP 4.75% PC 04/15/2022
235851300
12900.00000000
NS
USD
14145237.00000000
0.950393666081
Long
EP
CORP
US
N
2
N
N
N
SUPERNUS PHARMACEUTICALS INC
549300GRM36VBKISYJ58
SUPERNUS PHARMACEUTICALS INC CONV 0.625% 04/01/2023
868459AD0
180000.00000000
PA
USD
161861.94000000
0.010875219874
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.00625000
N
N
N
N
Y
SUPERNUS PHARMACEUTICALS INC
SUPERNUS PHARMACEUTICALS INC
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 0.375% 03/01/2028
30063PAC9
6010000.00000000
PA
USD
5832813.06000000
0.391896479900
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00375000
N
N
N
N
N
EXACT SCIENCES CORP
EXACT SCIENCES CORP
USD
XXXX
N
N
N
ALDER BIOPHARMACEUTICALS INC
529900946SFXHRCYLD85
ALDER BIOPHARMACEUTICALS INC CVR RT
N/A
103495.00000000
NS
USD
91075.60000000
0.006119209835
Long
EC
CORP
US
N
3
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0.125% 08/01/2024 144A
09239BAA7
5105000.00000000
PA
USD
5603919.31000000
0.376517510272
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00125000
N
N
N
N
N
BLACKLINE INC
BLACKLINE INC
USD
XXXX
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS HOLDINGS INC CONV 1% 05/15/2024 144A
74346YAE3
4215000.00000000
PA
USD
4226057.63000000
0.283941400490
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.01000000
N
N
N
N
Y
PROS HOLDINGS INC
PROS HLDGS INC
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 1.5% 07/01/2023
98954MAC5
350000.00000000
PA
USD
366380.27000000
0.024616447782
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.01500000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
REPLIGEN CORP CONV 0.375% 07/15/2024
759916AB5
3000000.00000000
PA
USD
3129532.38000000
0.210267792031
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.00375000
N
N
N
N
Y
REPLIGEN CORP
REPLIGEN
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
N/A
LIBERTY MEDIA CV 3.5% 1/15/31
530715AN1
4050000.00000000
PA
USD
3679830.00000000
0.247241324005
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
MOTOROLA SOLUTIONS INC
MOTOROLA SOLUTIONS INC
USD
XXXX
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC SPON ADR
055622104
164900.00000000
NS
USD
5159721.00000000
0.346672604859
Long
EC
CORP
GB
N
1
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC PC 6.125% 03/15/2022
025537127
98800.00000000
NS
USD
5173168.00000000
0.347576085206
Long
EP
CORP
US
N
2
N
N
N
TEEKAY CORP
YHKQM2RIPKZYOZ6RVZ46
TEEKAY CORP CONV 5% 01/15/2023
87900YAE3
180000.00000000
PA
USD
158650.00000000
0.010659415259
Long
DBT
CORP
MH
N
2
2023-01-15
Fixed
0.05000000
N
N
N
N
N
TEEKAY CORP
TEEKAY CORP
USD
XXXX
N
N
N
AIR TRANSPORT SERVICES GROUP INC
5493000F3MSFGIXTQE27
AIR TRANSPORT SVCS GROUP INC CONV 1.125% 10/15/2024
00922RAB1
2560000.00000000
PA
USD
2303407.92000000
0.154761938422
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01125000
N
N
N
N
Y
AIR TRANSPORT SERVICES GROUP INC
AIR TRANSPORT SERVICES GROUP
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC CONV 0.75% 05/15/2022
252131AF4
4021000.00000000
PA
USD
11200998.13000000
0.752575420019
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.00750000
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.5% 12/15/2026 144A
55024UAC3
6700000.00000000
PA
USD
7223154.56000000
0.485311086901
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.00500000
N
N
N
N
N
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
APPLIED OPTOELECTRONICS INC
529900I8U6Q5SYDNLT48
APPLIED OPTOELECTRONICS INC CONV 5% 03/15/2024
03823UAA0
814000.00000000
PA
USD
714285.00000000
0.047991556435
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.05000000
N
N
N
N
N
APPLIED OPTOELECTRONICS INC
APPLIED OPTOELECTRONICS INC
USD
XXXX
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0.125% 03/15/2025 144A
163092AC3
3800000.00000000
PA
USD
3963400.00000000
0.266293894980
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.00125000
N
N
N
N
Y
CHEGG INC
CHEGG INC
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025
00971TAJ0
7045000.00000000
PA
USD
7867670.86000000
0.528615006744
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00125000
N
N
N
N
Y
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
USD
XXXX
N
N
N
CORENERGY INFRASTRUCTURE TR INC
549300RWMFYIPNXWXM78
CORENERGY INFRASTR TR INC CONV 5.875% 08/15/2025 144A
21870UAB2
1230000.00000000
PA
USD
1171713.28000000
0.078725360329
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05875000
N
N
N
N
N
CORENERGY INFRASTRUCTURE TR INC
CORENERGY INFRASTR TR INC
USD
XXXX
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 1.5% 11/01/2022
29978AAA2
872000.00000000
PA
USD
2736597.63000000
0.183867195308
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.01500000
N
N
N
N
Y
EVERBRIDGE INC
EVERBRIDGE INC
USD
XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC DEP SHARE PC 7% SERIES B 09/01/2021
15189T503
5100.00000000
NS
USD
219013.76000000
0.014715150427
Long
EP
CORP
US
N
2
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP CONV 5.5% 09/15/2026
165167CY1
15302000.00000000
PA
USD
4007211.25000000
0.269237496031
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.05500000
N
N
N
N
N
CHESAPEAKE ENERGY CORP
CHESAPEAKE ENERGY CORP
USD
XXXX
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
PERFICIENT INC CONV 2.375% 09/15/2023
71375UAB7
670000.00000000
PA
USD
835625.88000000
0.056144237354
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02375000
N
N
N
N
Y
PERFICIENT INC
PERFICIENT INC
USD
XXXX
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
IQIYI INC CONV 2% 04/01/2025 144A
46267XAC2
171000.00000000
PA
USD
177687.12000000
0.011938485964
Long
DBT
CORP
KY
N
2
2025-04-01
Fixed
0.02000000
N
N
N
N
Y
IQIYI INC
IQIYI INC ADR
USD
XXXX
N
N
N
INVITAE CORP
549300MYI59DZW1WIX92
INVITAE CORP CONV 2% 09/01/2024 144A
46185LAA1
505000.00000000
PA
USD
527911.98000000
0.035469480082
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02000000
N
N
N
N
N
INVITAE CORP
INVITAE CORP
USD
XXXX
N
N
N
SOUTH JERSEY INDUSTRIES INC
549300DJYWYT5VXLFA46
SOUTH JERSEY INDUSTRIES INC 7.25% PC 04/15/2031
838518116
14600.00000000
NS
USD
667724.39000000
0.044863230707
Long
EP
CORP
US
N
2
N
N
N
GCI LIBERTY INC
5493003JDENERRDYFN86
GCI LIBERTY INC 1.75% 09/30/2046 144A
36164VAA5
12201000.00000000
PA
USD
17081400.00000000
1.147669308602
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
0.01750000
N
N
N
N
Y
CHARTER COMMUNICATIONS INC
CHARTER COMMUNICATIONS INC A
USD
XXXX
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
I3 VERTICALS CONV 1% 02/15/2025 144A
44933TAA4
1450000.00000000
PA
USD
1420903.75000000
0.095468030978
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.01000000
N
N
N
N
N
I3 VERTICALS INC
I3 VERTICALS INC CL A
USD
XXXX
N
N
N
INNOVIVA INC
549300ACOX4QTBES6535
INNOVIVA INC CONV 2.5% 08/15/2025
45781MAB7
150000.00000000
PA
USD
159800.85000000
0.010736738852
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.02500000
N
N
N
N
N
INNOVIVA INC
INNOVIVA INC
USD
XXXX
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC PC 6% 4/30/2022
29670G201
24500.00000000
NS
USD
1404390.23000000
0.094358516530
Long
EP
CORP
US
N
2
N
N
N
BOINGO WIRELESS INC
54930058LPWPZZCRMC04
BOINGO WIRELESS INC CONV 1% 10/01/2023
09739CAB8
2350000.00000000
PA
USD
2145051.12000000
0.144122222757
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
0.01000000
N
N
N
N
Y
BOINGO WIRELESS INC
BOINGO WIRELESS INC
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 HLDGS INC CONV 0.75% 06/01/2026 144A
74736LAC3
4410000.00000000
PA
USD
4923467.19000000
0.330799125708
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.00750000
N
N
N
N
Y
Q2 HOLDINGS INC
Q2 HOLDINGS INC
USD
XXXX
N
N
N
CLOVIS ONCOLOGY INC
529900WCUY9ZAHMRV489
CLOVIS ONCOLOGY INC CONV 4.5% 08/01/2024 144A
189464AD2
750000.00000000
PA
USD
900468.75000000
0.060500916068
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
CLOVIS ONCOLOGY INC
CLOVIS ONCOLOGY INC
USD
XXXX
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
WEIBO CORP CONV 1.25% 11/15/2022
948596AC5
149000.00000000
PA
USD
140894.40000000
0.009466447635
Long
DBT
CORP
KY
N
2
2022-11-15
Fixed
0.01250000
N
N
N
N
N
WEIBO CORP
WEIBO CORP SPON ADR
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
ALTERYX INC CONV 0.5% 06/01/2023
02156BAB9
705000.00000000
PA
USD
2219800.21000000
0.149144483019
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.00500000
N
N
N
N
Y
ALTERYX INC
ALTERYX INC CL A
USD
XXXX
N
N
N
REALPAGE INC
5493001RSFZX4122A604
REALPAGE INC CONV 1.5% 11/15/2022
75606NAB5
2800000.00000000
PA
USD
4493598.90000000
0.301917029207
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.01500000
N
N
N
N
Y
REALPAGE INC
REALPAGE INC
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC CONV 2% 02/15/2025 144A
538034AT6
2850000.00000000
PA
USD
2804211.24000000
0.188410035183
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02000000
N
N
N
N
Y
LIVE NATION ENTERTAINMENT INC
LIVE NATION ENTERTAINMENT INC
USD
XXXX
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP CONV 2.625% 02/01/2024
207410AF8
4781000.00000000
PA
USD
5816156.92000000
0.390777383065
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.02625000
N
N
N
N
Y
CONMED CORP
CONMED CORP
USD
XXXX
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO PC SER A 6.125% 5/01/20
075887208
345600.00000000
NS
USD
19685320.01000000
1.322622127313
Long
EP
CORP
US
N
2
N
N
N
THERAVANCE BIOPHARMA INC
5493007VTSXP4Z6MIW52
THERAVANCE BIOPHARMA INC CONV 3.25% 11/01/2023
88339KAA0
170000.00000000
PA
USD
177631.12000000
0.011934723422
Long
DBT
CORP
KY
N
2
2023-11-01
Fixed
0.03250000
N
N
N
N
N
THERAVANCE BIOPHARMA INC
THERAVANCE BIOPHARMA INC
USD
XXXX
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO 7.5% PC PERP A/L PAR=1000
949746804
28180.00000000
NS
USD
42410900.00000000
2.849513990668
Long
EP
CORP
US
N
2
N
N
N
MOMO INC
549300YMGLID32W48529
MOMO INC CONV 1.25% 07/01/2025
60879BAB3
210000.00000000
PA
USD
189625.22000000
0.012740585966
Long
DBT
CORP
KY
N
2
2025-07-01
Fixed
0.01250000
N
N
N
N
N
MOMO INC
MOMO INC ADR
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 5.279% PC 03/01/23
65339F770
325700.00000000
NS
USD
14806875.69000000
0.994848009279
Long
EP
CORP
US
N
1
N
N
N
VEONEER INC
54930082R4LTC7PERT23
VEONEER INC CONV 4% 06/01/2024
92336XAA7
1950000.00000000
PA
USD
1848312.78000000
0.124184894113
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.04000000
N
N
N
N
Y
VEONEER INC
VEONEER INC
USD
XXXX
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
SYNAPTICS INC CONV 0.5% 06/15/2022
87157DAD1
800000.00000000
PA
USD
894906.28000000
0.060127183464
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.00500000
N
N
N
N
Y
SYNAPTICS INC
SYNAPTICS INC
USD
XXXX
N
N
N
INTELSAT SA
529900YI9I36GOXH4729
INTELSAT SA CONV 4.5% 06/15/2025
45790VAB6
1850000.00000000
PA
USD
778706.81000000
0.052319944866
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.04500000
N
N
N
N
Y
INTELSAT SA
INTELSAT SA
USD
XXXX
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC ENERGY INC CONV 1.125% 09/15/2021
69327RAD3
166000.00000000
PA
USD
153264.41000000
0.010297566912
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.01125000
N
N
N
N
Y
PDC ENERGY INC
PDC ENERGY INC
USD
XXXX
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
QUOTIENT TECHNOLOGY INC CONV 1.75% 12/01/2022
749119AB9
710000.00000000
PA
USD
696462.79000000
0.046794113402
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.01750000
N
N
N
N
Y
QUOTIENT TECHNOLOGY INC
QUOTIENT TECHNOLOGY INC
USD
XXXX
N
N
N
SFL CORP LTD
549300RLYYPSB0C7RH77
SHIP FIN INTL LTD CONV 4.875% 05/01/2023
824689AG8
6706000.00000000
PA
USD
6960828.00000000
0.467685825404
Long
DBT
CORP
BM
N
2
2023-05-01
Fixed
0.04875000
N
N
N
N
N
SFL CORP LTD
SFL CORP LTD
USD
XXXX
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC CONV 0.25% 06/01/2023
90138FAB8
4345000.00000000
PA
USD
7309625.44000000
0.491120913676
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.00250000
N
N
N
N
Y
TWILIO INC
TWILIO INC CLASS A
USD
XXXX
N
N
N
INPHI CORP
549300DCMERAAZFGT726
INPHI CORP CONV 1.125% 12/01/2020
45772FAB3
1650000.00000000
PA
USD
3105093.75000000
0.208625803342
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
0.01125000
N
N
N
N
Y
INPHI CORP
INPHI CORP
USD
XXXX
N
N
N
ECHO GLOBAL LOGISTICS INC
N/A
ECHO GLOBAL LOGISTICS INC CONV 2.5% 05/01/2020
27875TAA9
150000.00000000
PA
USD
149459.27000000
0.010041906229
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
0.02500000
N
N
N
N
Y
ECHO GLOBAL LOGISTICS INC
ECHO GLOBAL LOGISTICS INC
USD
XXXX
N
N
N
INTERNATIONAL FLAVS and FRAG INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 6% 09/15/2021 PC
459506309
61400.00000000
NS
USD
2774666.00000000
0.186424942324
Long
EP
CORP
US
N
2
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WRLDWD CORP CONV 1.5% 09/15/2022
57164YAB3
2700000.00000000
PA
USD
2657946.99000000
0.178582796744
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.01500000
N
N
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
MARRIOTT VACATIONS WORLD
USD
XXXX
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI CONSULTING INC CONV 2% 08/15/2023
302941AP4
6011000.00000000
PA
USD
7588319.40000000
0.509845872074
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
N
N
N
N
Y
FTI CONSULTING INC
FTI CONSULTING INC
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 1.125% 09/15/2025
848637AD6
6480000.00000000
PA
USD
7907090.01000000
0.531263510299
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01125000
N
N
N
N
N
SPLUNK INC
SPLUNK INC
USD
XXXX
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
KAMAN CORP CONV 3.25% 05/01/2024
483548AF0
700000.00000000
PA
USD
771722.69000000
0.051850694092
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03250000
N
N
N
N
Y
KAMAN CORP
KAMAN CORP
USD
XXXX
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC CONV 1.75% 9/30/46 144A
530610AD6
4949000.00000000
PA
USD
7382224.25000000
0.495998700396
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
0.01750000
N
N
N
N
N
CHARTER COMMUNICATIONS INC
CHARTER COMMUNICATIONS INC A
USD
XXXX
N
N
N
8X8 INC NEW
254900XWSOC5U1BRW939
8X8 INC NEW CONV 0.5% 02/01/2024
282914AB6
2160000.00000000
PA
USD
2177496.00000000
0.146302137342
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.00500000
N
N
N
N
Y
8X8 INC NEW
8X8 INC
USD
XXXX
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
RAPID7 INC CONV 1.25% 08/01/2023
753422AB0
2145000.00000000
PA
USD
2778413.05000000
0.186676700042
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.01250000
N
N
N
N
Y
RAPID7 INC
RAPID7 INC
USD
XXXX
N
N
N
ALTAIR ENGINEERING INC
549300FJ89HZ6GU9S994
ALTAIR ENGR INC CONV 0.25% 06/01/2024
021369AA1
810000.00000000
PA
USD
824656.81000000
0.055407244778
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.00250000
N
N
N
N
Y
ALTAIR ENGINEERING INC
ALTAIR ENGINEERING INC CL A
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 1.375% 09/01/2026 144A
98954MAF8
815000.00000000
PA
USD
1178768.11000000
0.079199361984
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.01375000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
RETROPHIN INC
N/A
RETROPHIN INC CONV 2.5% 09/15/2025
761299AB2
200000.00000000
PA
USD
161260.00000000
0.010834776581
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02500000
N
N
N
N
Y
RETROPHIN INC
RETROPHIN INC
USD
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SER A 7.25% PC 06/01/2022
25746U133
114300.00000000
NS
USD
11601450.00000000
0.779481078850
Long
EP
CORP
US
N
2
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HUBSPOT INC CONV 0.25% 06/01/2022
443573AB6
3240000.00000000
PA
USD
6168588.34000000
0.414456632080
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00250000
N
N
N
N
Y
HUBSPOT INC
HUBSPOT INC
USD
XXXX
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PC 6.25% 11/01/2022
233331842
127500.00000000
NS
USD
5801250.00000000
0.389775813254
Long
EP
CORP
US
N
1
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI INC CONV 0.25% 09/01/2022
902104AB4
7040000.00000000
PA
USD
6991600.00000000
0.469753342116
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.00250000
N
N
N
N
N
II-VI INC
II-VI INC.
USD
XXXX
N
N
N
CYPRESS SEMI-CONDUCTOR CORP
549300T2071OM26ZSE13
CYPRESS SEMICONDUCTOR CORP CONV 2% 02/01/2023
232806AP4
660000.00000000
PA
USD
794837.99000000
0.053403770559
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02000000
N
N
N
N
Y
CYPRESS SEMI-CONDUCTOR CORP
CYPRESS SEMICONDUCTOR CORP
USD
XXXX
N
N
N
YY INC.
549300N6CHVU5CQZPW24
YY INC CONV 0.75% 06/15/2025 144A
98426TAC0
160000.00000000
PA
USD
146338.74000000
0.009832243291
Long
DBT
CORP
KY
N
2
2025-06-15
Fixed
0.00750000
N
N
N
N
Y
YY INC.
JOYY INC SPONSORED ADR
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC CONV 2.5% 03/15/2023
538034AQ2
1970000.00000000
PA
USD
2254684.70000000
0.151488310721
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02500000
N
N
N
N
Y
LIVE NATION ENTERTAINMENT INC
LIVE NATION ENTERTAINMENT INC
USD
XXXX
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC CONV 1% 11/15/2024 144A
16115QAD2
2500000.00000000
PA
USD
2915302.05000000
0.195874031876
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01000000
N
N
N
N
Y
CHART INDUSTRIES INC
CHART INDUSTRIES INC
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
ALTERYX INC CONV 1% 08/01/2026 144A
02156BAE3
2120000.00000000
PA
USD
2307110.69000000
0.155010721045
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.01000000
N
N
N
N
N
ALTERYX INC
ALTERYX INC CL A
USD
XXXX
N
N
N
THE BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
PRICELINE GROUP INC CONV 0.9% 09/15/2021
741503AX4
5143000.00000000
PA
USD
5521232.83000000
0.370961950697
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00900000
N
N
N
N
Y
THE BOOKING HOLDINGS INC
THE BOOKING HOLDINGS INC
USD
XXXX
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC CONV 1.75% 06/01/2023
925550AE5
550000.00000000
PA
USD
630666.04000000
0.042373345164
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.01750000
N
N
N
N
Y
VIAVI SOLUTIONS INC
VIAVI SOLUTIONS INC
USD
XXXX
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC CONV 1% 02/01/2023
703343AB9
3180000.00000000
PA
USD
3043337.53000000
0.204476511228
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
N
PATRICK INDUSTRIES INC
PATRICK INDUSTRIES INC
USD
XXXX
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO CONV 1.5% 07/01/2021
78454LAM2
150000.00000000
PA
USD
143156.62000000
0.009618442229
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
0.01500000
N
N
N
N
Y
SM ENERGY CO
SM ENERGY CO
USD
XXXX
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC CONV 2.125% 09/01/2026
007903BD8
1203000.00000000
PA
USD
6866235.34000000
0.461330310475
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.02125000
N
N
N
N
Y
ADVANCED MICRO DEVICES INC
ADVANCED MICRO DEVICES INC
USD
XXXX
N
N
N
CLOVIS ONCOLOGY INC
529900WCUY9ZAHMRV489
CLOVIS ONCOLOGY INC CONV 2.5% 09/15/2021
189464AB6
879000.00000000
PA
USD
749105.94000000
0.050331114324
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.02500000
N
N
N
N
N
CLOVIS ONCOLOGY INC
CLOVIS ONCOLOGY INC
USD
XXXX
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 0.125% 12/15/2024 144A
29978AAB0
3200000.00000000
PA
USD
3737090.82000000
0.251088578077
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.00125000
N
N
N
N
Y
EVERBRIDGE INC
EVERBRIDGE INC
USD
XXXX
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC CONV 0.5% 06/15/21
452327AH2
1813000.00000000
PA
USD
2137798.93000000
0.143634960830
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.00500000
N
N
N
N
Y
ILLUMINA INC
ILLUMINA INC
USD
XXXX
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NUVASIVE INC CONV 2.25% 03/15/2021
670704AG0
3250000.00000000
PA
USD
3872119.13000000
0.260160893413
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.02250000
N
N
N
N
Y
NUVASIVE INC
NUVASIVE INC
USD
XXXX
N
N
N
NEW RELIC INC
549300AB8FY2HQILL804
NEW RELIC INC CONV 0.5% 05/01/2023
64829BAB6
800000.00000000
PA
USD
749956.37000000
0.050388253225
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.00500000
N
N
N
N
Y
NEW RELIC INC
NEW RELIC INC
USD
XXXX
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
WORKIVA INC CONV 1.125% 08/15/2026 144A
98139AAA3
3416000.00000000
PA
USD
3141366.41000000
0.211062899752
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01125000
N
N
N
N
Y
WORKIVA INC
WORKIVA INC
USD
XXXX
N
N
N
SAILPOINT TECHNOLOGIES HOLDING INC
529900809B15HNZH5H79
SAILPOINT TECHNOLOGIES HOLDING INC CONV 0.125% 09/15/2024 144A
78781PAA3
8119000.00000000
PA
USD
9106297.68000000
0.611836170473
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.00125000
N
N
N
N
Y
SAILPOINT TECHNOLOGIES HOLDING INC
SAILPOINT TECHNOLOGIES HOLDING INC
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.125% 09/01/2025 144A
679295AC9
8080000.00000000
PA
USD
8145650.00000000
0.547291937640
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.00125000
N
N
N
N
Y
OKTA INC
OKTA INC CL A
USD
XXXX
N
N
N
NATIONAL HEALTH INVESTORS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTORS INC CONV 3.25% 04/01/2021
63633DAE4
900000.00000000
PA
USD
1078336.58000000
0.072451543621
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.03250000
N
N
N
N
Y
NATIONAL HEALTH INVESTORS INC
NATIONAL HEALTH INVESTORS INC
USD
XXXX
N
N
N
RAMBUS INC
2549000211GDCQSLV833
RAMBUS INC CONV 1.375% 02/01/2023
750917AG1
780000.00000000
PA
USD
801915.96000000
0.053879326950
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01375000
N
N
N
N
Y
RAMBUS INC
RAMBUS INC
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.75% 08/01/2026 144A
83304AAA4
7021000.00000000
PA
USD
7136807.32000000
0.479509567282
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.00750000
N
N
N
N
N
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
FIDELITY REVERE STREET TRUST
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
91509192.17500000
NS
USD
91527494.01000000
6.149571801407
Long
STIV
RF
US
N
1
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
BANDWIDTH INC CONV 0.25% 03/01/2026 144A
05988JAA1
2400000.00000000
PA
USD
2338397.83000000
0.157112849110
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00250000
N
N
N
N
N
BANDWIDTH INC
BANDWIDTH INC
USD
XXXX
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC CONV 1.5% 01/15/2025
185899AA9
424000.00000000
PA
USD
399438.83000000
0.026837594450
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.01500000
N
N
N
N
Y
CLEVELAND-CLIFFS INC
CLEVELAND-CLIFFS INC
USD
XXXX
N
N
N
AERIE PHARMACEUTICALS INC
529900SFXHDHUO324R09
AERIE PHARMACEUTICALS INC CONV 1.5% 10/01/2024 144A
00771VAA6
1410000.00000000
PA
USD
1433014.58000000
0.096281736406
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.01500000
N
N
N
N
Y
AERIE PHARMACEUTICALS INC
AERIE PHARMACEUTICALS INC
USD
XXXX
N
N
N
DHT HOLDINGS INC
549300SMD6IVZYT74K40
DHT HOLDINGS INC CONV 4.5% 08/15/2021
23335SAD8
9279000.00000000
PA
USD
10387283.20000000
0.697903340967
Long
DBT
CORP
MH
N
2
2021-08-15
Fixed
0.04500000
N
N
N
N
N
DHT HOLDINGS INC
DHT HOLDINGS INC
USD
XXXX
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC PC 5.375% 5/15/20
854502887
30200.00000000
NS
USD
2971982.00000000
0.199682258311
Long
EP
CORP
US
N
2
N
N
N
GREENBRIER COMPANIES INC
5493001GAGGFR30BP390
GREENBRIER COMPANIES INC CONV 2.875% 02/01/2024
393657AK7
151000.00000000
PA
USD
138942.25000000
0.009335286100
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.02875000
N
N
N
N
Y
GREENBRIER COMPANIES INC
GREENBRIER COMPANIES INC
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
ALTERYX INC CONV 0.5% 08/01/2024 144A
02156BAC7
1762000.00000000
PA
USD
1898803.20000000
0.127577256882
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00500000
N
N
N
N
Y
ALTERYX INC
ALTERYX INC CL A
USD
XXXX
N
N
N
NEVRO CORP
254900SH91I4BOYKUE38
NEVRO CORP CONV 1.75% 06/01/2021
64157FAA1
730000.00000000
PA
USD
1060117.00000000
0.071227401994
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.01750000
N
N
N
N
Y
NEVRO CORP
NEVRO CORPORATION
USD
XXXX
N
N
N
WIX.COM LTD
5493008P6N29Q1AG9464
WIX.COM LTD CONV 0% 07/01/2023
92940WAB5
6206000.00000000
PA
USD
7378791.57000000
0.495768064647
Long
DBT
CORP
IL
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
Y
WIX.COM LTD
WIX.COM LTD
USD
XXXX
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP CONV 1.5% 02/01/2024
958102AP0
3269000.00000000
PA
USD
3200351.00000000
0.215025970907
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01500000
N
N
N
N
N
WESTERN DIGITAL CORP
WESTERN DIGITAL CORP
USD
XXXX
N
N
N
J2 GLOBAL INC
5493008OJYGLHD7MXA18
J2 GLOBAL INC CONV 1.75% 11/01/2026 144A
48123VAD4
5310000.00000000
PA
USD
5245843.78000000
0.352459043405
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
J2 GLOBAL INC
J2 GLOBAL INC
USD
XXXX
N
N
N
ATLASSIAN INC
549300IXZ6QFOQGTMA56
ATLASSIAN INC CONV 0.625% 05/01/2023
04947PAB8
7175000.00000000
PA
USD
13204880.91000000
0.887212789593
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.00625000
N
N
N
N
Y
ATLASSIAN CORP PLC
ATLASSIAN CORP PLC CLS A
USD
XXXX
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
PLURALSIGHT INC CONV 0.375% 03/01/2024
72941BAA4
200000.00000000
PA
USD
179084.81000000
0.012032394304
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00375000
N
N
N
N
Y
PLURALSIGHT INC
PLURALSIGHT INC
USD
XXXX
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
42600.00000000
NS
USD
3651246.00000000
0.245320815176
Long
EC
CORP
US
N
1
N
N
N
OASIS PETE INC NEW
529900FA4V2YNIKZ0M71
OASIS PETE INC NEW CONV 2.625% 09/15/2023
674215AJ7
305000.00000000
PA
USD
183000.00000000
0.012295449054
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02625000
N
N
N
N
Y
OASIS PETE INC NEW
OASIS PETROLEUM INC
USD
XXXX
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
77200.00000000
NS
USD
5339152.00000000
0.358728259063
Long
EC
CORP
US
N
1
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 0.75% 06/15/2024 144A
46333XAE8
800000.00000000
PA
USD
898000.00000000
0.060335045085
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00750000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
WRIGHT MEDICAL GROUP NV
549300JGCCQ1HTDOXU32
WRIGHT MEDICAL GROUP NV CONV 2.25% 11/15/2021
98236JAB4
65000.00000000
PA
USD
93292.49000000
0.006268158786
Long
DBT
CORP
NL
N
2
2021-11-15
Fixed
0.02250000
N
N
N
N
Y
WRIGHT MEDICAL GROUP NV
WRIGHT MEDICAL GROUP NV
USD
XXXX
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
AVANTOR INC SER A 6.25% PC 05/15/2022
05352A209
156800.00000000
NS
USD
8782368.00000000
0.590071903383
Long
EP
CORP
US
N
2
N
N
N
GREAT AJAX CORP
5493004ID2QQWNGDYC18
GREAT AJAX CORP PC 7.25% 4/30/24
38983D409
19800.00000000
NS
USD
523710.00000000
0.035187156416
Long
EP
CORP
US
N
2
N
N
N
JAZZ INVTS I LTD
N/A
JAZZ INVTS I LTD CONV 1.5% 08/15/2024
472145AD3
1200000.00000000
PA
USD
1142779.78000000
0.076781369208
Long
DBT
CORP
BM
N
2
2024-08-15
Fixed
0.01500000
N
N
N
N
Y
JAZZ PHARMACEUTICALS PLC
JAZZ PHARMA PLC
USD
XXXX
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
PROOFPOINT INC CONV 0.25% 08/15/2024 144A
743424AE3
7271000.00000000
PA
USD
7284633.13000000
0.489441724198
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.00250000
N
N
N
N
Y
PROOFPOINT INC
PROOFPOINT INC
USD
XXXX
N
N
N
INTERDIGITAL INC
N/A
INTERDIGITAL INC CONV 2% 06/01/2024 144A
45867GAA9
1460000.00000000
PA
USD
1453790.37000000
0.097677625299
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.02000000
N
N
N
N
Y
INTERDIGITAL INC
INTERDIGITAL INC
USD
XXXX
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC CONV 1.25% 12/15/2023
880770AG7
1970000.00000000
PA
USD
3782857.53000000
0.254163563056
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
TERADYNE INC
TERADYNE INC
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 2% 12/01/2021
98954MAB7
250000.00000000
PA
USD
305267.33000000
0.020510376524
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.02000000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
SS and C TECHNOLOGIES HLDGS INC
529900POY8H7NPPNKK71
SS and C TECHNOLOGIES HOLDINGS INC
78467J100
52000.00000000
NS
USD
2886000.00000000
0.193905278526
Long
EC
CORP
US
N
1
N
N
N
REDFIN CORPORATION
549300HXWD3JEMZU3O57
REDFIN CORP CONV 1.75% 07/15/2023
75737FAA6
270000.00000000
PA
USD
308826.00000000
0.020749477320
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.01750000
N
N
N
N
Y
REDFIN CORPORATION
REDFIN CORP
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.25% 02/15/2023
679295AB1
921000.00000000
PA
USD
2457918.75000000
0.165143250109
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.00250000
N
N
N
N
Y
OKTA INC
OKTA INC CL A
USD
XXXX
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
UNISYS CORP CONV 5.5% 03/01/2021
909214BS6
121000.00000000
PA
USD
200339.94000000
0.013460489211
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.05500000
N
N
N
N
Y
UNISYS CORP
UNISYS CORP NEW
USD
XXXX
N
N
N
ENDEAVOUR MINING CORP
529900R1F0JCJDI3A443
ENDEAVOUR MINING CORP CONV 3% 02/15/2023 144A
29257YAA2
3160000.00000000
PA
USD
3280396.00000000
0.220404054074
Long
DBT
CORP
KY
N
2
2023-02-15
Fixed
0.03000000
N
N
N
N
N
ENDEAVOUR MINING CORP
ENDEAVOUR MINING CORP
CAD
XXXX
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LIVEPERSON INC CONV 0.75% 03/01/2024
538146AA9
15457000.00000000
PA
USD
15830867.27000000
1.063648207660
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00750000
N
N
N
N
Y
LIVEPERSON INC
LIVEPERSON INC
USD
XXXX
N
N
N
NOVELLUS SYSTEMS INC
N/A
NOVELLUS SYSTEMCONV 2.625 5/41
670008AD3
400000.00000000
PA
USD
3675784.24000000
0.246969496486
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
0.02625000
N
N
N
N
Y
LAM RESEARCH CORP
LAM RESEARCH CORP
USD
XXXX
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
FIVE9 INC CONV 0.125% 05/01/2023
338307AB7
2535000.00000000
PA
USD
4659067.60000000
0.313034580960
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.00125000
N
N
N
N
Y
FIVE9 INC
FIVE9 INC
USD
XXXX
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FIREEYE INC CONV 1.625% 06/01/2035
31816QAD3
4090000.00000000
PA
USD
3932535.16000000
0.264220140511
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
0.01625000
N
N
N
N
Y
FIREEYE INC
FIREEYE INC
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
8432000.00000000
PA
USD
7838979.72000000
0.526687299366
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
N
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.125% 06/15/2025 144A
22266LAD8
9611000.00000000
PA
USD
11595966.65000000
0.779112662181
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.00125000
N
N
N
N
Y
COUPA SOFTWARE INC
COUPA SOFTWARE INC
USD
XXXX
N
N
N
IAC FINANCECO INC
N/A
IAC FINANCECO INC .875% 10/01/2022 144A
44931RAA0
3970000.00000000
PA
USD
5788985.56000000
0.388951787040
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.00875000
N
N
N
N
Y
IAC/INTERACTIVECORP
IAC/INTERACTIVECORP
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA CONV 7.25% 05/15/2021 144A
054536AD9
10770000.00000000
PA
USD
10887145.29000000
0.731488198135
Long
DBT
CORP
FR
N
2
2021-05-15
Fixed
0.07250000
N
N
N
Y
N
EQUITABLE HOLDINGS INC
EQUITABLE HOLDINGS INC
USD
XXXX
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC CONV 1.75% 12/15/2020
87305RAD1
1505000.00000000
PA
USD
2080370.18000000
0.139776423836
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.01750000
N
N
N
N
Y
TTM TECHNOLOGIES INC
TTM TECHNOLOGIES INC
USD
XXXX
N
N
N
VANTAGE DRILLING CO
549300T0CP83R2MBMT11
VANTAGE DRILLING COMP CONV 5.5% 07/15/2043
92209XAA1
20000000.00000000
PA
USD
600000.00000000
0.040312947718
Long
DBT
CORP
KY
N
3
2043-07-15
Fixed
0.05500000
Y
Y
N
N
N
VANTAGE DRILLING CO
VANTAGE DRILLING COMP
USD
XXXX
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD SER A 6% PC 5/01/2021
N/A
47300.00000000
NS
USD
668092.73000000
0.044887978826
Long
EP
CORP
BM
N
2
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DOCUSIGN INC CONV 0.5% 09/15/2023
256163AB2
5260000.00000000
PA
USD
7144654.95000000
0.480036835778
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.00500000
N
N
N
N
Y
DOCUSIGN INC
DOCUSIGN INC
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 1% 01/15/2025
30063PAA3
4300000.00000000
PA
USD
5627735.68000000
0.378117690403
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.01000000
N
N
N
N
Y
EXACT SCIENCES CORP
EXACT SCIENCES CORP
USD
XXXX
N
N
N
EXANTAS CAPITAL CORP
549300RUJWPCMY4JFR46
RESOURCE CAPITAL CORP CONV 4.5% 08/15/2022
76120WAC8
502000.00000000
PA
USD
516475.70000000
0.034701096486
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.04500000
N
N
N
N
N
EXANTAS CAPITAL CORP
EXANTAS CAPITAL CORP
USD
XXXX
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
NUTANIX INC CONV 0% 01/15/2023
67059NAB4
3741000.00000000
PA
USD
3505253.96000000
0.235511866050
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.00000000
N
N
N
N
Y
NUTANIX INC
NUTANIX INC CL A
USD
XXXX
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP CONV 3.125% 10/01/2035 144A
30225VAD9
2650000.00000000
PA
USD
2964197.46000000
0.199159228721
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
0.03125000
N
N
N
N
Y
EXTRA SPACE STORAGE INC
EXTRA SPACE STORAGE INC
USD
XXXX
N
N
N
HOPE BANCORP INC
549300UTF4QGMBHIZ219
HOPE BANCORP INC CONV 2% 05/15/2038
43940TAB5
200000.00000000
PA
USD
185637.67000000
0.012472669475
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
0.02000000
N
N
N
N
Y
HOPE BANCORP INC
HOPE BANCORP INC
USD
XXXX
N
N
N
STARWOOD PPTY TR INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC CONV 4.375% 04/01/2023
85571BAH8
1000000.00000000
PA
USD
1009754.10000000
0.067843607069
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
STARWOOD PPTY TR INC
STARWOOD PROPERTY TRUST INC
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027 144A
00971TAK7
3911000.00000000
PA
USD
3898191.48000000
0.261912648884
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
N
N
N
N
Y
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 2.25% 12/01/2048 144A
531229AH5
2985000.00000000
PA
USD
3227806.32000000
0.216870645706
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.02250000
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
LIVE NATION ENTERTAINMENT INC
USD
XXXX
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COLFAX CORP PC 5.75% 01/15/2022
194014205
32400.00000000
NS
USD
4701760.60000000
0.315903048755
Long
EP
CORP
US
N
2
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2025
595017AD6
11567000.00000000
PA
USD
21695267.16000000
1.457666951272
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.01625000
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY
USD
XXXX
N
N
N
COLLEGIUM PHARMACEUTICAL INC
54930049FXZMTLW8D496
COLLEGIUM PHARMACEUTICAL INC CONV 2.625% 02/15/2026
19459JAA2
1684000.00000000
PA
USD
1853452.50000000
0.124530222885
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.02625000
N
N
N
N
Y
COLLEGIUM PHARMACEUTICAL INC
COLLEGIUM PHARMACEUTICAL INC
USD
XXXX
N
N
N
EAGLE BULK SHIPPING INC
549300EC4INNZBWR8W37
EAGLE BULK SHIPPING INC CONV 5% 08/01/2024 144A
269442AA7
160000.00000000
PA
USD
151754.32000000
0.010196106613
Long
DBT
CORP
MH
N
2
2024-08-01
Fixed
0.05000000
N
N
N
N
N
EAGLE BULK SHIPPING INC
EAGLE BULK SHIPPING INC
USD
XXXX
N
N
N
IAC FINANCECO 2 INC
549300IPGK4BWL134U96
IAC FINANCECO 2 INC CONV 2% 01/15/2030
44932KAA4
3470000.00000000
PA
USD
3683123.93000000
0.247462637385
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02000000
N
N
N
N
N
IAC/INTERACTIVECORP
IAC/INTERACTIVECORP
USD
XXXX
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
IQIYI INC CONV 3.75% 12/01/2023
46267XAB4
287000.00000000
PA
USD
335880.12000000
0.022567196195
Long
DBT
CORP
KY
N
2
2023-12-01
Fixed
0.03750000
N
N
N
N
Y
IQIYI INC
IQIYI INC ADR
USD
XXXX
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
WELLPOINT CV 2.75 10/15/42
94973VBG1
1689000.00000000
PA
USD
6082283.84000000
0.408657984086
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
0.02750000
N
N
N
N
Y
ANTHEM INC
ANTHEM INC
USD
XXXX
N
N
N
HALOZYME THERAPEUTICS INC
529900242I3SV9AGM753
HALOZYME THERAPEUTICS INC CONV 1.25% 12/01/2024 144A
40637HAA7
480000.00000000
PA
USD
516288.00000000
0.034688485252
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.01250000
N
N
N
N
N
HALOZYME THERAPEUTICS INC
HALOZYME THERAPEUTICS INC
USD
XXXX
N
N
N
GOLAR LNG LTD
213800C2VSFZG3EZLO34
GOLAR LNG LTD CONV 2.75% 02/15/2022
38046YAB7
2735000.00000000
PA
USD
2398434.65000000
0.161146617753
Long
DBT
CORP
BM
N
2
2022-02-15
Fixed
0.02750000
N
N
N
N
N
GOLAR LNG LTD
GOLAR LNG LTD
USD
XXXX
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MERCADOLIBRE INC CONV 2% 08/15/2028
58733RAD4
2908000.00000000
PA
USD
4665327.69000000
0.313455185428
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.02000000
N
N
N
N
Y
MERCADOLIBRE INC
MERCADOLIBRE INC
USD
XXXX
N
N
N
PINDUODUO INC
5493000573DS7005T657
PINDUODUO INC CONV 0% 10/01/2024 144A
722304AA0
5775000.00000000
PA
USD
6454877.81000000
0.433691919474
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.00000000
N
N
N
N
Y
PINDUODUO INC
PINDUODUO INC ADR
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 1.375% 10/15/2023
531229AB8
9263000.00000000
PA
USD
11428689.40000000
0.767873597124
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01375000
N
N
N
N
Y
LIBERTY MEDIA COR
LIBERTY SIRIUS GROUP-A
USD
XXXX
N
N
N
CALAMP CORP
5493007SIGZIX83TOW07
CALAMP CORP CONV 2% 08/01/2025
128126AD1
189000.00000000
PA
USD
159789.31000000
0.010735963500
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.02000000
N
N
N
N
Y
CALAMP CORP
CALAMP CORP
USD
XXXX
N
N
N
WORLD WRESTLING ENTMT INC
549300WZVLSCS3L4L698
WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023
98156QAB4
4000000.00000000
PA
USD
8000146.08000000
0.537515784441
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.03375000
N
N
N
N
Y
WORLD WRESTLING ENTMT INC
WORLD WRESTLING ENTMT CL A
USD
XXXX
N
N
N
NEXTERA ENERGY PARTNERS LP
5493008F4ZOQFNG3WN54
NEXTERA ENERGY PARTNERS LP CONV 1.5% 09/15/2020 144A
65341BAA4
6400000.00000000
PA
USD
7035796.93000000
0.472722856330
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
0.01500000
N
N
N
N
N
NEXTERA ENERGY PARTNERS LP
NEXTERA ENERGY PARTNERS LP
USD
XXXX
N
N
N
TABULA RASA HEALTHCARE INC
549300K6KY242XRMEF28
TABULA RASA HEALTHCARE INC CONV 1.75% 02/15/2026 144A
873379AB7
820000.00000000
PA
USD
887753.61000000
0.059646608111
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01750000
N
N
N
N
Y
TABULA RASA HEALTHCARE INC
TABULA RASA HEALTHCARE INC
USD
XXXX
N
N
N
YY INC.
549300N6CHVU5CQZPW24
YY INC CONV 1.375% 06/15/2026 144A
98426TAE6
170000.00000000
PA
USD
153721.62000000
0.010328286050
Long
DBT
CORP
KY
N
2
2026-06-15
Fixed
0.01375000
N
N
N
N
Y
YY INC.
JOYY INC SPONSORED ADR
USD
XXXX
N
N
N
FLEXION THERAPEUTICS INC
549300X8HYW1HZKCDG90
FLEXION THERAPEUTICS INC CONV 3.375% 05/01/2024
33938JAB2
1530000.00000000
PA
USD
1482264.00000000
0.099590718562
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03375000
N
N
N
N
Y
FLEXION THERAPEUTICS INC
FLEXION THERAPEUTICS INC
USD
XXXX
N
N
N
SEA LTD
529900OM6JLLW44YKI15
SEA LTD CONV 1% 12/01/2024 144A
81141RAC4
5193000.00000000
PA
USD
6012824.21000000
0.403991113365
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.01000000
N
N
N
N
N
SEA LTD
SEA LTD ADR
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 2.25% 02/15/2037
595017AH7
4413000.00000000
PA
USD
5699861.65000000
0.382963707833
Long
DBT
CORP
US
N
2
2037-02-15
Fixed
0.02250000
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY
USD
XXXX
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC CONV 0% 08/15/2023
452327AK5
2234000.00000000
PA
USD
2304533.64000000
0.154837573575
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.00000000
N
N
N
N
Y
ILLUMINA INC
ILLUMINA INC
USD
XXXX
N
N
N
NICE SYSTEMS INC
254900T6KBE4O3728267
NICE SYSTEMS INC CONV 1.25% 01/15/2024
65366HAB9
4425000.00000000
PA
USD
8888188.41000000
0.597181791143
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.01250000
N
N
N
N
Y
NICE LTD
NICE LTD SPON ADR
USD
XXXX
N
N
N
SMART GLOBAL HOLDINGS INC
529900RDGHQY8XKXPN14
SMART GLOBAL HLDGS INC CONV 2.25% 02/15/2026 144A
83205YAA2
5500000.00000000
PA
USD
5472500.00000000
0.367687677317
Long
DBT
CORP
KY
N
2
2026-02-15
Fixed
0.02250000
N
N
N
N
Y
SMART GLOBAL HOLDINGS INC
SMART GLOBAL HOLDINGS INC
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC 1.5% 10/15/2020
09061GAF8
140000.00000000
PA
USD
152618.56000000
0.010254173383
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
0.01500000
N
N
N
N
Y
BIOMARIN PHARMACEUTICAL INC
BIOMARIN PHARMACEUTICAL INC
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 2.125% 03/31/2048 144A
531229AG7
2830000.00000000
PA
USD
2872450.00000000
0.192994877790
Long
DBT
CORP
US
N
2
2048-03-31
Fixed
0.02125000
N
N
N
N
N
SIRIUS XM HLDGS INC
SIRIUS XM HLDGS INC
USD
XXXX
N
N
N
J2 GLOBAL INC
5493008OJYGLHD7MXA18
J2 GLOBAL INC CONV 3.25% 06/15/2029
48123VAC6
3200000.00000000
PA
USD
4385966.56000000
0.294685401048
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03250000
N
N
N
N
Y
J2 GLOBAL INC
J2 GLOBAL INC
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0% 03/01/2023
29786AAC0
1080000.00000000
PA
USD
1838025.00000000
0.123493676217
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.00000000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA MOTORS INC CONV 1.25% 03/01/2021
88160RAC5
7535000.00000000
PA
USD
14318790.26000000
0.962054405242
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.01250000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
SCORPIO BULKERS INC
549300MHZ4YKRPGBH616
SCORPIO BULKERS INC
N/A
159896.00000000
NS
USD
514865.12000000
0.034592884441
Long
EC
CORP
MH
N
1
N
N
N
PANDORA MEDIA INC
254900NJMDCK4VVX9P20
PANDORA MEDIA INC CONV 1.75% 07/01/2023
698354AD9
843000.00000000
PA
USD
974473.31000000
0.065473152665
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.01750000
N
N
N
N
Y
PANDORA MEDIA INC
PANDORA MEDIA INC
USD
XXXX
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP CONV 0.875% 02/15/2022
34959JAK4
147000.00000000
PA
USD
145632.75000000
0.009784809061
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.00875000
N
N
N
N
N
FORTIVE CORP
FORTIVE CORP
USD
XXXX
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
ISTAR INC CONV 3.125% 09/15/2022
45031UCB5
1700000.00000000
PA
USD
1992080.83000000
0.133844417251
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03125000
N
N
N
N
N
ISTAR INC
ISTAR INC
USD
XXXX
N
N
N
OIL STATES INTERNATIONAL INC
5493004TF4KQJGMYL777
OIL STATES INTL INC CONV 1.5% 02/15/2023
678026AH8
175000.00000000
PA
USD
142843.75000000
0.009597421042
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.01500000
N
N
N
N
N
OIL STATES INTERNATIONAL INC
OIL STATES INTERNATIONAL INC
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC CONV 2.75% 06/01/2048
629377CG5
19877000.00000000
PA
USD
21015162.59000000
1.411971917982
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.02750000
N
N
N
N
Y
NRG ENERGY INC
NRG ENERGY INC
USD
XXXX
N
N
N
HERTZ GLOBAL HOLDINGS INC
549300NBK3K85MH1EX16
HERTZ GLOBAL HOLDINGS INC
42806J106
321477.00000000
NS
USD
4111690.83000000
0.276257295775
Long
EC
CORP
US
N
1
N
N
N
GRANITE CONSTRUCTION INC
549300OM4BWMCIXVCZ39
GRANITE CONSTRUCTION INC CONV 2.75% 11/01/2024 144A
387328AA5
11057000.00000000
PA
USD
10466593.02000000
0.703232028679
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.02750000
N
N
N
N
Y
GRANITE CONSTRUCTION INC
GRANITE CONSTRUCTION INC
USD
XXXX
N
N
N
NEUROCRINE BIOSCIENCES INC
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024
64125CAD1
4740000.00000000
PA
USD
6587882.08000000
0.442628243112
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.02250000
N
N
N
N
Y
NEUROCRINE BIOSCIENCES INC
NEUROCRINE BIOSCIENCES INC
USD
XXXX
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FIREEYE INC CONV 0.875% 06/01/2024
31816QAF8
4850000.00000000
PA
USD
4532542.77000000
0.304533599532
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.00875000
N
N
N
N
Y
FIREEYE INC
FIREEYE INC
USD
XXXX
N
N
N
GANNETTCOINCNEW
549300S74UKH4O12NI89
GANNETT CO INC NEW CONV 4.75% 04/15/2024
36473HAB0
1450000.00000000
PA
USD
1289033.53000000
0.086607902170
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04750000
N
N
N
N
Y
GANNETTCOINCNEW
GANNETT CO INC NEW
USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP CONV 1.625% 10/15/2023
682189AP0
3893000.00000000
PA
USD
4642390.90000000
0.311914102735
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01625000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 4.872% PFD 09/01/2022
65339F796
225000.00000000
NS
USD
11625750.00000000
0.781113753233
Long
EP
CORP
US
N
1
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC
12508E101
64200.00000000
NS
USD
2954484.00000000
0.198506598379
Long
EC
CORP
US
N
1
N
N
N
CYPRESS SEMI-CONDUCTOR CORP
549300T2071OM26ZSE13
CYPRESS SEMICONDUCTOR CORP CONV 4.5% 01/15/2022
232806AM1
1780000.00000000
PA
USD
3071702.92000000
0.206382332035
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.04500000
N
N
N
N
Y
CYPRESS SEMI-CONDUCTOR CORP
CYPRESS SEMICONDUCTOR CORP
USD
XXXX
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC CONV 1% 03/01/2024
925550AB1
500000.00000000
PA
USD
598778.00000000
0.040230843681
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.01000000
N
N
N
N
Y
VIAVI SOLUTIONS INC
VIAVI SOLUTIONS INC
USD
XXXX
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 1.5% 06/15/2026 144A
46333XAG3
800000.00000000
PA
USD
915041.45000000
0.061480030223
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.01500000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 HLDGS INC CV 0.75% 02/15/2023
74736LAB5
2025000.00000000
PA
USD
2881517.67000000
0.193604118635
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.00750000
N
N
N
N
Y
Q2 HOLDINGS INC
Q2 HOLDINGS INC
USD
XXXX
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC CONV 2.375% 03/15/2022
88160RAD3
5990000.00000000
PA
USD
12741891.58000000
0.856105348502
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02375000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
82000.00000000
NS
USD
7393120.00000000
0.496730766729
Long
EC
CORP
US
N
1
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
SILICON LABORATORIES INC CONV 1.375% 03/01/2022
826919AB8
120000.00000000
PA
USD
137515.41000000
0.009239419223
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
0.01375000
N
N
N
N
Y
SILICON LABORATORIES INC
SILICON LABORATORIES INC
USD
XXXX
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC SER D PC 5.25% 11/15/2022
854502846
67700.00000000
NS
USD
6456872.61000000
0.433825946588
Long
EP
CORP
US
N
2
N
N
N
BENEFITFOCUS INC
254900W89KP1OS3RXO89
BENEFITFOCUS INC CONV 1.25% 12/15/2023
08180DAB2
2144000.00000000
PA
USD
1736425.60000000
0.116667390716
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
BENEFITFOCUS INC
BENEFITFOCUS INC
USD
XXXX
N
N
N
FRONTLINE LTD
5493004BCIKYU1YL3H63
FRONTLINE LTD
N/A
1005914.00000000
NS
USD
8238435.66000000
0.553526043408
Long
EC
CORP
BM
N
1
N
N
CYBER-ARK SOFTWARE LTD (ISRAEL)
529900YEXNDM894PWS93
CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024 144A
23248VAA3
3810000.00000000
PA
USD
3788864.44000000
0.254567156804
Long
DBT
CORP
IL
N
2
2024-11-15
Fixed
0.00000000
N
N
N
N
Y
CYBER-ARK SOFTWARE LTD (ISRAEL)
CYBER-ARK SOFTWARE LTD
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.75% 06/15/2024
60937PAB2
1825000.00000000
PA
USD
4186185.00000000
0.281262428409
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00750000
N
N
N
N
Y
MONGODB INC
MONGODB INC CL A
USD
XXXX
N
N
N
NOVAVAX INC
529900J4GJHPEPQ23205
NOVAVAX INC CONV 3.75% 02/01/2023
670002AB0
8115000.00000000
PA
USD
5285332.61000000
0.355112228637
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03750000
N
N
N
N
N
NOVAVAX INC
NOVAVAX INC
USD
XXXX
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECH CV 3.125 5/32
595112AX1
1040000.00000000
PA
USD
5481320.00000000
0.368280277648
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.03125000
N
N
N
N
Y
MICRON TECHNOLOGY INC
MICRON TECHNOLOGY INC
USD
XXXX
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC CONV 0% 06/01/2022
81762PAC6
5739000.00000000
PA
USD
13594981.20000000
0.913422943919
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00000000
N
N
N
N
Y
SERVICENOW INC
SERVICENOW INC
USD
XXXX
N
N
N
GUESS INC
549300QVH3ZK2DW0KP86
GUESS INC CONV 2% 04/15/2024
401617AC9
121000.00000000
PA
USD
115036.14000000
0.007729076495
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.02000000
N
N
N
N
Y
GUESS INC
GUESS INC
USD
XXXX
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD 4.875% CONV PFD PERPPAR=100
N/A
21200.00000000
NS
USD
2083242.23000000
0.139969391838
Long
EP
CORP
BM
N
2
N
N
N
APELLIS PHARMACEUTICALS INC
254900HS0ZFRXXSB9D42
APELLIS PHARMACEUTICALS INC CONV 3.5% 09/15/2026 144A
03753UAA4
1900000.00000000
PA
USD
2286352.19000000
0.153615993836
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03500000
N
N
N
N
N
APELLIS PHARMACEUTICALS INC
APELLIS PHARMACEUTICALS INC
USD
XXXX
N
N
N
INTERCEPT PHARMACEUTICALS INC
N/A
INTERCEPT PHARMACEUTICALS INC CONV 3.25% 07/01/2023
45845PAA6
999000.00000000
PA
USD
949896.89000000
0.063821906107
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.03250000
N
N
N
N
Y
INTERCEPT PHARMACEUTICALS INC
INTERCEPT PHARMACEUTICALS INC
USD
XXXX
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC CONV 2.5% 11/01/2023
48242WAB2
3200000.00000000
PA
USD
3823045.98000000
0.256863754529
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.02500000
N
N
N
N
Y
KBR INC
KBR INC
USD
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LENDINGTREE INC CONV 0.625% 06/01/2022
52603BAA5
2450000.00000000
PA
USD
3563056.58000000
0.239395522713
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00625000
N
N
N
N
Y
LENDINGTREE INC
LENDINGTREE INC
USD
XXXX
N
N
N
BEST INC
529900DFGEHZGJ3B9M87
BEST INC CONV 1.75% 10/01/2024 144A
08653CAA4
157000.00000000
PA
USD
162702.65000000
0.010931705705
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.01750000
N
N
N
N
N
BEST INC
BEST INC UNSPNRD ADR
USD
XXXX
N
N
N
ZYNGA INC
N/A
ZYNGA INC CONV 0.25% 06/01/2024 144A
98986TAA6
2744000.00000000
PA
USD
2983728.98000000
0.200471517295
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.00250000
N
N
N
N
Y
ZYNGA INC
ZYNGA INC
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS CONV 1.0% 12/15/2035
67020YAK6
4305000.00000000
PA
USD
4721240.07000000
0.317211840181
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
0.01000000
N
N
N
N
N
NUANCE COMMUNICATIONS INC
NUANCE COMMUNICATIONS INC
USD
XXXX
N
N
N
BAOZUN INC
549300IF0HZ7T4762633
BAOZUN INC CONV 1.625% 05/01/2024 144A
06684LAA1
181000.00000000
PA
USD
168103.75000000
0.011294596141
Long
DBT
CORP
KY
N
2
2024-05-01
Fixed
0.01625000
N
N
N
N
N
BAOZUN INC
BAOZUN INC SPON AR
USD
XXXX
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC CONV 0.75% 09/15/2021
267475AB7
158000.00000000
PA
USD
148201.29000000
0.009957384759
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00750000
N
N
N
N
Y
DYCOM INDUSTRIES INC
DYCOM INDUSTRIES INC
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR TECHNOLOGY CORP CONV 4.5% 04/15/2024 144A
698884AA1
1630000.00000000
PA
USD
1897124.30000000
0.127464454536
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
Y
PAR TECHNOLOGY CORP
PAR TECHNOLOGY CORP
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 0.5% 09/15/2023
848637AC8
9708000.00000000
PA
USD
11611119.14000000
0.780130731409
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.00500000
N
N
N
N
Y
SPLUNK INC
SPLUNK INC
USD
XXXX
N
N
N
CHANGE HEALTHCARE INC
549300GS1BPJEDOZHM07
CHANGE HEALTHCARE INC 6% PC 06/30/22
15912K209
82800.00000000
NS
USD
4218660.00000000
0.283444366704
Long
EP
CORP
US
N
2
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 2.25% 06/15/22
46333XAD0
750000.00000000
PA
USD
840937.50000000
0.056501115786
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02250000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.375% 01/15/2023
22266LAB2
888000.00000000
PA
USD
2978063.99000000
0.200090896552
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.00375000
N
N
N
N
Y
COUPA SOFTWARE INC
COUPA SOFTWARE INC
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY SER A PC 6% 01/15/21 PFD
816851406
127600.00000000
NS
USD
14374467.93000000
0.965795290242
Long
EP
CORP
US
N
2
N
N
N
CAESARS ENTMT CORP
529900CJT4VQO26ONP04
CAESARS ENTMT CORP CONV 5% 10/01/2024
127686AA1
12982638.00000000
PA
USD
23469671.27000000
1.576886051469
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.05000000
N
N
N
N
N
CAESARS ENTMT CORP
CAESARS ENTMT CORP
USD
XXXX
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
KNOWLES CORP CONV 3.25% 11/01/2021
49926DAB5
1200000.00000000
PA
USD
1354664.83000000
0.091017554113
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
0.03250000
N
N
N
N
Y
KNOWLES CORP
KNOWLES CORP
USD
XXXX
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0.25% 05/15/2023
163092AB5
2550000.00000000
PA
USD
3944850.00000000
0.265047553013
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00250000
N
N
N
N
Y
CHEGG INC
CHEGG INC
USD
XXXX
N
N
N
REVANCE THERAPEUTICS INC
549300N33TFDZHS81H11
REVANCE THERAPEUTICS INC CONV 1.75% 02/15/2027 144A
761330AA7
2750000.00000000
PA
USD
2752263.58000000
0.184919763014
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.01750000
N
N
N
N
N
REVANCE THERAPEUTICS INC
REVANCE THERAPEUTICS INC
USD
XXXX
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR INC CONV 3.25% 10/15/2037
59001KAF7
634000.00000000
PA
USD
660329.13000000
0.044366356157
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
MERITOR INC
MERITOR INC
USD
XXXX
N
N
N
ARBOR RLTY TR INC
549300ASFUWYQO0RW077
ARBOR RLTY TR INC CONV 4.75% 11/01/2022 144A
038923AN8
180000.00000000
PA
USD
173337.30000000
0.011646229187
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04750000
N
N
N
N
N
ARBOR RLTY TR INC
ARBOR REALTY TRUST INC
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 2.25% 09/30/2046
531229AE2
29450000.00000000
PA
USD
15836547.25000000
1.064029835555
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
0.02250000
N
N
N
N
Y
AT and T INC
AT and T INC
USD
XXXX
N
N
N
FIDELITY REVERE STREET TRUST
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
4154059.59100000
NS
USD
4154475.00000000
0.279131889122
Long
STIV
RF
US
N
1
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV .375% 03/15/2027
30063PAB1
6750000.00000000
PA
USD
6932061.27000000
0.465753039266
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.00375000
N
N
N
N
Y
EXACT SCIENCES CORP
EXACT SCIENCES CORP
USD
XXXX
N
N
N
WRIGHT MED GROUP INC
549300DZPB0KY882P769
WRIGHT MED GROUP INC CONV 1.625% 06/15/2023
98235TAG2
215000.00000000
PA
USD
225416.06000000
0.015145309736
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.01625000
N
N
N
N
Y
WRIGHT MEDICAL GROUP NV
WRIGHT MEDICAL GROUP NV
USD
XXXX
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.25% 03/15/2024
55024UAB5
3887000.00000000
PA
USD
5593850.03000000
0.375840973008
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
N
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
SSR MINING INC
549300JD2KR7AB9DYJ38
SSR MINING INC CONV 2.5% 04/01/2039 144A
784730AA1
3335000.00000000
PA
USD
3920709.38000000
0.263425587093
Long
DBT
CORP
CA
N
2
2039-04-01
Fixed
0.02500000
N
N
N
N
N
SSR MINING INC
SSR MINING INC
USD
XXXX
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
EURONET WORLDWIDE INC CONV 0.75% 03/15/2049 144A
298736AJ8
4200000.00000000
PA
USD
4610826.74000000
0.309793362182
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.00750000
N
N
N
N
N
EURONET WORLDWIDE INC
EURONET WORLDWIDE INC
USD
XXXX
N
N
N
UNITI FIBER HOLDINGS INC
549300GM4ENWVC5GBF11
UNITI FIBER HOLDINGS INC CONV 4% 06/15/2024 144A
91325LAA8
250000.00000000
PA
USD
267031.25000000
0.017941361367
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04000000
N
N
N
N
Y
UNITI GROUP INC
UNITI GROUP INC
USD
XXXX
N
N
N
UNITED STATES STEEL CORP NEW
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP NEW CONV 5% 11/01/2026 144A
912909AQ1
2728000.00000000
PA
USD
2518141.64000000
0.169189520469
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05000000
N
N
N
N
Y
UNITED STATES STEEL CORP NEW
UNITED STATES STEEL CORP
USD
XXXX
N
N
N
VONAGE HLDGS CORP
529900W7N0N4WLN1JY21
VONAGE HLDGS CORP CONV 1.75% 06/01/2024 144A
92886TAH5
280000.00000000
PA
USD
265897.16000000
0.017865163849
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.01750000
N
N
N
N
Y
VONAGE HLDGS CORP
VONAGE HOLDINGS CORP
USD
XXXX
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO/ THE
163851108
235500.00000000
NS
USD
3499530.00000000
0.235127283216
Long
EC
CORP
US
N
1
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
ZENDESK INC CONV 0.25% 03/15/2023
98936JAB7
4454000.00000000
PA
USD
6215091.65000000
0.417581107921
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00250000
N
N
N
N
Y
ZENDESK INC
ZENDESK INC
USD
XXXX
N
N
N
PURE STORAGE INC
549300NPDB0BZTK3WO90
PURE STORAGE INC CONV 0.125% 04/15/2023
74624MAB8
130000.00000000
PA
USD
126606.89000000
0.008506494895
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.00125000
N
N
N
N
Y
PURE STORAGE INC
PURE STORAGE INC CL A
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 0.375% 09/01/2022
94419LAB7
110000.00000000
PA
USD
100996.50000000
0.006785777707
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.00375000
N
N
N
N
Y
WAYFAIR INC
WAYFAIR INC
USD
XXXX
N
N
N
INTERCEPT PHARMACEUTICALS INC
N/A
INTERCEPT PHARMACEUTICALS INC CONV 2% 05/15/2026
45845PAB4
724000.00000000
PA
USD
818439.86000000
0.054989538811
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02000000
N
N
N
N
Y
INTERCEPT PHARMACEUTICALS INC
INTERCEPT PHARMACEUTICALS INC
USD
XXXX
N
N
N
INPHI CORP
549300DCMERAAZFGT726
INPHI CORP CONV 0.75% 09/01/2021
45772FAC1
1950000.00000000
PA
USD
2777531.25000000
0.186617453446
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
0.00750000
N
N
N
N
Y
INPHI CORP
INPHI CORP
USD
XXXX
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
PEGASYSTEMS INC CONV 0.75% 03/01/2025 144A
705573AA1
4380000.00000000
PA
USD
4346268.13000000
0.292018133159
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.00750000
N
N
N
N
Y
PEGASYSTEMS INC
PEGASYSTEMS INC
USD
XXXX
N
N
N
VERINT SYS INC
549300KEQJS5FRVUCO94
VERINT SYS INC CONV 1.5% 06/01/2021
92343XAA8
300000.00000000
PA
USD
320127.46000000
0.021508802597
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.01500000
N
N
N
N
Y
VERINT SYS INC
VERINT SYSTEMS INC
USD
XXXX
N
N
N
ENERGIZER HLDGS INC NEW
5493000D6NN0V57UME20
ENERGIZER HLDGS INC PC 7.5% 01/15/2022
29272W208
43600.00000000
NS
USD
4097528.00000000
0.275305720066
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR 1% 01/30/2023
531229AF9
3926000.00000000
PA
USD
4647227.20000000
0.312239045250
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.01000000
N
N
N
N
Y
LIBERTY MEDIA COR
LIBERTY FORMULA ONE-C
USD
XXXX
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK AMER PC 7.25% PERP PAR=1000
060505682
22029.00000000
NS
USD
33351903.80000000
2.240855923678
Long
EP
CORP
US
N
2
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
SCORPIO TANKERS INC CONV 3% 05/15/2022
80918TAB5
3240000.00000000
PA
USD
3105751.77000000
0.208670014551
Long
DBT
CORP
MH
N
2
2022-05-15
Fixed
0.03000000
N
N
N
N
Y
SCORPIO TANKERS INC
SCORPIO TANKERS INC
USD
XXXX
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP SER A PC 5% 7/01/21
34959J207
11990.00000000
NS
USD
10923196.22000000
0.733910396895
Long
EP
CORP
US
N
2
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
TELADOC INC CONV 3% 12/15/2022
87918AAB1
2849000.00000000
PA
USD
8189094.38000000
0.550210889340
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.03000000
N
N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC CONV 2% 05/15/2024
88160RAG6
11908000.00000000
PA
USD
27305772.53000000
1.834626967365
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.02000000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
MESA LABORATORIES INC
549300ZCG738WLX8ZW79
MESA LABORATORIES INC CONV 1.375% 08/15/2025
59064RAA7
1970000.00000000
PA
USD
2113416.00000000
0.141996714526
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.01375000
N
N
N
N
N
MESA LABORATORIES INC
MESA LABORATORIES INC
USD
XXXX
N
N
N
JAZZ INVTS I LTD
N/A
JAZZ INVTS I LTD CONV 1.875% 08/15/2021
472145AB7
690000.00000000
PA
USD
687703.02000000
0.046205559818
Long
DBT
CORP
BM
N
2
2021-08-15
Fixed
0.01875000
N
N
N
N
Y
JAZZ PHARMACEUTICALS PLC
JAZZ PHARMA PLC
USD
XXXX
N
N
N
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
PTC THERAPEUTICS INC CONV 3.0% 08/15/2022
69366JAB7
100000.00000000
PA
USD
121687.50000000
0.008175969709
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03000000
N
N
N
N
Y
PTC THERAPEUTICS INC
PTC THERAPEUTICS INC
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY PC 6.75% 7/15/21
816851505
6700.00000000
NS
USD
747988.00000000
0.050256001896
Long
EP
CORP
US
N
2
N
N
N
CHEFS WHSE INC
549300JYEDC8C547E980
CHEFS WHSE INC CONV 1.875% 12/01/2024 144A
163086AA9
1500000.00000000
PA
USD
1476562.50000000
0.099207644776
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.01875000
N
N
N
N
N
CHEFS WHSE INC
CHEFS WAREHOUSE INC
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 1.125% 11/01/2024
94419LAD3
120000.00000000
PA
USD
103275.00000000
0.006938866126
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.01125000
N
N
N
N
Y
WAYFAIR INC
WAYFAIR INC
USD
XXXX
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NUVASIVE INC CONV 0.375% 03/15/2025 144A
670704AH8
1900000.00000000
PA
USD
1870559.35000000
0.125679602135
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.00375000
N
N
N
N
N
NUVASIVE INC
NUVASIVE INC
USD
XXXX
N
N
N
CREE INC
549300OGU88P3AW3TO93
CREE INC CONV .875% 09/01/2023
225447AB7
2937000.00000000
PA
USD
3085685.63000000
0.207321805797
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.00875000
N
N
N
N
N
CREE INC
CREE INC
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC CONV 0.75% 12/01/2023
252131AH0
7400000.00000000
PA
USD
13109250.29000000
0.880787535952
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.00750000
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC 0.599% 08/01/2024
09061GAH4
190000.00000000
PA
USD
208050.00000000
0.013978514621
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00599000
N
N
N
N
N
BIOMARIN PHARMACEUTICAL INC
BIOMARIN PHARMACEUTICAL INC
USD
XXXX
N
N
N
IH MERGER SUB LLC
N/A
IH MERGER SUB LLC 3.5% 01/15/2022
19625XAB8
1900000.00000000
PA
USD
2456384.54000000
0.165040169229
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.03500000
N
N
N
N
Y
INVITATION HOMES INC
INVITATION HOMES INC
USD
XXXX
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC CONV 0.25% 06/15/2024
90184LAF9
8356000.00000000
PA
USD
8287565.95000000
0.556827021428
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00250000
N
N
N
N
Y
TWITTER INC
TWITTER INC
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.375% 03/01/2022
852234AB9
981000.00000000
PA
USD
3541778.63000000
0.237965894570
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
0.00375000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
TELADOC HEALTH INC CONV 1.375% 05/15/2025
87918AAC9
2711000.00000000
PA
USD
6548837.61000000
0.440004913649
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01375000
N
N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.5% 05/15/2023
852234AD5
7476000.00000000
PA
USD
9677438.96000000
0.650210151408
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00500000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC 1.5% 7/15/20
98138HAD3
1471000.00000000
PA
USD
3118520.00000000
0.209527889532
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
0.01500000
N
N
N
N
Y
WORKDAY INC
WORKDAY INC CL A
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SERIES A PC 8% 09/30/2022
11135F200
24800.00000000
NS
USD
26065718.22000000
1.751309893086
Long
EP
CORP
US
N
2
N
N
N
QTS RLTY TR INC
5493006PA4CJK4OG2J54
QTS RLTY TR INC PC 6.5% PERP
74736A301
13000.00000000
NS
USD
1733451.16000000
0.116467543309
Long
EP
CORP
US
N
2
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY PC 6.75% 08/01/2022
842587602
233500.00000000
NS
USD
11899160.00000000
0.799483691626
Long
EP
CORP
US
N
2
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC CONV 0.25% 10/01/2022
98138HAF8
10137000.00000000
PA
USD
13343163.61000000
0.896503761685
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.00250000
N
N
N
N
Y
WORKDAY INC
WORKDAY INC CL A
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
31748000.00000000
PA
USD
30652933.38000000
2.059516834618
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03375000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.25% 01/15/2026 144A
60937PAC0
3000000.00000000
PA
USD
3161366.13000000
0.212406645863
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.00250000
N
N
N
N
Y
MONGODB INC
MONGODB INC CL A
USD
XXXX
N
N
N
INTEGRA LIFESCIENCES HLDG CORP
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025 144A
457985AL3
4750000.00000000
PA
USD
4651228.55000000
0.312507888939
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00500000
N
N
N
N
Y
INTEGRA LIFESCIENCES HLDG CORP
INTEGRA LIFESCIENCES HLDS CORP
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC CONV 1.25% 04/01/2025
67020YAN0
3783000.00000000
PA
USD
4847157.90000000
0.325672038344
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01250000
N
N
N
N
Y
NUANCE COMMUNICATIONS INC
NUANCE COMMUNICATIONS INC
USD
XXXX
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
INSULET CORP CONV 1.375% 11/15/2024
45784PAH4
3798000.00000000
PA
USD
7820829.37000000
0.525467809182
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01375000
N
N
N
N
Y
INSULET CORP
INSULET CORP
USD
XXXX
N
N
N
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
Y68YJHVB1GU4TAU3C223
ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027 144A
01988PAE8
1700000.00000000
PA
USD
1467312.50000000
0.098586153499
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.00875000
N
N
N
N
Y
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
ALLSCRIPTS HLTHCARE SOLS INC
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 0.75% 09/01/2024 144A
98954MAD3
840000.00000000
PA
USD
1201191.98000000
0.080705982483
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00750000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP PC 6.875% 8/01/20
22822V309
13407.00000000
NS
USD
17084589.18000000
1.147883584013
Long
EP
CORP
US
N
2
N
N
N
2020-03-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer
XXXX