0001752724-22-012407.txt : 20220125
0001752724-22-012407.hdr.sgml : 20220125
20220125143521
ACCESSION NUMBER: 0001752724-22-012407
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220125
PERIOD START: 20211130
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: 22553156
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
0000708191
S000006969
Fidelity Convertible Securities Fund
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
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1
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2051-06-30
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2023-08-15
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USD
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2026-06-15
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LUMENTUM HOLDINGS INC
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55024UAD1
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2026-12-15
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LUMENTUM HOLDINGS INC
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N
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PIONEER NATURAL RESOURCES CO
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723787AP2
5247000.00000000
PA
USD
9048451.50000000
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Long
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2025-05-15
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PIONEER NATURAL RESOURCES CO
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CRACKER BARREL OLD COUNTRY STORE INC
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CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026 144A
22410JAA4
210000.00000000
PA
USD
196612.50000000
0.009028512901
Long
DBT
CORP
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2
2026-06-15
Fixed
0.00625000
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CRACKER BARREL OLD COUNTRY STORE INC
CRACKER BARREL OLD CTRY ST INC
USD
XXXX
N
N
N
BECTON DICKINSON and CO
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BECTON DICKINSON AND CO 6.5% PC 06/01/2023
075887406
253600.00000000
NS
USD
12872736.00000000
0.591120417306
Long
EP
CORP
US
N
2
N
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SABRE CORP
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SABRE CORP SER A PC 6.5% 09/01/2023
78573M203
1900.00000000
NS
USD
194788.00000000
0.008944731240
Long
EP
CORP
US
N
2
N
N
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HEALTH CATALYST INC
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HEALTH CATALYST INC CONV 2.5% 04/15/2025
42225TAB3
947000.00000000
PA
USD
1468797.00000000
0.067447658025
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02500000
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N
Y
HEALTH CATALYST INC
HEALTH CATALYST INC
USD
XXXX
N
N
N
LIVANOVA USA INC
549300NGTE5LS6KMBT20
LIVANOVA USA INC CONV 3% 12/15/2025
538030AB3
4024000.00000000
PA
USD
6051090.00000000
0.277868111795
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.03000000
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LIVANOVA PLC
LIVANOVA PLC
USD
XXXX
N
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NEOGENOMICS INC
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NEOGENOMICS INC CONV 1.25% 05/01/2025
64049MAA8
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USD
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Long
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US
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2025-05-01
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NEOGENOMICS INC
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USD
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PALO ALTO NETWORKS INC
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PALO ALTO NETWORKS INC CONV 0.375% 06/01/2025
697435AF2
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PA
USD
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Long
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CORP
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2025-06-01
Fixed
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PALO ALTO NETWORKS INC
PALO ALTO NETWORKS INC
USD
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MESA LABORATORIES INC
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MESA LABORATORIES INC CONV 1.375% 08/15/2025
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PA
USD
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Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.01375000
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MESA LABORATORIES INC
MESA LABORATORIES INC
USD
XXXX
N
N
N
LIVEPERSON INC
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LIVEPERSON INC CONV 0.75% 03/01/2024
538146AB7
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PA
USD
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Long
DBT
CORP
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N
2
2024-03-01
Fixed
0.00750000
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LIVEPERSON INC
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USD
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REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
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REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026 144A
75606DAN1
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PA
USD
254600.00000000
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Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00250000
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N
N
N
Y
REALOGY HOLDINGS CORP
REALOGY HOLDINGS CORP
USD
XXXX
N
N
N
SEASPAN CORPORATION
5493007Z8Q1H45KT7W98
SEASPAN CORPORATION CONV 3.75% 12/15/2025 144A
81254UAH9
4472000.00000000
PA
USD
5314972.00000000
0.244065322757
Long
DBT
CORP
MH
N
2
2025-12-15
Fixed
0.03750000
N
N
N
N
Y
ATLAS CORP
ATLAS CORP MARSHALL ISLANDS
USD
XXXX
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI CONSULTING INC CONV 2% 08/15/2023
302941AP4
7435000.00000000
PA
USD
11066997.50000000
0.508200290950
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
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N
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N
Y
FTI CONSULTING INC
FTI CONSULTING INC
USD
XXXX
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
UNITY SOFTWARE INC CONV 0% 11/15/2026 144A
91332UAA9
260000.00000000
PA
USD
248040.00000000
0.011390081200
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.00000000
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N
N
N
Y
UNITY SOFTWARE INC
UNITY SOFTWARE INC
USD
XXXX
N
N
N
NOVA LTD
529900B2DSWE5V3SC292
NOVA LTD CONV 0% 10/15/2025
66980MAB2
1215000.00000000
PA
USD
2128248.68000000
0.097729903561
Long
DBT
CORP
IL
N
2
2025-10-15
Fixed
0.00000000
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N
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NOVA LTD
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USD
XXXX
N
N
N
JOHN BEAN TECHNOLOGIES CORP
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES CORP CONV 0.25% 05/15/2026 144A
477839AA2
6178000.00000000
PA
USD
6900826.00000000
0.316888278053
Long
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CORP
US
N
2
2026-05-15
Fixed
0.00250000
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N
N
N
Y
JOHN BEAN TECHNOLOGIES CORP
JOHN BEAN TECHNOLOGIES CORP
USD
XXXX
N
N
N
AIR TRANSPORT SERVICES GROUP INC
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AIR TRANSPORT SVCS GROUP INC CONV 1.125% 10/15/2024
00922RAB1
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PA
USD
2170987.98000000
0.099692506760
Long
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CORP
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2
2024-10-15
Fixed
0.01125000
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N
N
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AIR TRANSPORT SERVICES GROUP INC
AIR TRANSPORT SERVICES GROUP
USD
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WORKDAY INC
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98138HAF8
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PA
USD
17876393.65000000
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Long
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CORP
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2
2022-10-01
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WORKDAY INC
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USD
XXXX
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VIACOMCBS INC
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VIACOMCBS INC SER A PC 5.75% 04/01/2024
92556H305
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NS
USD
3985188.64000000
0.183001218382
Long
EP
CORP
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N
2
N
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RAPID7 INC
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RAPID7 INC CONV 0.25% 03/15/2027 144A
753422AE4
2350000.00000000
PA
USD
3131331.90000000
0.143791826341
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N
2
2027-03-15
Fixed
0.00250000
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RAPID7 INC
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XXXX
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UNDER ARMOUR INC
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UNDER ARMOUR INC CONV 1.5% 06/01/2024
904311AC1
79000.00000000
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USD
165323.93000000
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Long
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CORP
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N
2
2024-06-01
Fixed
0.01500000
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N
N
N
Y
UNDER ARMOUR INC
UNDER ARMOUR INC CL C
USD
XXXX
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N
N
Q2 HOLDINGS INC
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Q2 HLDGS INC CONV 0.75% 06/01/2026
74736LAD1
3503000.00000000
PA
USD
3970650.50000000
0.182333622047
Long
DBT
CORP
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N
2
2026-06-01
Fixed
0.00750000
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N
N
N
Y
Q2 HOLDINGS INC
Q2 HOLDINGS INC
USD
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JETBLUE AIRWAYS CORP
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JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026 144A
477143AN1
10841000.00000000
PA
USD
10201381.00000000
0.468450886728
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
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N
N
N
N
JETBLUE AIRWAYS CORP
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USD
XXXX
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
BLOOM ENERGY CORP CONV 2.5% 08/15/2025
093712AH0
3022000.00000000
PA
USD
5583285.55000000
0.256386372272
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.02500000
N
N
N
N
Y
BLOOM ENERGY CORP
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USD
XXXX
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N
N
ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP
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ALLIANCE RESOURCE OPER L P / ALLIANCE RESOURCE FIN CORP 7.5% 05/01/2025 144A
01879NAA3
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USD
9934425.00000000
0.456192176371
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07500000
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N
N
N
N
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HAEMONETICS CORP MASS
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405024AA8
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USD
218339.79000000
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Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00000000
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N
N
N
Y
HAEMONETICS CORP MASS
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XXXX
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N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
91500.00000000
NS
USD
15124950.00000000
0.694542850544
Long
EC
CORP
US
N
1
N
N
N
ENVISTA HOLDINGS CORPORATION
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ENVISTA HOLDINGS CORPORATION CONV 2.375% 06/01/2025
29415FAB0
6242000.00000000
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USD
12089973.75000000
0.555175708437
Long
DBT
CORP
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N
2
2025-06-01
Fixed
0.02375000
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N
N
N
Y
ENVISTA HOLDINGS CORPORATION
ENVISTA HOLDINGS CORP
USD
XXXX
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N
N
NATIONAL VISION HOLDINGS INC
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NATIONAL VISION HLDGS INC CONV 2.5% 05/15/2025
63845RAB3
2667000.00000000
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USD
4453890.00000000
0.204524144318
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02500000
N
N
N
N
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NATIONAL VISION HOLDINGS INC
NATIONAL VISION HOLDINGS INC
USD
XXXX
N
N
N
WORLD WRESTLING ENTMT INC
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WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023
98156QAB4
3600000.00000000
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USD
7407000.00000000
0.340131960368
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
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N
N
DANAHER CORP
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DANAHER CORP 4.75% PC 04/15/2022
235851300
11100.00000000
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23896080.00000000
1.097316124683
Long
EP
CORP
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N
2
N
N
N
CAMTEK LIMITED
N/A
CAMTEK LIMITED CONV 0% 12/01/2026 144A
13469VAA6
1600000.00000000
PA
USD
1695200.00000000
0.077844160823
Long
DBT
CORP
IL
N
2
2026-12-01
Fixed
0.00000000
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N
N
N
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CAMTEK LIMITED
CAMTEK LIMITED
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XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
9612000.00000000
PA
USD
8975205.00000000
0.412144467579
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
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N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
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N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP CONV 1.25% 09/30/2050 144A
530307AC1
210000.00000000
PA
USD
208110.00000000
0.009556482013
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
0.01250000
N
N
N
N
N
CHARTER COMMUNICATIONS INC
CHARTER COMMUNICATIONS INC A
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2025
595017AD6
2308000.00000000
PA
USD
8515781.44000000
0.391047581377
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
AFFIRM HOLDINGS INC
N/A
AFFIRM HOLDINGS INC CONV 0% 11/15/2026 144A
00827BAA4
270000.00000000
PA
USD
264885.32000000
0.012163624026
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.00000000
N
N
N
N
N
AFFIRM HOLDINGS INC
AFFIRM HOLDINGS INC
USD
XXXX
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RINGCENTRAL INC CONV 0% 03/15/2026
76680RAH0
3323000.00000000
PA
USD
3178449.50000000
0.145955482566
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC CL A
USD
XXXX
N
N
N
REPAY HOLDINGS CORP
N/A
REPAY HOLDINGS CORP CONV 0% 02/01/2026 144A
76029LAA8
277000.00000000
PA
USD
231460.02000000
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Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.00000000
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N
N
N
Y
REPAY HOLDINGS CORP
REPAY HOLDINGS CORP
USD
XXXX
N
N
N
WELLS FARGO and CO
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USD
40526357.56000000
1.860984128998
Long
EP
CORP
US
N
2
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC CONV 3.5% 06/15/2025
01741RAK8
170000.00000000
PA
USD
207060.00000000
0.009508265655
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
Y
ALLEGHENY TECHNOLOGIES INC
ALLEGHENY TECHNOLOGIES INC
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC CONV 1% 12/15/2035
67020YAK6
4005000.00000000
PA
USD
9185288.24000000
0.421791561445
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
0.01000000
N
N
N
N
Y
NUANCE COMMUNICATIONS INC
NUANCE COMMUNICATIONS INC
USD
XXXX
N
N
N
INOTIV INC
549300FH5Z13X0Q5SK81
INOTIV INC CONV 3.25% 10/15/2027 144A
45783QAA8
220000.00000000
PA
USD
300644.26000000
0.013805686718
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.03250000
N
N
N
N
Y
INOTIV INC
INOTIV INC
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC CONV 2% 02/15/2025
538034AU3
247000.00000000
PA
USD
303810.00000000
0.013951058576
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
FUBOTV INC
N/A
FUBOTV INC CONV 3.25% 02/15/2026 144A
35953DAA2
240000.00000000
PA
USD
206448.82000000
0.009480200062
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03250000
N
N
N
N
Y
FUBOTV INC
FUBOTV INC
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 6.219% PC 09/01/23
65339F739
156200.00000000
NS
USD
8470726.00000000
0.388978620241
Long
EP
CORP
US
N
2
N
N
N
FLUOR CORP NEW
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP PC 6.5% PERP
343412508
19400.00000000
NS
USD
23733960.00000000
1.089871519119
Long
EP
CORP
US
N
2
N
N
N
SMART GLOBAL HOLDINGS INC
529900RDGHQY8XKXPN14
SMART GLOBAL HLDGS INC CONV 2.25% 02/15/2026
83205YAB0
200000.00000000
PA
USD
311285.72000000
0.014294346183
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
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD CONV 4.25% 06/15/2023
780153BB7
5400000.00000000
PA
USD
6430193.53000000
0.295276674889
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.04250000
N
N
N
N
Y
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD
USD
XXXX
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC CONV 0.25% 06/15/2024
90184LAF9
28465000.00000000
PA
USD
31062260.74000000
1.426389582689
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
ACCOLADE INC
549300PHKG8J7A22NF08
ACCOLADE INC CONV 0.5% 04/01/2026 144A
00437EAA0
220000.00000000
PA
USD
191846.22000000
0.008809643701
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
N
N
N
N
Y
ACCOLADE INC
ACCOLADE INC
USD
XXXX
N
N
N
UGI CORP NEW
DX6GCWD4Q1JO9CRE5I40
UGI CORP 7.125% 06/01/2024 PFD
902681113
99900.00000000
NS
USD
9575415.00000000
0.439706315012
Long
EP
CORP
US
N
2
N
N
N
AVANTOR INC
N/A
AVANTOR INC SER A 6.25% PC 05/15/2022
05352A209
98200.00000000
NS
USD
11863544.06000000
0.544777980025
Long
EP
CORP
US
N
2
N
N
N
SHIFT4 PAYMENTS INC
N/A
SHIFT4 PAYMENTS INC CONV 0% 12/15/2025 144A
82452JAA7
3280000.00000000
PA
USD
3247962.96000000
0.149147564302
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00000000
N
N
N
N
Y
SHIFT4 PAYMENTS INC
SHIFT4 PAYMENTS INC
USD
XXXX
N
N
N
SOLAREDGE TECHNOLOGIES INC
5493000K6Y58XXPDF853
SOLAREDGE TECHNOLOGIES INC CONV 0% 09/15/2025
83417MAD6
4140000.00000000
PA
USD
5646960.00000000
0.259310324682
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00000000
N
N
N
N
Y
SOLAREDGE TECHNOLOGIES INC
SOLAREDGE TECHNOLOGIES INC
USD
XXXX
N
N
N
GRANITE CONSTRUCTION INC
549300OM4BWMCIXVCZ39
GRANITE CONSTRUCTION INC CONV 2.75% 11/01/2024
387328AB3
6983000.00000000
PA
USD
9459612.01000000
0.434388602307
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
OAK STREET HEALTH INC
2549007CJE6GSEURLA30
OAK STREET HEALTH INC CONV 0% 03/15/2026 144A
67181AAA5
1200000.00000000
PA
USD
948935.63000000
0.043575447022
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
OAK STREET HEALTH INC
OAK STREET HEALTH INC
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 1.125% 11/01/2024
94419LAD3
120000.00000000
PA
USD
263280.00000000
0.012089907185
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
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5.5% PC 08/16/2023
69331C140
185700.00000000
NS
USD
21023508.51000000
0.965406664417
Long
EP
CORP
US
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SER A 7.25% PC 06/01/2022
25746U133
3200.00000000
NS
USD
303584.00000000
0.013940680580
Long
EP
CORP
US
N
2
N
N
N
PLUG POWER INC
549300JPDKRSJ8JSM954
PLUG POWER INC CONV 3.75% 06/01/2025
72919PAD5
1226000.00000000
PA
USD
9703912.60000000
0.445606968527
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03750000
N
N
N
N
Y
PLUG POWER INC
PLUG POWER INC
USD
XXXX
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC CL A
30303M102
52300.00000000
NS
USD
16969258.00000000
0.779234101464
Long
EC
CORP
US
N
1
N
N
N
MANDIANT INC
549300E9D2UJUFLLY524
MANDIANT INC CONV 1.625% 06/01/2035
31816QAD3
4451000.00000000
PA
USD
4443046.55000000
0.204026209404
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
0.01625000
N
N
N
N
Y
MANDIANT INC
MANDIANT INC
USD
XXXX
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP CONV 4.25% 09/01/2026
03674XAM8
5388000.00000000
PA
USD
22370236.34000000
1.027248864619
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04250000
N
N
N
N
Y
ANTERO RESOURCES CORPORATION
ANTERO RES CORP
USD
XXXX
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC CONV 0.75% 07/01/2023
697435AD7
8142000.00000000
PA
USD
16760307.00000000
0.769639000444
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
VARONIS SYS INC
549300SHIVNRRH7STS26
VARONIS SYS INC CONV 1.25% 08/15/2025
922280AB8
1200000.00000000
PA
USD
2153469.05000000
0.098888031533
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.01250000
N
N
N
N
Y
VARONIS SYS INC
VARONIS SYSTEMS INC
USD
XXXX
N
N
N
OPENDOOR TECHNOLOGIES INC
254900KX11YZ4HV5BQ47
OPENDOOR TECHNOLOGIES INC CONV 0.25% 08/15/2026 144A
683712AA1
220000.00000000
PA
USD
234181.59000000
0.010753698297
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.00250000
N
N
N
N
Y
OPENDOOR TECHNOLOGIES INC
OPENDOOR TECHNOLOGIES INC
USD
XXXX
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP CONV 5.75% 04/01/2023
143658BE1
1367000.00000000
PA
USD
2565175.50000000
0.117793731808
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.05750000
N
N
N
N
Y
CARNIVAL CORP
CARNIVAL CORP
USD
XXXX
N
N
N
SUNNOVA ENERGY INTERNATIONAL INC
549300JK1Y1VVC3JU540
SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026 144A
86745KAE4
200000.00000000
PA
USD
248900.00000000
0.011429572692
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.00250000
N
N
N
N
Y
SUNNOVA ENERGY INTERNATIONAL INC
SUNNOVA ENERGY INTERNATIONAL INC
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027
00971TAL5
8289000.00000000
PA
USD
9445315.50000000
0.433732101703
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
DIGITALOCEAN HOLDINGS INC
549300EPISPY3RE3DL21
DIGITALOCEAN HOLDINGS INC CONV 0% 12/01/2026 144A
25402DAA0
259000.00000000
PA
USD
253010.63000000
0.011618334221
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.00000000
N
N
N
N
Y
DIGITALOCEAN HOLDINGS INC
DIGITALOCEAN HOLDINGS INC
USD
XXXX
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC CONV 0.875% 09/01/2023
225447AB7
2686000.00000000
PA
USD
5504985.85000000
0.252790823405
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.00875000
N
N
N
N
Y
WOLFSPEED INC
WOLFSPEED INC
USD
XXXX
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC CONV 0% 02/15/2026 144A
30212PBD6
225000.00000000
PA
USD
241200.00000000
0.011075986072
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.00000000
N
N
N
N
Y
EXPEDIA GROUP INC
EXPEDIA INC
USD
XXXX
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP CONV 2.75% 09/30/2050 144A
530307AA5
210000.00000000
PA
USD
214500.76000000
0.009849947887
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
0.02750000
N
N
N
N
N
CHARTER COMMUNICATIONS INC
CHARTER COMMUNICATIONS INC A
USD
XXXX
N
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI INDUSTRIES CONV 1.125% 05/15/2026
501812AB7
5010000.00000000
PA
USD
5413305.00000000
0.248580807577
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.01125000
N
N
N
N
Y
LCI INDUSTRIES
LCI INDUSTRIES
USD
XXXX
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026 144A
902252AA3
8400000.00000000
PA
USD
9992640.00000000
0.458865428980
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00250000
N
N
N
N
Y
TYLER TECHNOLOGIES INC
TYLER TECHNOLOGIES INC
USD
XXXX
N
N
N
MANDIANT INC
549300E9D2UJUFLLY524
MANDIANT INC CONV 0.875% 06/01/2024
31816QAF8
5743000.00000000
PA
USD
5933236.88000000
0.272456256423
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.00875000
N
N
N
N
Y
MANDIANT INC
MANDIANT INC
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 1% 01/15/2025
30063PAA3
3416000.00000000
PA
USD
4622275.00000000
0.212256440814
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
GUIDEWIRE SOFTWARE INC
549300WXSG0J8IXZCK32
GUIDEWIRE SOFTWARE INC CONV 1.25% 03/15/2025
40171VAA8
2797000.00000000
PA
USD
3335422.50000000
0.153163736139
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
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP CONV 2.625% 02/01/2024
207410AF8
1646000.00000000
PA
USD
2571875.00000000
0.118101375128
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
2U INC
5493008RVTXVR43PYF84
2U INC CONV 2.25% 05/01/2025
90214JAB7
207000.00000000
PA
USD
234634.50000000
0.010774496078
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.02250000
N
N
N
N
Y
2U INC
2U INC
USD
XXXX
N
N
N
SEASPAN CORPORATION
5493007Z8Q1H45KT7W98
SEASPAN CORPORATION 5.5% 08/01/2029 144A
81254UAK2
5500000.00000000
PA
USD
5457100.00000000
0.250591888879
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
0.05500000
N
N
N
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
ZYNGA INC CONV 0.25% 06/01/2024
98986TAB4
3904000.00000000
PA
USD
4094269.25000000
0.188010237110
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
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.25% 11/01/2027
852234AK9
2795000.00000000
PA
USD
3111184.38000000
0.142866645367
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.00250000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.125% 09/01/2025
679295AD7
4852000.00000000
PA
USD
6387658.00000000
0.293323428878
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
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.375% 06/15/2026
679295AF2
7756000.00000000
PA
USD
8996960.00000000
0.413143464582
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00375000
N
N
N
N
Y
OKTA INC
OKTA INC CL A
USD
XXXX
N
N
N
IH MERGER SUB LLC
N/A
IH MERGER SUB LLC CONV 3.5% 01/15/2022
19625XAB8
1900000.00000000
PA
USD
3363009.16000000
0.154430524953
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
CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP
N/A
CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2025 144A
131477AT8
6985000.00000000
PA
USD
7613650.00000000
0.349621398685
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.11000000
N
N
N
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
DROPBOX INC CONV 0% 03/01/2028 144A
26210CAB0
265000.00000000
PA
USD
259037.50000000
0.011895090142
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00000000
N
N
N
N
Y
DROPBOX INC
DROPBOX INC CL A
USD
XXXX
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC CONV 1.25% 12/15/2023
880770AG7
2057000.00000000
PA
USD
9942920.90000000
0.456582310990
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
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV
N/A
45023.00000000
NS
USD
10056337.28000000
0.461790429752
Long
EC
CORP
NL
N
1
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC
12769G100
131183.00000000
NS
USD
11815652.81000000
0.542578797529
Long
EC
CORP
US
N
1
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0% 05/01/2026
852234AJ2
6096000.00000000
PA
USD
6625590.00000000
0.304249347279
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.00000000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 1.375% 10/15/2023
531229AB8
193000.00000000
PA
USD
278923.21000000
0.012808248711
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01375000
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY SIRIUS GROUP-A
USD
XXXX
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD 4.875% CONV PFD PERPPAR=100
N/A
1900.00000000
NS
USD
232104.00000000
0.010658294657
Long
EP
CORP
BM
N
2
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
TELADOC HEALTH INC CONV 1.25% 06/01/2027
87918AAF2
279000.00000000
PA
USD
253655.96000000
0.011647967994
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.01250000
N
N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LIVEPERSON INC CONV 0% 12/15/2026 144A
538146AC5
8684000.00000000
PA
USD
7527897.43000000
0.345683611492
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.00000000
N
N
N
N
Y
LIVEPERSON INC
LIVEPERSON INC
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2027
595017AF1
3427000.00000000
PA
USD
8173114.91000000
0.375312217720
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
KBR INC
254900OFQDXZRKRCV808
KBR INC CONV 2.5% 11/01/2023
48242WAB2
10079000.00000000
PA
USD
17761153.53000000
0.815598213658
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
SOFI TECHNOLOGIES INC
549300SW81JCMVZDDY09
SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A
83406FAA0
6510000.00000000
PA
USD
7049483.70000000
0.323714690221
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.00000000
N
N
N
N
Y
SOFI TECHNOLOGIES INC
SOFI TECHNOLOGIES INC
USD
XXXX
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MICROSTRATEGY INC CONV 0% 02/15/2027 144A
594972AD3
13444000.00000000
PA
USD
10782088.00000000
0.495117149765
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.00000000
N
N
N
N
Y
MICROSTRATEGY INC
MICROSTRATEGY INC CL A
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD CONV 2.875% 11/15/2023
780153BF8
2410000.00000000
PA
USD
2699440.45000000
0.123959223998
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
0.02875000
N
N
N
N
Y
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD
USD
XXXX
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
BANDWIDTH INC CONV 0.25% 03/01/2026
05988JAB9
185000.00000000
PA
USD
194990.00000000
0.008954007148
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00250000
N
N
N
N
Y
BANDWIDTH INC
BANDWIDTH INC
USD
XXXX
N
N
N
ALTAIR ENGINEERING INC
549300FJ89HZ6GU9S994
ALTAIR ENGR INC CONV 0.25% 06/01/2024
021369AA1
3124000.00000000
PA
USD
5144206.42000000
0.236223709217
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
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.25% 03/15/2024
55024UAB5
1601000.00000000
PA
USD
2398498.13000000
0.110139850262
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
Y
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC CONV 1.5% 05/01/2025 144A
875372AA2
9876000.00000000
PA
USD
13169287.20000000
0.604738149317
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
Y
TANDEM DIABETES CARE INC
TANDEM DIABETES CARE INC
USD
XXXX
N
N
N
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
N/A
MACOM TECHNOLOGY SOLN HLDS INC CONV 0.25% 03/15/2026 144A
55405YAA8
3270000.00000000
PA
USD
3666487.50000000
0.168366353590
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00250000
N
N
N
N
Y
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
USD
XXXX
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0% 03/15/2026 144A
09239BAC3
250000.00000000
PA
USD
240000.00000000
0.011020881664
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
BLACKLINE INC
BLACKLINE INC
USD
XXXX
N
N
N
ENDEAVOUR MINING CORP
529900R1F0JCJDI3A443
ENDEAVOUR MINING CORP CONV 3% 02/15/2023 144A
29257YAA2
4560000.00000000
PA
USD
5349336.00000000
0.245643329330
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
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.5% 05/15/2023
852234AD5
1809000.00000000
PA
USD
4836813.75000000
0.222108133215
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
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP CONV 5% 11/01/2026
912909AT5
3290000.00000000
PA
USD
6313510.00000000
0.289918527488
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05000000
N
N
N
N
Y
UNITED STATES STEEL CORP
UNITED STATES STEEL CORP
USD
XXXX
N
N
N
NANOSTRING TECHNOLOGIES INC
549300G4CK0Y3WRDMY89
NANOSTRING TECHNOLOGIES INC CONV 2.625% 03/01/2025
63009RAD1
750000.00000000
PA
USD
883593.75000000
0.040574925659
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02625000
N
N
N
N
Y
NANOSTRING TECHNOLOGIES INC
NANOSTRING TECHNOLOGIES INC
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025
00971TAJ0
5806000.00000000
PA
USD
7410913.62000000
0.340311675130
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
CRYOPORT INC
N/A
CRYOPORT INC CONV 0.75% 12/01/2026 144A
229050AC3
220000.00000000
PA
USD
211316.17000000
0.009703710430
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.00750000
N
N
N
N
Y
CRYOPORT INC
CRYOPORT INC
USD
XXXX
N
N
N
DYNAVAX TECHNOLOGIES CORP
549300T5URIXWDILX594
DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026 144A
268158AC6
200000.00000000
PA
USD
357875.00000000
0.016433741773
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02500000
N
N
N
N
Y
DYNAVAX TECHNOLOGIES CORP
DYNAVAX TECHNOLOGIES CORP
USD
XXXX
N
N
N
NEVRO CORP
254900SH91I4BOYKUE38
NEVRO CORP CONV 2.75% 04/01/2025
64157FAC7
1023000.00000000
PA
USD
1170695.63000000
0.053758741680
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02750000
N
N
N
N
Y
NEVRO CORP
NEVRO CORPORATION
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC CONV 1.25% 04/01/2025
67020YAN0
3024000.00000000
PA
USD
8551727.09000000
0.392698217856
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
DICKS SPORTING GOODS INC
529900SSBV5I4LWSK313
DICKS SPORTING GOODS INC CONV 3.25% 04/15/2025
253393AD4
5196000.00000000
PA
USD
18708847.50000000
0.859116643231
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03250000
N
N
N
N
Y
DICKS SPORTING GOODS INC
DICKS SPORTING GOODS INC
USD
XXXX
N
N
N
VANTAGE DRILLING CO
549300T0CP83R2MBMT11
VANTAGE DRILLING CO CONV 0% 07/15/2043 144A
N/A
20000000.00000000
PA
USD
451356.00000000
0.020726421102
Long
DBT
CORP
KY
N
3
2043-07-15
Fixed
0.00000000
Y
Y
N
N
N
VANTAGE DRILLING CO
VANTAGE DRILLING COMP
USD
XXXX
N
N
N
NOVAVAX INC
529900J4GJHPEPQ23205
NOVAVAX INC CONV 3.75% 02/01/2023
670002AB0
143000.00000000
PA
USD
242563.75000000
0.011138609936
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
GENIUS SPORTS LTD
N/A
GENIUS SPORTS LTD
N/A
401570.00000000
NS
USD
3818930.70000000
0.175366597205
Long
EC
CORP
GG
N
1
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.75% 06/15/2024
60937PAB2
415000.00000000
PA
USD
3030093.06000000
0.139142904360
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
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC CONV 4.75% 11/01/2022
038923AP3
180000.00000000
PA
USD
196537.50000000
0.009025068875
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04750000
N
N
N
N
Y
ARBOR REALTY TRUST INC
ARBOR REALTY TRUST INC
USD
XXXX
N
N
N
PAGERDUTY INC
549300U1SB749EDAGH21
PAGERDUTY INC CONV 1.25% 07/01/2025
69553PAB6
1647000.00000000
PA
USD
1916696.25000000
0.088015343991
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.01250000
N
N
N
N
Y
PAGERDUTY INC
PAGERDUTY INC
USD
XXXX
N
N
N
AMYRIS INC
549300BG17WCUK6EIM58
AMYRIS INC CONV 1.5% 11/15/2026 144A
03236MAH4
5730000.00000000
PA
USD
5472150.00000000
0.251282990000
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.01500000
N
N
N
N
N
AMYRIS INC
AMYRIS INC
USD
XXXX
N
N
N
UPWORK INC
5493004QJ6WWBXVE2S70
UPWORK INC CONV 0.25% 08/15/2026 144A
91688FAA2
220000.00000000
PA
USD
211517.53000000
0.009712956950
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.00250000
N
N
N
N
Y
UPWORK INC
UPWORK INC
USD
XXXX
N
N
N
EVENTBRITE INC
549300N6XBV2B1FAUF55
EVENTBRITE INC CONV 5% 12/01/2025
29975EAB5
589000.00000000
PA
USD
865830.00000000
0.039759208214
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05000000
N
N
N
N
Y
EVENTBRITE INC
EVENTBRITE INC
USD
XXXX
N
N
N
GANNETT MEDIA CORP
549300S74UKH4O12NI89
GANNETT MEDIA CORP CONV 4.75% 04/15/2024
36473HAB0
1450000.00000000
PA
USD
1252789.85000000
0.057528536196
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04750000
N
N
N
N
Y
GANNETT CO INC NEW
GANNETT CO INC
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.375% 06/15/2026
22266LAF3
10464000.00000000
PA
USD
10673280.00000000
0.490120649381
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00375000
N
N
N
N
Y
COUPA SOFTWARE INC
COUPA SOFTWARE INC
USD
XXXX
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC CONV 1.75% 09/30/2046 144A
530610AD6
1748000.00000000
PA
USD
3328192.00000000
0.152831709118
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
NUTANIX INC
549300X7J6E8TKVIXW09
NUTANIX INC CONV 0% 01/15/2023
67059NAB4
351000.00000000
PA
USD
356078.50000000
0.016351245882
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
REALREAL (THE)
549300O00VUGT4H1PE90
REALREAL (THE) CONV 3% 06/15/2025
88339PAB7
4622000.00000000
PA
USD
5516357.00000000
0.253312990482
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03000000
N
N
N
N
Y
REALREAL (THE)
REALREAL INC
USD
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST CONV 1.75% 12/15/2026
70509VAA8
7738000.00000000
PA
USD
8190673.00000000
0.376118491188
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.01750000
N
N
N
N
Y
PEBBLEBROOK HOTEL TRUST
PEBBLEBROOK HOTEL TRUST
USD
XXXX
N
N
N
RAMBUS INC
2549000211GDCQSLV833
RAMBUS INC CONV 1.375% 02/01/2023
750917AG1
180000.00000000
PA
USD
261340.66000000
0.012000852033
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
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 4.872% PFD 09/01/2022
65339F796
447500.00000000
NS
USD
28401160.75000000
1.304190965660
Long
EP
CORP
US
N
2
N
N
N
AVALARA INC
549300Q16CMW239SS315
AVALARA INC CONV 0.25% 08/01/2026 144A
05338GAA4
200000.00000000
PA
USD
190200.00000000
0.008734048719
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.00250000
N
N
N
N
N
AVALARA INC
AVALARA INC
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 1.125% 06/15/2027
848637AF1
197000.00000000
PA
USD
186288.13000000
0.008554414317
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.01125000
N
N
N
N
Y
SPLUNK INC
SPLUNK INC
USD
XXXX
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP CONV 1% 09/01/2025
596278AB7
2180000.00000000
PA
USD
3147920.00000000
0.144553557538
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.01000000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING INC CONV 2.75% 05/15/2026
707569AU3
1959000.00000000
PA
USD
4586606.70000000
0.210618540341
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02750000
N
N
N
N
Y
PENN NATIONAL GAMING INC
PENN NATIONAL GAMING
USD
XXXX
N
N
N
ALDER BIOPHARMACEUTICALS INC
529900946SFXHRCYLD85
ALDER BIOPHARMACEUTICALS INC CVR RT
N/A
103495.00000000
NS
USD
91075.60000000
0.004182222542
Long
EC
CORP
US
N
3
N
N
N
GRIZZLY MERGER SUB 1 LLC
N/A
GRIZZLY MERGER SUB 1 LLC CONV 1.75% 09/30/2046 144A
36164VAA5
4323000.00000000
PA
USD
7554442.50000000
0.346902570138
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
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC PC 6% 4/30/2022
29670G201
24500.00000000
NS
USD
1416835.00000000
0.065061545304
Long
EP
CORP
US
N
2
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
WORKIVA INC CONV 1.125% 08/15/2026
98139AAB1
943000.00000000
PA
USD
1758105.63000000
0.080732808757
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
NOVOCURE LTD
213800YPP55UMHWA4826
NOVOCURE LTD CONV 0% 11/01/2025
67011XAB9
200000.00000000
PA
USD
198657.32000000
0.009122411731
Long
DBT
CORP
JE
N
2
2025-11-01
Fixed
0.00000000
N
N
N
N
Y
NOVOCURE LTD
NOVOCURE LTD
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.25% 01/15/2026
60937PAD8
3736000.00000000
PA
USD
8977423.44000000
0.412246339099
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
AMERICAN AIRLS GROUP INC
N/A
AMERICAN AIRLS GROUP INC CONV 6.5% 07/01/2025
02376RAF9
2775000.00000000
PA
USD
3803137.50000000
0.174641368087
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06500000
N
N
N
N
Y
AMERICAN AIRLS GROUP INC
AMERICAN AIRLINES GROUP INC
USD
XXXX
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
DATADOG INC CONV 0.125% 06/15/2025
23804LAB9
2599000.00000000
PA
USD
5213074.20000000
0.239386141108
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.00125000
N
N
N
N
Y
DATADOG INC
DATADOG INC CL A
USD
XXXX
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 0% 03/15/2026 144A
29978AAD6
9000000.00000000
PA
USD
8550000.00000000
0.392618909295
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
EVERBRIDGE INC
EVERBRIDGE INC
USD
XXXX
N
N
N
DHT HOLDINGS INC
549300SMD6IVZYT74K40
DHT HOLDINGS INC
N/A
7617812.00000000
NS
USD
42278856.60000000
1.941459481235
Long
EC
CORP
MH
N
1
N
N
FISKER INC
549300UUN5RWU44MBX79
FISKER INC CONV 2.5% 09/15/2026 144A
33813JAA4
200000.00000000
PA
USD
252455.84000000
0.011592858075
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.02500000
N
N
N
N
N
FISKER INC
FISKER INC
USD
XXXX
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE INC CONV 0% 02/15/2026 144A
70614WAA8
12194000.00000000
PA
USD
10151505.00000000
0.466160563837
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.00000000
N
N
N
N
Y
PELOTON INTERACTIVE INC
PELOTON INTERACTIVE INC CL A
USD
XXXX
N
N
N
APTIV PLC
N/A
APTIV PLC SER A PC 5.5% 06/30/23
N/A
80100.00000000
NS
USD
14325569.73000000
0.657835036541
Long
EP
CORP
JE
N
2
N
N
N
ATLAS AIR WORLDWIDE HLDGS INC
549300R0A2TUVCYZB465
ATLAS AIR WORLDWIDE HLDGS INC CONV 1.875% 06/01/2024
049164BJ4
2880000.00000000
PA
USD
4442400.00000000
0.203996519608
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.01875000
N
N
N
N
Y
ATLAS AIR WORLDWIDE HLDGS INC
ATLAS AIR WORLDWIDE HLDGS WI
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0% 05/01/2027 144A
83304AAE6
5175000.00000000
PA
USD
4999348.60000000
0.229571788832
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.00000000
N
N
N
N
N
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
CYTOKINETICS INC
549300BE5DY1HW7IHA64
CYTOKINETICS INC CONV 4% 11/15/2026
23282WAA8
270000.00000000
PA
USD
1046600.23000000
0.048060238686
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.04000000
N
N
N
N
Y
CYTOKINETICS INC
CYTOKINETICS INC
USD
XXXX
N
N
N
FIVERR INTERNATIONAL LTD
549300Z8OREY6THCPF67
FIVERR INTERNATIONAL LTD CONV 0% 11/01/2025
33835LAA3
2250000.00000000
PA
USD
2266875.00000000
0.104095671346
Long
DBT
CORP
IL
N
2
2025-11-01
Fixed
0.00000000
N
N
N
N
Y
FIVERR INTERNATIONAL LTD
FIVERR INTERNATIONAL LTD
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 2.25% 02/15/2037
595017AH7
3808000.00000000
PA
USD
9486680.00000000
0.435631573618
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
DYE and DURHAM LTD
N/A
DYE and DURHAM LTD CONV 3.75% 03/01/2026 144A
267488AA2
257000.00000000
PA
195146.58000000
0.008961197355
Long
DBT
CORP
CA
N
3
2026-03-01
Fixed
0.03750000
N
N
N
N
N
DYE and DURHAM LTD
DYE and DURHAM LTD
CAD
XXXX
N
N
N
BRIDGEBIO PHARMA INC
54930028YG89VTY2J114
BRIDGEBIO PHARMA INC CONV 2.5% 03/15/2027
10806XAB8
1400000.00000000
PA
USD
1743875.00000000
0.080079333385
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02500000
N
N
N
N
Y
BRIDGEBIO PHARMA INC
BRIDGEBIO PHARMA INC
USD
XXXX
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD CONV 5.375% 08/01/2025
62886HAX9
2450000.00000000
PA
USD
3319505.00000000
0.152432799123
Long
DBT
CORP
BM
N
2
2025-08-01
Fixed
0.05375000
N
N
N
N
N
NORWEGIAN CRUISE LINE HLDGS LTD
NORWEGIAN CRUISE LINE HLDGS LTD
USD
XXXX
N
N
N
FARFETCH LTD
549300QFQ74Z0F96NS78
FARFETCH LTD CONV 3.75% 05/01/2027
30744WAD9
1324000.00000000
PA
USD
3054212.49000000
0.140250476793
Long
DBT
CORP
KY
N
2
2027-05-01
Fixed
0.03750000
N
N
N
N
N
FARFETCH LTD
FARFETCH LTD CL A
USD
XXXX
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304101
63611.00000000
NS
USD
3728240.71000000
0.171202082006
Long
EC
CORP
US
N
1
N
N
N
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
Y68YJHVB1GU4TAU3C223
ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027
01988PAF5
900000.00000000
PA
USD
1227433.22000000
0.056364151119
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
AMERICAN EAGLE OUTFITTERS INC
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS INC CONV 3.75% 04/15/2025
02553EAB2
1081000.00000000
PA
USD
3326020.80000000
0.152732006876
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03750000
N
N
N
N
Y
AMERICAN EAGLE OUTFITTERS INC
AMERICAN EAGLE OUTFITTERS INC
USD
XXXX
N
N
N
OMNICELL INC
5493008RH0GTKHHPZI77
OMNICELL INC CONV 0.25% 09/15/2025
68213NAD1
2491000.00000000
PA
USD
4617691.25000000
0.212045953454
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00250000
N
N
N
N
Y
OMNICELL INC
OMNICELL INC
USD
XXXX
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC CONV 0.25% 03/01/2025 144A
29355AAE7
1850000.00000000
PA
USD
5734278.54000000
0.263320021751
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.00250000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
BIGCOMMERCE HOLDINGS INC
549300MOVEFQ78DMPG58
BIGCOMMERCE HOLDINGS INC CONV 0.25% 10/01/2026 144A
08975PAA6
1580000.00000000
PA
USD
1556300.00000000
0.071465825559
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.00250000
N
N
N
N
Y
BIGCOMMERCE HOLDINGS INC
BIGCOMMERCE HOLDINGS INC
USD
XXXX
N
N
N
BOX INC
549300KQUCPD8687YS68
BOX INC CONV 0% 01/15/2026 144A
10316TAA2
7633000.00000000
PA
USD
8586397.96000000
0.394290316004
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.00000000
N
N
N
N
Y
BOX INC
BOX INC CL A
USD
XXXX
N
N
N
VERITONE INC
549300XTAS2FCSL4EL89
VERITONE INC CONV 1.75% 11/15/2026 144A
92347MAA8
2280000.00000000
PA
USD
2301375.00000000
0.105679923085
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.01750000
N
N
N
N
Y
VERITONE INC
VERITONE INC
USD
XXXX
N
N
N
SUMMIT HOTEL PROPERTIES INC
254900OBQWJK6X20LS71
SUMMIT HOTEL PROPERTIES INC CONV 1.5% 02/15/2026
866082AA8
7966000.00000000
PA
USD
7983085.56000000
0.366586005307
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01500000
N
N
N
N
N
SUMMIT HOTEL PROPERTIES INC
SUMMIT HOTEL PROPERTIES INC
USD
XXXX
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP CONV 1.75% 05/01/2026
26884LAK5
3466000.00000000
PA
USD
5290849.00000000
0.242957586389
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
EQT CORP
EQT CORPORATION
USD
XXXX
N
N
N
LYFT INC
549300H7I5VN334XVZ52
LYFT INC CONV 1.5% 05/15/2025
55087PAB0
2950000.00000000
PA
USD
3770100.00000000
0.173124274846
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01500000
N
N
N
N
Y
LYFT INC
LYFT INC
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
18597000.00000000
PA
USD
17141822.32000000
0.787158313756
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
SPOTIFY USA INC
N/A
SPOTIFY USA INC CONV 0% 03/15/2026 144A
84921RAA8
2910000.00000000
PA
USD
2646645.00000000
0.121534838969
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
SPOTIFY TECHNOLOGY SA
SPOTIFY TECHNOLOGY SA
USD
XXXX
N
N
N
CERIDIAN HCM HOLDING INC
549300T64GVCHFJ8L449
CERIDIAN HCM HLDG INC CONV 0.25% 03/15/2026 144A
15677JAC2
9097000.00000000
PA
USD
9806566.00000000
0.450320847585
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00250000
N
N
N
N
Y
CERIDIAN HCM HOLDING INC
CERIDIAN HCM HLDG INC
USD
XXXX
N
N
N
CHEWY INC
N/A
CHEWY INC 6.5% PC 05/16/2023 144A
901376202
1700.00000000
NS
USD
2617660.00000000
0.120203837907
Long
EP
CORP
US
N
2
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC CONV 0% 03/01/2026 144A
29355AAG2
260000.00000000
PA
USD
290810.00000000
0.013354094153
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00000000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RINGCENTRAL INC CONV 0% 03/01/2025
76680RAF4
282000.00000000
PA
USD
281577.00000000
0.012930111651
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.00000000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC CL A
USD
XXXX
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG 5.5% PC 05/18/2023
03938L302
257100.00000000
NS
USD
16243578.00000000
0.745910628938
Long
EP
CORP
LU
N
2
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC 5.25% PC 06/01/2023 144A
901375105
19150.00000000
NS
USD
19050037.00000000
0.874784181167
Long
EP
CORP
US
N
2
N
N
N
MARATHON DIGITAL HOLDINGS INC
549300M8ISKPTX2W7F94
MARATHON DIGITAL HOLDINGS INC CONV 1% 12/01/2026 144A
565788AA4
7616000.00000000
PA
USD
7323298.61000000
0.336288364059
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.01000000
N
N
N
N
N
ESSILORLUXOTTICA
ESSILORLUXOTTICA
USD
XXXX
N
N
N
NEUROCRINE BIOSCIENCES INC
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024
64125CAD1
1754000.00000000
PA
USD
2149746.25000000
0.098717079290
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
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PC 6.25% 11/01/2022
233331842
127800.00000000
NS
USD
6185560.51000000
0.284043043370
Long
EP
CORP
US
N
2
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 2.25% 12/01/2048 144A
531229AH5
178000.00000000
PA
USD
285512.00000000
0.013110808190
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
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC CONV 1% 02/01/2023
703343AB9
6703000.00000000
PA
USD
7427761.88000000
0.341085352963
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
Y
PATRICK INDUSTRIES INC
PATRICK INDUSTRIES INC
USD
XXXX
N
N
N
MGM GROWTH PPTYS LLC
549300E2UGIBHWE12262
MGM GROWTH PPTYS LLC CL A
55303A105
268500.00000000
NS
USD
9829785.00000000
0.451387071966
Long
EC
CORP
US
N
1
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC CONV 1.5% 01/15/2025
185899AA9
174000.00000000
PA
USD
457011.00000000
0.020986100626
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
ALLIANCEBERNSTEIN HOLDING LP
N/A
ALLIANCEBERNSTEIN HOLDING LP
01881G106
268100.00000000
NS
USD
13437172.00000000
0.617039510486
Long
EC
CORP
US
N
1
N
N
N
NATERA INC
N/A
NATERA INC CONV 2.25% 05/01/2027
632307AB0
1392000.00000000
PA
USD
3494790.00000000
0.160481945966
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.02250000
N
N
N
N
Y
NATERA INC
NATERA INC
USD
XXXX
N
N
N
INFRABUILD AUSTRALIA PTY LTD
549300W2CPB5W6GFH859
INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A
45682RAA8
13860000.00000000
PA
USD
14518349.72000000
0.666687559279
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
0.12000000
N
N
N
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
BENTLEY SYS INC CONV 0.125% 01/15/2026 144A
08265TAA7
200000.00000000
PA
USD
203854.85000000
0.009361084077
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.00125000
N
N
N
N
Y
BENTLEY SYSTEMS INC
BENTLEY SYS INC CL B
USD
XXXX
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
ISTAR INC CONV 3.125% 09/15/2022
45031UCB5
200000.00000000
PA
USD
353572.69000000
0.016236178234
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
UPSTART HOLDINGS INC
549300WNB47JRNENIC75
UPSTART HOLDINGS INC CONV 0.25% 08/15/2026 144A
91680MAA5
220000.00000000
PA
USD
238035.67000000
0.010930678962
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.00250000
N
N
N
N
N
UPSTART HOLDINGS INC
UPSTART HOLDINGS INC
USD
XXXX
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP CONV 0.875% 02/15/2022
34959JAK4
52231000.00000000
PA
USD
51846109.76000000
2.380791001777
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.00875000
N
N
N
N
Y
FORTIVE CORP
FORTIVE CORP
USD
XXXX
N
N
N
LAZARD LTD
254900RIBCDJSUFG1A11
LAZARD LTD CL A
N/A
211800.00000000
NS
USD
9026916.00000000
0.414519054295
Long
EC
CORP
BM
N
1
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 0.125% 12/15/2024
29978AAC8
3373000.00000000
PA
USD
4039167.50000000
0.185479946001
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
PROGRESS SOFTWARE CORP
549300R65B3JG6972S24
PROGRESS SOFTWARE CORP CONV 1% 04/15/2026 144A
743312AA8
3800000.00000000
PA
USD
3910864.47000000
0.179588227206
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01000000
N
N
N
N
Y
PROGRESS SOFTWARE CORP
PROGRESS SOFTWARE CORP
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 0.5% 09/15/2023
848637AC8
2974000.00000000
PA
USD
3276976.25000000
0.150479864451
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
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024
803607AB6
2247000.00000000
PA
USD
3058728.75000000
0.140457864989
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
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.125% 03/01/2025
852234AF0
2497000.00000000
PA
USD
4469630.00000000
0.205246930474
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.00125000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC CONV 0% 04/01/2027 144A
090043AC4
220000.00000000
PA
USD
237820.00000000
0.010920775322
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.00000000
N
N
N
N
N
BILL.COM HOLDINGS INC
BILL.COM HOLDINGS INC
USD
XXXX
N
N
N
CALLAWAY GOLF CO
5493005UB0KFRKBPCU72
CALLAWAY GOLF CO CONV 2.75% 05/01/2026
131193AE4
3690000.00000000
PA
USD
6328350.00000000
0.290599985338
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02750000
N
N
N
N
Y
CALLAWAY GOLF CO
CALLAWAY GOLF CO
USD
XXXX
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC CONV 2% 08/15/2022 144A
668771AA6
3525000.00000000
PA
USD
4408012.50000000
0.202417433907
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02000000
N
N
N
N
N
NORTONLIFELOCK INC
NORTONLIFELOCK INC
USD
XXXX
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A
12543DBL3
4225000.00000000
PA
USD
4045437.50000000
0.185767866534
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.06125000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.25% 06/15/2028 144A
29786AAM8
210000.00000000
PA
USD
278775.00000000
0.012801442858
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.00250000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC CONV 0.25% 11/15/2025
252131AK3
7612000.00000000
PA
USD
9177217.50000000
0.421420950318
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00250000
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COLFAX CORP PC 5.75% 01/15/2022
194014205
32400.00000000
NS
USD
6026382.60000000
0.276733539580
Long
EP
CORP
US
N
2
N
N
N
ENTERPRISE PRODUCTS PARTNERS LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODS PARTNERS LP
293792107
183800.00000000
NS
USD
3931482.00000000
0.180534991199
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY PARTNERS LP
5493008F4ZOQFNG3WN54
NEXTERA ENERGY PARTNERS LP CONV 0% 06/15/2024 144A
65341BAE6
210000.00000000
PA
USD
218925.00000000
0.010053110493
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00000000
N
N
N
N
N
NEXTERA ENERGY PARTNERS LP
NEXTERA ENERGY PARTNERS LP
USD
XXXX
N
N
N
CHANGE HEALTHCARE INC
549300GS1BPJEDOZHM07
CHANGE HEALTHCARE INC 6% PC 06/30/22
15912K209
39200.00000000
NS
USD
2639654.50000000
0.121213832831
Long
EP
CORP
US
N
2
N
N
N
GLOBALFOUNDRIES INC
549300BA76VK784VMX48
GLOBALFOUNDRIES INC
N/A
100000.00000000
NS
USD
6924000.00000000
0.317952436019
Long
EC
CORP
KY
N
1
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
GUARDANT HEALTH INC CONV 0% 11/15/2027 144A
40131MAB5
10835000.00000000
PA
USD
11234540.63000000
0.515893928489
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.00000000
N
N
N
N
Y
GUARDANT HEALTH INC
GUARDANT HEALTH INC
USD
XXXX
N
N
N
ARCH RESOURCES INC
W47HVZ7Q6FXL86RELH91
ARCH RESOURCES INC CONV 5.25% 11/15/2025
039389AB7
3811000.00000000
PA
USD
8704324.00000000
0.399705519887
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.05250000
N
N
N
N
Y
ARCH RESOURCES INC
ARCH RESOURCES INC CL A
USD
XXXX
N
N
N
VEONEER INC
54930082R4LTC7PERT23
VEONEER INC CONV 4% 06/01/2024
92336XAA7
201000.00000000
PA
USD
330896.25000000
0.015194868393
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
AMERICAN ELECTRIC POWER COMPANY INC
N/A
AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025
02557T307
4900.00000000
NS
USD
241815.00000000
0.011104227082
Long
EP
CORP
US
N
2
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC CONV 0% 01/01/2026 144A
91879QAM1
200000.00000000
PA
USD
212875.00000000
0.009775292434
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.00000000
N
N
N
N
Y
VAIL RESORTS INC
VAIL RESORTS INC
USD
XXXX
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MICROSTRATEGY INC CONV 0.75% 12/15/2025 144A
594972AB7
133000.00000000
PA
USD
258618.50000000
0.011875849519
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00750000
N
N
N
N
Y
MICROSTRATEGY INC
MICROSTRATEGY INC CL A
USD
XXXX
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
20978861.68000000
NS
USD
20983057.45000000
0.963549137977
Long
STIV
RF
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC CONV 0.75% 05/01/2025
09857LAN8
7662000.00000000
PA
USD
10309221.00000000
0.473402936223
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00750000
N
N
N
N
N
BOOKING HOLDINGS INC
THE BOOKING HOLDINGS INC
USD
XXXX
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
CLOUDFLARE INC CONV 0% 08/15/2026 144A
18915MAD9
5500000.00000000
PA
USD
6785625.00000000
0.311598208934
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.00000000
N
N
N
N
Y
CLOUDFLARE INC
CLOUDFLARE INC
USD
XXXX
N
N
N
MP MATERIALS CORP
N/A
MP MATERIALS CORP CONV 0.25% 04/01/2026 144A
553368AA9
6081000.00000000
PA
USD
7259571.50000000
0.333361993483
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00250000
N
N
N
N
Y
MP MATERIALS CORP
MP MATERIALS CORP
USD
XXXX
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HUBSPOT INC CONV 0.375% 06/01/2025
443573AD2
2229000.00000000
PA
USD
6563011.88000000
0.301375738715
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.00375000
N
N
N
N
Y
HUBSPOT INC
HUBSPOT INC
USD
XXXX
N
N
N
VAREX IMAGING CORP
549300CWYWPVCT8E9W67
VAREX IMAGING CORP CONV 4% 06/01/2025
92214XAB2
190000.00000000
PA
USD
294975.00000000
0.013545352370
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04000000
N
N
N
N
N
VAREX IMAGING CORP
VAREX IMAGING CORP
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.25% 05/01/2025
83304AAD8
2784000.00000000
PA
USD
6269963.58000000
0.287918861064
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00250000
N
N
N
N
Y
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 5.279% PC 03/01/23
65339F770
258000.00000000
NS
USD
13962960.00000000
0.641183874355
Long
EP
CORP
US
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SERIES A PC 8% 09/30/2022
11135F200
21200.00000000
NS
USD
36892452.00000000
1.694113949179
Long
EP
CORP
US
N
2
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
INSULET CORP CONV 0.375% 09/01/2026
45784PAK7
4831000.00000000
PA
USD
6730186.88000000
0.309052471600
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.00375000
N
N
N
N
Y
INSULET CORP
INSULET CORP
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP SER B 5% PC 04/15/2023
235851409
13850.00000000
NS
USD
23669783.25000000
1.086924500921
Long
EP
CORP
US
N
2
N
N
N
VEECO INSTRUMENTS INC
5493004201F72ADDZW04
VEECO INSTRUMENTS INC CONV 3.75% 06/01/2027
922417AF7
150000.00000000
PA
USD
309281.25000000
0.014202300238
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03750000
N
N
N
N
Y
VEECO INSTRUMENTS INC
VEECO INSTRUMENT
USD
XXXX
N
N
N
ARRIVAL SA
549300IID9QLI5KRBG37
ARRIVAL SA CONV 3.5% 12/01/2026 144A
04271QAA4
2290000.00000000
PA
USD
2377488.92000000
0.109175100191
Long
DBT
CORP
LU
N
2
2026-12-01
Fixed
0.03500000
N
N
N
N
N
ARRIVAL SA
ARRIVAL GROUP
USD
XXXX
N
N
N
BABCOCK and WILCOX ENTERPRISES INC
5493006H661OZN2C0T54
BABCOCK and WILCOX ENTERPRISES INC
05614L209
1911904.00000000
NS
USD
17398326.40000000
0.798937068390
Long
EC
CORP
US
N
1
N
N
N
GREENBRIER COMPANIES INC
5493001GAGGFR30BP390
GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028 144A
393657AL5
8820000.00000000
PA
USD
9106650.00000000
0.418180466706
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.02875000
N
N
N
N
Y
GREENBRIER COMPANIES INC
GREENBRIER COMPANIES INC
USD
XXXX
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WRLDWD CORP CONV 1.5% 09/15/2022
57164YAB3
181000.00000000
PA
USD
206113.75000000
0.009464813534
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.01500000
N
N
N
N
Y
MARRIOTT VACATIONS WORLDWIDE CORP
MARRIOTT VACATIONS WORLD
USD
XXXX
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
DROPBOX INC CONV 0% 03/01/2026 144A
26210CAA2
209000.00000000
PA
USD
204381.10000000
0.009385249656
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00000000
N
N
N
N
Y
DROPBOX INC
DROPBOX INC CL A
USD
XXXX
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI INC CONV 0.25% 09/01/2022
902104AB4
159000.00000000
PA
USD
218068.50000000
0.010013779721
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.00250000
N
N
N
N
Y
II-VI INC
II-VI INC.
USD
XXXX
N
N
N
CERENCE INC
5493002WL2W5WMS89568
CERENCE INC CONV 3% 06/01/2025
156727AB5
969000.00000000
PA
USD
2076406.05000000
0.095349272351
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03000000
N
N
N
N
Y
CERENCE INC
CERENCE INC
USD
XXXX
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
N/A
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CONV 0% 08/15/2023
41068XAD2
180000.00000000
PA
USD
225661.45000000
0.010362450569
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.00000000
N
N
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.125% 06/15/2025
22266LAC0
5018000.00000000
PA
USD
7020734.58000000
0.322394520848
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
8X8 INC NEW
254900XWSOC5U1BRW939
8X8 INC NEW CONV 0.5% 02/01/2024
282914AB6
194000.00000000
PA
USD
208275.44000000
0.009564079074
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 2.25% 05/01/2025
753422AD6
3600000.00000000
PA
USD
7564500.00000000
0.347364413961
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.02250000
N
N
N
N
Y
RAPID7 INC
RAPID7 INC
USD
XXXX
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO CONV 1.25% 05/01/2025
844741BG2
10667000.00000000
PA
USD
14327114.38000000
0.657905967395
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.125% 10/01/2026
29786AAJ5
4047000.00000000
PA
USD
12739956.00000000
0.585023114525
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
SMITH (WH) PLC
2138001KJNGUJ34G7X91
SMITH (WH) PLC CONV 1.625% 05/07/2026 REGS
N/A
200000.00000000
PA
251577.52000000
0.011552525322
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
0.01625000
N
N
N
N
N
SMITH (WH) PLC
SMITH (WH) PLC
GBP
XXXX
N
N
N
INSIGHT ENTERPRISES INC
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025
45765UAB9
1764000.00000000
PA
USD
2640007.07000000
0.121230022965
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
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC CONV 4.375% 04/01/2023
85571BAH8
230000.00000000
PA
USD
243678.24000000
0.011189787696
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
STARWOOD PROPERTY TRUST INC
STARWOOD PROPERTY TRUST INC
USD
XXXX
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
FIVE9 INC CONV 0.5% 06/01/2025
338307AD3
3683000.00000000
PA
USD
4585610.75000000
0.210572805978
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.00500000
N
N
N
N
Y
FIVE9 INC
FIVE9 INC
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.125% 09/01/2027
29786AAL0
4070000.00000000
PA
USD
6288150.00000000
0.288753987659
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00125000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC CONV 2% 05/15/2024
88160RAG6
1220000.00000000
PA
USD
22492452.37000000
1.032861066303
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
SPORTS ENTERTAINMENT ACQUISITION CORP
N/A
SPORTS ENTERTAINMENT ACQUISITION CORP A
84918M106
2195315.00000000
NS
USD
23072760.65000000
1.059509019981
Long
EC
CORP
US
N
1
N
N
N
TWO HARBORS INVESTMENT COR
549300ZUIBT6KH4HU823
TWO HARBORS INVESTMENT COR CONV 6.25% 01/15/2026
90187BAB7
190000.00000000
PA
USD
192797.44000000
0.008853324047
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.06250000
N
N
N
N
N
TWO HARBORS INVESTMENT COR
TWO HBRS INVT CORP
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 1% 01/30/2023
531229AF9
1735000.00000000
PA
USD
2888551.17000000
0.132643252609
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.01000000
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY FORMULA ONE-C
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 0.5% 12/01/2050 144A
531229AK8
1721000.00000000
PA
USD
2269999.00000000
0.104239126489
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.00500000
N
N
N
N
Y
LIVE NATION ENTERTAINMENT INC
LIVE NATION ENTERTAINMENT INC
USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP CONV 1.625% 10/15/2023
682189AP0
3762000.00000000
PA
USD
11151978.75000000
0.512102658867
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
AIRBNB INC
549300HMUDNO0RY56D37
AIRBNB INC CONV 0% 03/15/2026 144A
009066AA9
5709000.00000000
PA
USD
5651910.00000000
0.259537630366
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
AIRBNB INC
AIRBNB INC CLASS A
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.75% 08/01/2026
83304AAB2
3191000.00000000
PA
USD
6961319.38000000
0.319666154647
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.00750000
N
N
N
N
Y
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC CONV 1.75% 05/01/2026
225447AD3
3331000.00000000
PA
USD
8821069.69000000
0.405066521697
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
WOLFSPEED INC
WOLFSPEED INC
USD
XXXX
N
N
N
GLAUKOS CORP
5299004JA1LHE21M6T14
GLAUKOS CORP CONV 2.75% 06/15/2027
377322AB8
1838000.00000000
PA
USD
2130029.40000000
0.097811674829
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.02750000
N
N
N
N
Y
GLAUKOS CORP
GLAUKOS CORP
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC CONV 0.75% 12/01/2023
252131AH0
4162000.00000000
PA
USD
14239242.50000000
0.653870860765
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
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK AMER PC 7.25% PERP PAR=1000
060505682
22989.00000000
NS
USD
32667369.00000000
1.500096700156
Long
EP
CORP
US
N
2
N
N
N
BEYOND MEAT INC
549300XQ946NCE51DR09
BEYOND MEAT INC CONV 0% 03/15/2027 144A
08862EAA7
12122000.00000000
PA
USD
8530857.50000000
0.391739879182
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.00000000
N
N
N
N
Y
BEYOND MEAT INC
BEYOND MEAT INC
USD
XXXX
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 6.875% PC 02/15/2024
00130H204
97800.00000000
NS
USD
9202980.00000000
0.422603973084
Long
EP
CORP
US
N
2
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 0% 12/15/2025 144A
25470MAE9
12736000.00000000
PA
USD
12258400.00000000
0.562909899147
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00000000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
TECHTARGET INC
529900YQA5JL2H2VMB84
TECHTARGET INC CONV 0.125% 12/15/2025 144A
87874RAA8
935000.00000000
PA
USD
1382918.80000000
0.063504101859
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00125000
N
N
N
N
Y
TECHTARGET INC
TECHTARGET INC
USD
XXXX
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WRLDWD CORP CONV 0% 01/15/2026 144A
57164YAC1
200000.00000000
PA
USD
218750.00000000
0.010045074433
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.00000000
N
N
N
N
Y
MARRIOTT VACATIONS WORLDWIDE CORP
MARRIOTT VACATIONS WORLD
USD
XXXX
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD CONV 1.125% 02/15/2027 144A
62886HBC4
5700000.00000000
PA
USD
5221200.00000000
0.239759280609
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.01125000
N
N
N
N
N
NORWEGIAN CRUISE LINE HLDGS LTD
NORWEGIAN CRUISE LINE HLDGS LTD
USD
XXXX
N
N
N
BROOKDALE SENIOR LIVING INC
LH7MQB13NWY7CJ9VC445
BROOKDALE SENIOR LIVING INC CONV 2% 10/15/2026 144A
112463AB0
6994000.00000000
PA
USD
7438828.26000000
0.341593524898
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.02000000
N
N
N
N
Y
BROOKDALE SENIOR LIVING INC
BROOKDALE SENIOR LIVING INC
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027
698884AE3
1580000.00000000
PA
USD
1573087.50000000
0.072236713272
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01500000
N
N
N
N
Y
PAR TECHNOLOGY CORP
PAR TECHNOLOGY CORP
USD
XXXX
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
195515.00000000
NS
USD
16423260.00000000
0.754161687518
Long
EC
CORP
US
N
1
N
N
N
VOCERA COMMUNICATIONS INC
5493006D2J6NPNZ60K83
VOCERA COMMUNICATIONS INC CONV 0.5% 09/15/2026 144A
92857FAC1
200000.00000000
PA
USD
233125.00000000
0.010705179325
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.00500000
N
N
N
N
Y
VOCERA COMMUNICATIONS INC
VOCERA COMMUNICATIONS INC
USD
XXXX
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0.125% 08/01/2024
09239BAB5
2579000.00000000
PA
USD
4078043.75000000
0.187265156629
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00125000
N
N
N
N
Y
BLACKLINE INC
BLACKLINE INC
USD
XXXX
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
12458860.89000000
NS
USD
12460106.78000000
0.572172343119
Long
STIV
RF
US
N
1
N
N
PARSONS CORP
549300ZXH0VRBSEPX752
PARSONS CORP CONV 0.25% 08/15/2025
70202LAB8
14751000.00000000
PA
USD
14485482.00000000
0.665178262393
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00250000
N
N
N
N
Y
PARSONS CORP
PARSONS CORP
USD
XXXX
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC CONV 0% 03/01/2028 144A
29355AAJ6
260000.00000000
PA
USD
300040.00000000
0.013777938894
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00000000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC CONV STEP 09/15/2029
15189T206
3750.00000000
PA
USD
221962.50000000
0.010192593526
Long
DBT
CORP
US
N
2
2029-09-15
Variable
0.04565600
N
N
N
N
N
TIME INC NEW
TIME INC
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 0.375% 03/01/2028
30063PAC9
4842000.00000000
PA
USD
4852996.47000000
0.222851249224
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00375000
N
N
N
N
Y
EXACT SCIENCES CORP
EXACT SCIENCES CORP
USD
XXXX
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
56400.00000000
NS
USD
18429264.00000000
0.846278073778
Long
EC
CORP
US
N
1
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL INC CONV 0.5% 06/01/2026 144A
19260QAA5
20501000.00000000
PA
USD
24109176.00000000
1.107101565513
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.00500000
N
N
N
N
Y
COINBASE GLOBAL INC
COINBASE GLOBAL INC
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 3 INC
5493003IEL8HSZKWUI17
MATCH GROUP FINANCECO 3 INC CONV 2% 01/15/2030 144A
44932KAA4
3607000.00000000
PA
USD
6255766.65000000
0.287266933208
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02000000
N
N
N
N
N
MATCH GROUP INC
MATCH GROUP INC
USD
XXXX
N
N
N
VICTORIA'S SECRET and CO
5493006T3O70U3UWVF17
VICTORIA'S SECRET and CO
926400102
25000.00000000
NS
USD
1357000.00000000
0.062313901744
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY PC 6.75% 08/01/2022
842587602
244800.00000000
NS
USD
12300504.77000000
0.564843364512
Long
EP
CORP
US
N
2
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC CONV 2.5% 03/15/2023
538034AQ2
4169000.00000000
PA
USD
6811687.41000000
0.312795003669
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
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DOCUSIGN INC CONV 0% 01/15/2024 144A
256163AC0
211000.00000000
PA
USD
213954.00000000
0.009824840481
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.00000000
N
N
N
N
Y
DOCUSIGN INC
DOCUSIGN INC
USD
XXXX
N
N
N
STEM INC
549300GVWIYFILN5V546
STEM INC CONV 0.5% 12/01/2028 144A
85859NAA0
5691000.00000000
PA
USD
5705227.50000000
0.261985988109
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.00500000
N
N
N
N
Y
STEM INC
STEM INC
USD
XXXX
N
N
N
RBC BEARINGS INC
N/A
RBC BEARINGS INC PC 10/15/2024
75524B203
76000.00000000
NS
USD
7941240.00000000
0.364664442953
Long
EP
CORP
US
N
2
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
TURNING POINT BRANDS INC CONV 2.5% 07/15/2024
90041LAE5
11559000.00000000
PA
USD
11951603.63000000
0.548821705443
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.02500000
N
N
N
N
Y
TURNING POINT BRANDS INC
TURNING POINT BRANDS INC
USD
XXXX
N
N
N
SAILPOINT TECHNOLOGIES HOLDING INC
529900809B15HNZH5H79
SAILPOINT TECHNOLOGIES HOLDING INC CONV 0.125% 09/15/2024
78781PAB1
2557000.00000000
PA
USD
4890262.50000000
0.224562518002
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
ZSCALER INC
529900MZ0RTK1BWRNF46
ZSCALER INC CONV 0.125% 07/01/2025
98980GAB8
3742000.00000000
PA
USD
8782474.00000000
0.403294194479
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.00125000
N
N
N
N
Y
ZSCALER INC
ZSCALER INC
USD
XXXX
N
N
N
KKR and CO INC DEL
549300JOHU21WRN2Z451
KKR and CO INC DEL SER C 6% PC 09/15/2023
48251W401
138800.00000000
NS
USD
12843164.00000000
0.589762461004
Long
EP
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC CONV 2.75% 10/15/2042
94973VBG1
1099000.00000000
PA
USD
6314634.20000000
0.289970151135
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
ENVIVA PARTNERS LP
549300WH5VXDEFM5KR81
ENVIVA PARTNERS LP
29414J107
306834.00000000
NS
USD
21487585.02000000
0.986717215666
Long
EC
CORP
US
N
1
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
ZIFF DAVIS INC CONV 1.75% 11/01/2026 144A
48123VAD4
188000.00000000
PA
USD
232532.50000000
0.010677971523
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
ZIFF DAVIS INC
ZIFF DAVIS INC
USD
XXXX
N
N
N
SUNRUN INC
54930007SJ77CI66U531
SUNRUN INC CONV 0% 02/01/2026 144A
86771WAA3
260000.00000000
PA
USD
224876.06000000
0.010326385193
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.00000000
N
N
N
N
Y
SUNRUN INC
SUNRUN INC
USD
XXXX
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC CONV 0% 12/01/2025 144A
090043AA8
200000.00000000
PA
USD
372599.33000000
0.017109888017
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.00000000
N
N
N
N
Y
BILL.COM HOLDINGS INC
BILL.COM HOLDINGS INC
USD
XXXX
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC CONV 0% 06/01/2022
81762PAC6
1968000.00000000
PA
USD
9447990.91000000
0.433854957440
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
RADIUS GLOBAL INFRASTRUCTURE INC
213800NT341MQ5USBX63
RADIUS GLOBAL INFRASTRUCTURE INC CONV 2.5% 09/15/2026 144A
750481AA1
2900000.00000000
PA
USD
2927187.50000000
0.134417446029
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.02500000
N
N
N
N
Y
RADIUS GLOBAL INFRASTRUCTURE INC
RADIUS GLOBAL INFRASTRUCTURE INC
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC CONV 2.75% 06/01/2048
629377CG5
2734000.00000000
PA
USD
3012868.00000000
0.138351923744
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
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC CONV 1% 11/15/2024 144A
16115QAD2
1321000.00000000
PA
USD
3971256.25000000
0.182361438293
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
SHOPIFY INC
549300HGQ43STJLLP808
SHOPIFY INC CONV 0.125% 11/01/2025
82509LAA5
3855000.00000000
PA
USD
4912715.63000000
0.225593573372
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.00125000
N
N
N
N
Y
SHOPIFY INC
SHOPIFY INC CL A
USD
XXXX
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
PEGASYSTEMS INC CONV 0.75% 03/01/2025
705573AB9
2948000.00000000
PA
USD
3166857.84000000
0.145423189594
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
HALOZYME THERAPEUTICS INC
529900242I3SV9AGM753
HALOZYME THERAPEUTICS INC CONV 1.25% 12/01/2024
40637HAB5
480000.00000000
PA
USD
716969.30000000
0.032923474218
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.01250000
N
N
N
N
Y
HALOZYME THERAPEUTICS INC
HALOZYME THERAPEUTICS INC
USD
XXXX
N
N
N
INTEGRA LIFESCIENCES HLDG CORP
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025
457985AM1
230000.00000000
PA
USD
243133.00000000
0.011164750090
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
ZENDESK INC
549300SLI6BN94BKKO36
ZENDESK INC CONV 0.625% 06/15/2025
98936JAD3
6425000.00000000
PA
USD
7523675.00000000
0.345489716069
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.00625000
N
N
N
N
Y
ZENDESK INC
ZENDESK INC
USD
XXXX
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V100
305200.00000000
NS
USD
8945412.00000000
0.410776362881
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
CABLE ONE INC CONV 0% 03/15/2026 144A
12685JAD7
262000.00000000
PA
USD
251520.00000000
0.011549883984
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
CABLE ONE INC
CABLE ONE INC
USD
XXXX
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
COHERUS BIOSCIENCES INC CONV 1.5% 04/15/2026
19249HAB9
205000.00000000
PA
USD
247025.00000000
0.011343472054
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01500000
N
N
N
N
N
COHERUS BIOSCIENCES INC
COHERUS BIOSCIENCES INC
USD
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC CONV 0% 12/15/2025 144A
90353TAH3
5646000.00000000
PA
USD
5239488.00000000
0.240599071792
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.00000000
N
N
N
N
Y
UBER TECHNOLOGIES INC
UBER TECHNOLOGIES INC
USD
XXXX
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
REPLIGEN CORP CONV 0.375% 07/15/2024
759916AB5
2430000.00000000
PA
USD
6153523.48000000
0.282571892051
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
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 7.75% PC 03/01/2024
65473P121
2200.00000000
NS
USD
228294.00000000
0.010483338161
Long
EP
CORP
US
N
2
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
INSULET CORP
45784P101
24660.00000000
NS
USD
7112930.40000000
0.326628184274
Long
EC
CORP
US
N
1
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 0.375% 03/15/2027
30063PAB1
3607000.00000000
PA
USD
3827928.75000000
0.175779790723
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
SSR MINING INC
549300JD2KR7AB9DYJ38
SSR MINING INC CONV 2.5% 04/01/2039
784730AB9
3335000.00000000
PA
USD
4129146.88000000
0.189611829748
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
CLOUDFLARE INC
5493007DY18BGNLDWU14
CLOUDFLARE INC CONV 0.75% 05/15/2025
18915MAB3
95000.00000000
PA
USD
476208.14000000
0.021867639827
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00750000
N
N
N
N
Y
CLOUDFLARE INC
CLOUDFLARE INC
USD
XXXX
N
N
N
LIVENT CORP
254900OOLQ2VNMZTJL47
LIVENT CORP CONV 4.125% 07/15/2025
53814LAB4
1384000.00000000
PA
USD
4944340.00000000
0.227045775203
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.04125000
N
N
N
N
Y
LIVENT CORP
LIVENT CORP
USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP CONV 0% 05/01/2027 144A
682189AR6
7673000.00000000
PA
USD
10510165.26000000
0.482630365017
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.00000000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
ZYNGA INC CONV 0% 12/15/2026 144A
98986TAC2
5479000.00000000
PA
USD
4992738.75000000
0.229268262271
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.00000000
N
N
N
N
Y
ZYNGA INC
ZYNGA INC
USD
XXXX
N
N
N
UNITI FIBER HOLDINGS INC
549300GM4ENWVC5GBF11
UNITI FIBER HOLDINGS INC CONV 4% 06/15/2024 144A
91325LAA8
5884000.00000000
PA
USD
7719072.50000000
0.354462435757
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
REALREAL (THE)
549300O00VUGT4H1PE90
REALREAL (THE) CONV 1% 03/01/2028 144A
88339PAC5
6282000.00000000
PA
USD
5574646.80000000
0.255989677932
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.01000000
N
N
N
N
Y
REALREAL (THE)
REALREAL INC
USD
XXXX
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
BURLINGTON STORES INC CONV 2.25% 04/15/2025
122017AB2
1490000.00000000
PA
USD
2211980.02000000
0.101574875185
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
Y
BURLINGTON STORES INC
BURLINGTON STORES INC
USD
XXXX
N
N
N
MATCH GROUP FINANCECO INC
N/A
MATCH GROUP FINANCECO INC CONV 0.875% 10/01/2022 144A
44931RAA0
2642000.00000000
PA
USD
7775406.00000000
0.357049289245
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.00875000
N
N
N
N
Y
MATCH GROUP INC
MATCH GROUP INC
USD
XXXX
N
N
N
EVENTBRITE INC
549300N6XBV2B1FAUF55
EVENTBRITE INC CONV 0.75% 09/15/2026 144A
29975EAC3
321000.00000000
PA
USD
287295.00000000
0.013192684157
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.00750000
N
N
N
N
Y
EVENTBRITE INC
EVENTBRITE INC
USD
XXXX
N
N
N
VERINT SYS INC
549300KEQJS5FRVUCO94
VERINT SYS INC CONV 0.25% 04/15/2026 144A
92343XAB6
230000.00000000
PA
USD
229261.20000000
0.010527752314
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00250000
N
N
N
N
Y
VERINT SYS INC
VERINT SYSTEMS INC
USD
XXXX
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A
02079K305
5150.00000000
NS
USD
14615442.50000000
0.671146092774
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO CONV 0% 03/15/2026 144A
345370CY4
23886000.00000000
PA
USD
30962227.50000000
1.421796022270
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
FORD MOTOR CO
FORD MOTOR CO
USD
XXXX
N
N
N
SHAKE SHACK INC
529900J74GJAHYP80N79
SHAKE SHACK INC CONV 0% 03/01/2028 144A
819047AA9
260000.00000000
PA
USD
215312.50000000
0.009887223264
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00000000
N
N
N
N
Y
SHAKE SHACK INC
SHAKE SHACK INC - CLASS A
USD
XXXX
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SER A PC 5.5% 06/01/2023
101137206
186400.00000000
NS
USD
19678254.34000000
0.903632135183
Long
EP
CORP
US
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
577000.00000000
NS
USD
31688840.00000000
1.455162315514
Long
EC
CORP
US
N
1
N
N
N
DRAFTKINGS INC
5493008P45UYYL683Z97
DRAFTKINGS INC CONV 0% 03/15/2028 144A
26142RAA2
227000.00000000
PA
USD
175865.91000000
0.008075822428
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.00000000
N
N
N
N
Y
DRAFTKINGS INC
DRAFTKINGS INC CL A
USD
XXXX
N
N
N
WHEATON PRECIOUS METALS CORP
549300XSFG5ZCGVYD886
WHEATON PRECIOUS METALS CORP
962879102
780600.00000000
NS
32642883.87000000
1.498972334655
Long
EC
CORP
CA
N
1
N
N
N
INSMED INC
529900Q55QAG41CCAC11
INSMED INC CONV 0.75% 06/01/2028
457669AB5
200000.00000000
PA
USD
219750.00000000
0.010090994774
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.00750000
N
N
N
N
Y
INSMED INC
INSMED INC
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 1.125% 09/15/2025
848637AD6
5267000.00000000
PA
USD
5925375.00000000
0.272095236218
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01125000
N
N
N
N
Y
SPLUNK INC
SPLUNK INC
USD
XXXX
N
N
N
FASTLY INC
549300E2FZC83FJ3H565
FASTLY INC CONV 0% 03/15/2026 144A
31188VAA8
2627000.00000000
PA
USD
2203396.25000000
0.101180705546
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
Y
FASTLY INC
FASTLY INC CL A
USD
XXXX
N
N
N
2021-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer