NPORT-P
false
0000708191
XXXXXXXX
S000006969
C000074867
C000074869
C000074871
C000019022
C000074870
C000205024
Fidelity Financial Trust
811-03587
0000708191
RVAO6RYC7V8JBRPEEN43
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Convertible Securities Fund
S000006969
BWOHOTQTC2AE7WQFLN26
2022-11-30
2022-11-30
N
1772938858.44
38125971.08
1734812887.36
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
90585.72000000
USD
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP CONV 2.25% 05/01/2026
12653CAG3
3271000.00000000
PA
USD
4922855.00000000
0.283768643631
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02250000
N
N
N
N
Y
CNX RESOURCES CORP
CNX RESOURCES CORP
USD
XXXX
N
N
N
LIBERTY TRIPADVISOR HOLDINGS INC
5299006PCRAU736ZJ155
LIBERTY TRIPADVISOR HLDGS INC CONV 0.5% 06/30/2051 144A
531465AA0
4387000.00000000
PA
USD
3073093.50000000
0.177142648777
Long
DBT
CORP
US
N
2
2051-06-30
Fixed
0.00500000
N
N
N
N
N
LIBERTY TRIPADVISOR HOLDINGS INC
LIBERTY TRIPADVISOR HOLDINGS INC A WI
USD
XXXX
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC CONV 0% 08/15/2023
452327AK5
6779000.00000000
PA
USD
6555266.36000000
0.377865901721
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
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 2.75% 05/15/2025
98954MAH4
187000.00000000
PA
USD
184943.00000000
0.010660688616
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02750000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC
USD
XXXX
N
N
N
CONFLUENT INC
254900MRZ83YWUV7SN74
CONFLUENT INC CONV 0% 01/15/2027 144A
20717MAA1
6363000.00000000
PA
USD
4788157.50000000
0.276004261605
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.00000000
N
N
N
N
Y
CONFLUENT INC
CONFLUENT INC
USD
XXXX
N
N
N
CALUMET SPECIALTY PRODUCTS PARTNERS LP
529900QWK0FGLES9BA18
CALUMET SPEC PRODS PTNRS LP
131476103
604426.00000000
NS
USD
9628506.18000000
0.555016984837
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP FINANCECO 2 INC
549300IPGK4BWL134U96
MATCH GROUP FINANCECO 2 INC CONV 0.875% 06/15/2026 144A
44932FAA5
3612000.00000000
PA
USD
3350130.00000000
0.193111892608
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00875000
N
N
N
N
Y
MATCH GROUP INC
MATCH GROUP INC
USD
XXXX
N
N
N
PORCH GROUP INC
549300NXEI7CVW8IXQ90
PORCH GROUP INC CONV 0.75% 09/15/2026 144A
733245AA2
7852000.00000000
PA
USD
4141930.00000000
0.238753702498
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.00750000
N
N
N
N
Y
POWERGRID INFRASTRUCTURE INVESTMENT TRUST
POWERGRID INFRASTRUCTURE INVESTMENT TRUST
USD
XXXX
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.5% 12/15/2026
55024UAD1
3674000.00000000
PA
USD
3187195.00000000
0.183719813428
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.00500000
N
N
N
N
Y
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP CONV 5.75% 12/01/2027 144A
143658BU5
6950000.00000000
PA
USD
6984750.00000000
0.402622671925
Long
DBT
CORP
PA
N
2
2027-12-01
Fixed
0.05750000
N
N
N
N
Y
CARNIVAL CORP
CARNIVAL CORP
USD
XXXX
N
N
N
CEREVEL THERAPEUTICS HOLDINGS INC
254900RJNIRS9COSQR41
CEREVEL THERAPEUTICS HOLDINGS CONV 2.5% 08/15/2027 144A
15678UAA0
680000.00000000
PA
USD
633080.00000000
0.036492696394
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.02500000
N
N
N
N
Y
CEREVEL THERAPEUTICS HOLDINGS INC
CEREVEL THERAPEUTICS HOLDINGS INC
USD
XXXX
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO CONV 0.25% 05/15/2025
723787AP2
9200000.00000000
PA
USD
22162800.00000000
1.277532589334
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00250000
N
N
N
N
Y
PIONEER NATURAL RESOURCES CO
PIONEER NATURAL RESOURCES CO
USD
XXXX
N
N
N
CRACKER BARREL OLD COUNTRY STORE INC
8P4PHQIUWPIECBFBW745
CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026
22410JAB2
10128000.00000000
PA
USD
9146596.80000000
0.527238232240
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00625000
N
N
N
N
Y
CRACKER BARREL OLD COUNTRY STORE INC
CRACKER BARREL OLD CTRY ST INC
USD
XXXX
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO 6.5% PC 06/01/2023
075887406
103200.00000000
NS
USD
5125944.00000000
0.295475324016
Long
EP
CORP
US
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC CONV 2.5% 08/15/2027 144A
737446AS3
3090000.00000000
PA
USD
3293940.00000000
0.189872926584
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.02500000
N
N
N
N
N
POST HOLDINGS INC
POST HOLDINGS INC
USD
XXXX
N
N
N
HEALTH CATALYST INC
549300223PL6GWKVJG92
HEALTH CATALYST INC CONV 2.5% 04/15/2025
42225TAB3
1647000.00000000
PA
USD
1420537.50000000
0.081884191104
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02500000
N
N
N
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
4702044.00000000
0.271040412153
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.03000000
N
N
N
N
Y
LIVANOVA PLC
LIVANOVA PLC
USD
XXXX
N
N
N
NEOGENOMICS INC
N/A
NEOGENOMICS INC CONV 1.25% 05/01/2025
64049MAA8
750000.00000000
PA
USD
641718.75000000
0.036990660760
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
NEOGENOMICS INC
NEOGENOMICS INC
USD
XXXX
N
N
N
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
CHEESECAKE FACTORY INC CONV 0.375% 06/15/2026
163072AA9
220000.00000000
PA
USD
182737.50000000
0.010533556750
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00375000
N
N
N
N
Y
CHEESECAKE FACTORY (THE)
CHEESECAKE FACTORY INC
USD
XXXX
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
TURNING POINT BRANDS INC 5.625% 02/15/2026 144A
90041LAF2
9153000.00000000
PA
USD
7968354.12000000
0.459320666687
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC CONV 0.375% 06/01/2025
697435AF2
16571000.00000000
PA
USD
29024106.50000000
1.673039594729
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.00375000
N
N
N
N
Y
PALO ALTO NETWORKS INC
PALO ALTO NETWORKS INC
USD
XXXX
N
N
N
MESA LABORATORIES INC
549300ZCG738WLX8ZW79
MESA LABORATORIES INC CONV 1.375% 08/15/2025
59064RAA7
1437000.00000000
PA
USD
1297611.00000000
0.074798326058
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.01375000
N
N
N
N
Y
MESA LABORATORIES INC
MESA LABORATORIES INC
USD
XXXX
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LIVEPERSON INC CONV 0.75% 03/01/2024
538146AB7
4606000.00000000
PA
USD
4297973.75000000
0.247748548636
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
PIKE CORP
549300P4EKEP6HK0NC58
PIKE CORP 5.5% 09/01/2028 144A
721283AA7
6950000.00000000
PA
USD
6208713.00000000
0.357889490286
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05500000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026
75606DAP6
268000.00000000
PA
USD
187868.00000000
0.010829294696
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00250000
N
N
N
N
Y
ANYWHERE REAL ESTATE INC
ANYWHERE REAL ESTATE INC
USD
XXXX
N
N
N
SEASPAN CORPORATION
5493007Z8Q1H45KT7W98
SEASPAN CORPORATION CONV 3.75% 12/15/2025 144A
81254UAH9
3287000.00000000
PA
USD
4028218.50000000
0.232199018657
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
2854000.00000000
PA
USD
4878913.00000000
0.281235690347
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
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
UNITY SOFTWARE INC CONV 0% 11/15/2026
91332UAB7
26149000.00000000
PA
USD
19271813.00000000
1.110887124508
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.00000000
N
N
N
N
Y
UNITY SOFTWARE INC
UNITY SOFTWARE INC
USD
XXXX
N
N
N
JOHN BEAN TECHNOLOGIES CORP
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES CORP CONV 0.25% 05/15/2026
477839AB0
247000.00000000
PA
USD
211308.50000000
0.012180477879
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.00250000
N
N
N
N
Y
JOHN BEAN TECHNOLOGIES CORP
JOHN BEAN TECHNOLOGIES CORP
USD
XXXX
N
N
N
AIR TRANSPORT SERVICES GROUP INC
5493000F3MSFGIXTQE27
AIR TRANSPORT SVCS GROUP INC CONV 1.125% 10/15/2024
00922RAB1
2096000.00000000
PA
USD
2202960.77000000
0.126985497170
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
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028 144A
04271TAA8
4489000.00000000
PA
USD
4733685.16000000
0.272864306836
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.01000000
N
N
N
N
Y
ARRAY TECHNOLOGIES INC
ARRAY TECHNOLOGIES INC
USD
XXXX
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL SER A PC 5.75% 04/01/2024
92556H305
5960.00000000
NS
USD
186303.45000000
0.010739109177
Long
EP
CORP
US
N
2
N
N
N
ERO COPPER CORP
549300KL8A21SEIO8I47
ERO COPPER CORP 6.5% 02/15/2030 144A
296006AA7
1177000.00000000
PA
USD
907025.63000000
0.052283772884
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
RAPID7 INC CONV 0.25% 03/15/2027
753422AF1
9833000.00000000
PA
USD
7184235.63000000
0.414121642878
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.00250000
N
N
N
N
Y
RAPID7 INC
RAPID7 INC
USD
XXXX
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC CONV 0.25% 02/15/2028 144A
977852AA0
2170000.00000000
PA
USD
2094050.00000000
0.120707542309
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.00250000
N
N
N
N
Y
WOLFSPEED INC
WOLFSPEED INC
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 HLDGS INC CONV 0.75% 06/01/2026
74736LAD1
203000.00000000
PA
USD
162770.08000000
0.009382572678
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
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026
477143AP6
18347000.00000000
PA
USD
13751076.50000000
0.792654735285
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
N
N
N
N
N
JETBLUE AIRWAYS CORP
JETBLUE AIRWAYS CORP
USD
XXXX
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
BLOOM ENERGY CORP CONV 2.5% 08/15/2025
093712AH0
139000.00000000
PA
USD
201792.31000000
0.011631935148
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.02500000
N
N
N
N
Y
BLOOM ENERGY CORP
BLOOM ENERGY CORP CL A
USD
XXXX
N
N
N
HAEMONETICS CORP MASS
549300ZEL6TXZS6F5F95
HAEMONETICS CORP MASS CONV 0% 03/01/2026
405024AB6
270000.00000000
PA
USD
225669.18000000
0.013008272053
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.00000000
N
N
N
N
Y
HAEMONETICS CORP MASS
HAEMONETICS CORP MASS
USD
XXXX
N
N
N
ENVISTA HOLDINGS CORPORATION
549300BX623VURJZ5269
ENVISTA HOLDINGS CORPORATION CONV 2.375% 06/01/2025
29415FAB0
4917000.00000000
PA
USD
8376109.50000000
0.482824952536
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.02375000
N
N
N
N
Y
ENVISTA HOLDINGS CORPORATION
ENVISTA HOLDINGS CORP
USD
XXXX
N
N
N
NATIONAL VISION HOLDINGS INC
549300JHURCBLI5ROA42
NATIONAL VISION HLDGS INC CONV 2.5% 05/15/2025
63845RAB3
3617000.00000000
PA
USD
5156395.20000000
0.297230625710
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02500000
N
N
N
N
Y
NATIONAL VISION HOLDINGS INC
NATIONAL VISION HOLDINGS INC
USD
XXXX
N
N
N
SUPER GROUP SGHC LTD
N/A
SUPER GROUP SGHC LTD
N/A
3208777.00000000
NS
USD
10235998.63000000
0.590034735421
Long
EC
CORP
GG
N
1
N
N
WORLD WRESTLING ENTMT INC
549300WZVLSCS3L4L698
WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023
98156QAB4
65000.00000000
PA
USD
209007.50000000
0.012047841097
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
TECHTARGET INC
529900YQA5JL2H2VMB84
TECHTARGET INC CONV 0% 12/15/2026 144A
87874RAC4
260000.00000000
PA
USD
193700.00000000
0.011165469279
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.00000000
N
N
N
N
Y
TECHTARGET INC
TECHTARGET INC
USD
XXXX
N
N
N
CAMTEK LIMITED
N/A
CAMTEK LIMITED CONV 0% 12/01/2026 144A
13469VAA6
200000.00000000
PA
USD
153700.00000000
0.008859745112
Long
DBT
CORP
IL
N
2
2026-12-01
Fixed
0.00000000
N
N
N
N
Y
CAMTEK LIMITED
CAMTEK LIMITED
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
9499000.00000000
PA
USD
8477607.77000000
0.488675627888
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP CONV 1.25% 09/30/2050 144A
530307AC1
7910000.00000000
PA
USD
7544162.50000000
0.434868944943
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
AFFIRM HOLDINGS INC
N/A
AFFIRM HOLDINGS INC CONV 0% 11/15/2026
00827BAB2
5457000.00000000
PA
USD
3184159.50000000
0.183544837786
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.00000000
N
N
N
N
Y
AFFIRM HOLDINGS INC
AFFIRM HOLDINGS INC
USD
XXXX
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RINGCENTRAL INC CONV 0% 03/15/2026
76680RAH0
12526000.00000000
PA
USD
9688861.00000000
0.558496024014
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
2027000.00000000
PA
USD
1501196.20000000
0.086533608952
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.00000000
N
N
N
N
Y
REPAY HOLDINGS CORP
REPAY HOLDINGS CORP
USD
XXXX
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO 7.5% PC PERP A/L PAR=1000
949746804
39843.00000000
NS
USD
47213955.00000000
2.721558926844
Long
EP
CORP
US
N
2
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI INC CONV 3.5% 06/15/2025
01741RAK8
170000.00000000
PA
USD
348245.00000000
0.020073922815
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
Y
ATI INC
ATI INC
USD
XXXX
N
N
N
INOTIV INC
549300FH5Z13X0Q5SK81
INOTIV INC CONV 3.25% 10/15/2027
45783QAB6
220000.00000000
PA
USD
125422.64000000
0.007229750304
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
172000.00000000
PA
USD
172430.00000000
0.009939400453
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
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 6.219% PC 09/01/23
65339F739
246100.00000000
NS
USD
12418206.00000000
0.715823942194
Long
EP
CORP
US
N
2
N
N
N
FLUOR CORP NEW
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP PC 6.5% PERP
343412607
4500.00000000
NS
USD
7204005.00000000
0.415261210732
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
209900.00000000
0.012099287567
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
ACCOLADE INC
549300PHKG8J7A22NF08
ACCOLADE INC CONV 0.5% 04/01/2026
00437EAB8
12366000.00000000
PA
USD
8656200.00000000
0.498970238408
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
LENDINGTREE INC
549300ISY5YHUJZTON08
LENDINGTREE INC CONV 0.5% 07/15/2025
52603BAD9
9137000.00000000
PA
USD
6507371.40000000
0.375105087552
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00500000
N
N
N
N
Y
LENDINGTREE INC
LENDINGTREE INC
USD
XXXX
N
N
N
UGI CORP NEW
DX6GCWD4Q1JO9CRE5I40
UGI CORP 7.125% 06/01/2024 PFD
902681113
2000.00000000
NS
USD
174780.00000000
0.010074861748
Long
EP
CORP
US
N
2
N
N
N
SOLAREDGE TECHNOLOGIES INC
5493000K6Y58XXPDF853
SOLAREDGE TECHNOLOGIES INC CONV 0% 09/15/2025
83417MAD6
5940000.00000000
PA
USD
7641810.00000000
0.440497649958
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
5766000.00000000
PA
USD
7095063.00000000
0.408981455677
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
67181AAB3
10917000.00000000
PA
USD
8376090.74000000
0.482823871152
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
102150.00000000
0.005888243092
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
103500.00000000
NS
USD
14415480.00000000
0.830953015453
Long
EP
CORP
US
N
2
N
N
N
PLUG POWER INC
549300JPDKRSJ8JSM954
PLUG POWER INC CONV 3.75% 06/01/2025
72919PAD5
74000.00000000
PA
USD
236467.00000000
0.013630691916
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
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP CONV 4.25% 09/01/2026
03674XAM8
466000.00000000
PA
USD
3918547.40000000
0.225877236014
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
12805000.00000000
PA
USD
24592002.50000000
1.417559362117
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
184000.00000000
PA
USD
182712.00000000
0.010532086851
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
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.5% 06/15/2028 144A
55024UAE9
200000.00000000
PA
USD
152541.19000000
0.008792947707
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.00500000
N
N
N
N
Y
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
A and W REVENUE ROYALTIES INCOME FUND
N/A
A and W REVENUE ROYALTIES INC UNIT
000255109
159900.00000000
NS
4238957.74000000
0.244346682624
Long
EC
CORP
CA
N
1
N
N
N
SUNNOVA ENERGY INTERNATIONAL INC
549300JK1Y1VVC3JU540
SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026
86745KAF1
200000.00000000
PA
USD
174100.00000000
0.010035664437
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
10268000.00000000
PA
USD
10473360.00000000
0.603716981601
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
25402DAB8
9589000.00000000
PA
USD
6856135.00000000
0.395208904081
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
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC CONV 0% 02/15/2026
30212PBE4
225000.00000000
PA
USD
199125.00000000
0.011478183119
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
203208.72000000
0.011713581417
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
210000.00000000
PA
USD
180600.00000000
0.010410344615
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
902252AB1
3600000.00000000
PA
USD
3430800.00000000
0.197761961822
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
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 1% 01/15/2025
30063PAA3
166000.00000000
PA
USD
165071.11000000
0.009515211190
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
2556458.00000000
0.147362174827
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
EURONAV NV
549300D80RYON74MEJ03
EURONAV NV
N/A
2486200.00000000
NS
USD
48480900.00000000
2.794589569470
Long
EC
CORP
BE
N
1
N
N
2U INC
5493008RVTXVR43PYF84
2U INC CONV 2.25% 05/01/2025
90214JAB7
278000.00000000
PA
USD
186399.00000000
0.010744616976
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
ZYNGA INC
549300XNQ0U2EL088Z74
ZYNGA INC CONV 0.25% 06/01/2024
98986TAB4
3904000.00000000
PA
USD
4232178.59000000
0.243955911374
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
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC CONV 0.25% 11/01/2027
852234AK9
295000.00000000
PA
USD
222725.00000000
0.012838560378
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.00250000
N
N
N
N
Y
BLOCK INC
BLOCK INC CL A
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.125% 09/01/2025
679295AD7
10298000.00000000
PA
USD
8789343.00000000
0.506645014228
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
10911000.00000000
PA
USD
8859732.00000000
0.510702454688
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
CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP
N/A
CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2025 144A
131477AT8
9400000.00000000
PA
USD
9940500.00000000
0.573001277107
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
26210CAD6
2025000.00000000
PA
USD
1826550.00000000
0.105288011941
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
JAZZ INVTS I LTD
N/A
JAZZ INVTS I LTD CONV 2% 06/15/2026
472145AF8
3746000.00000000
PA
USD
4431986.25000000
0.255473445135
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
0.02000000
N
N
N
N
Y
JAZZ PHARMACEUTICALS PLC
JAZZ PHARMA PLC
USD
XXXX
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC CONV 0% 05/01/2026
852234AJ2
309000.00000000
PA
USD
247972.50000000
0.014293904651
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.00000000
N
N
N
N
Y
BLOCK INC
BLOCK INC CL A
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 1.375% 10/15/2023
531229AB8
3493000.00000000
PA
USD
4605520.50000000
0.265476497987
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01375000
N
N
N
N
Y
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM
LIBERTY SIRIUS GROUP-A
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
TELADOC HEALTH INC CONV 1.25% 06/01/2027
87918AAF2
2479000.00000000
PA
USD
1879329.90000000
0.108330409215
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
TRIPADVISOR INC
549300XVG45PT5BART17
TRIPADVISOR INC CONV 0.25% 04/01/2026
896945AD4
1885000.00000000
PA
USD
1496690.00000000
0.086273857596
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00250000
N
N
N
N
Y
TRIPADVISOR INC
TRIPADVISOR INC
USD
XXXX
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
PERFICIENT INC CONV 0.125% 11/15/2026
71375UAF8
4337000.00000000
PA
USD
3322142.00000000
0.191498577408
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.00125000
N
N
N
N
Y
PERFICIENT INC
PERFICIENT INC
USD
XXXX
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LIVEPERSON INC CONV 0% 12/15/2026
538146AD3
29908000.00000000
PA
USD
21260887.78000000
1.225543569275
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
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
013092AE1
2445000.00000000
PA
USD
2181526.80000000
0.125749976605
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
SFL CORP LTD
549300RLYYPSB0C7RH77
SFL CORP LTD
N/A
56526.00000000
NS
USD
553389.54000000
0.031899090906
Long
EC
CORP
BM
N
1
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC CONV 2.5% 11/01/2023
48242WAB2
3204000.00000000
PA
USD
6617862.00000000
0.381474108719
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
217000.00000000
PA
USD
149187.50000000
0.008599630604
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
1LIFE HEALTHCARE INC
N/A
1LIFE HEALTHCARE INC CONV 3% 06/15/2025
68269GAB3
4349000.00000000
PA
USD
4198959.50000000
0.242041059908
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03000000
N
N
N
N
Y
1LIFE HEALTHCARE INC
1LIFE HEALTHCARE INC
USD
XXXX
N
N
N
REDFIN CORPORATION
549300HXWD3JEMZU3O57
REDFIN CORP CONV 0.5% 04/01/2027
75737FAE8
413000.00000000
PA
USD
169330.00000000
0.009760706830
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.00500000
N
N
N
N
Y
REDFIN CORPORATION
REDFIN CORP
USD
XXXX
N
N
N
ALTAIR ENGINEERING INC
549300FJ89HZ6GU9S994
ALTAIR ENGR INC CONV 0.25% 06/01/2024
021369AA1
3124000.00000000
PA
USD
3626964.00000000
0.209069463711
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
2999000.00000000
PA
USD
3229923.00000000
0.186182787984
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
197000.00000000
PA
USD
178935.10000000
0.010314374610
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
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0% 03/15/2026
09239BAD1
15771000.00000000
PA
USD
13375779.38000000
0.771021444298
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
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC CONV 0.5% 05/15/2023
852234AD5
211000.00000000
PA
USD
227458.00000000
0.013111385190
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00500000
N
N
N
N
Y
BLOCK INC
BLOCK INC CL A
USD
XXXX
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP CONV 5% 11/01/2026
912909AT5
1847000.00000000
PA
USD
3818672.50000000
0.220120136749
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
1826000.00000000
PA
USD
1455467.46000000
0.083897662428
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
23604000.00000000
PA
USD
26471886.00000000
1.525921682555
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
BARRICK GOLD CORP
0O4KBQCJZX82UKGCBV73
BARRICK GOLD CORP
067901108
262300.00000000
NS
USD
4280736.00000000
0.246754911217
Long
EC
CORP
CA
N
1
N
N
N
DYNAVAX TECHNOLOGIES CORP
549300T5URIXWDILX594
DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026
268158AD4
200000.00000000
PA
USD
281400.00000000
0.016220769516
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
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC
N/A
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A
76954LAA7
115000.00000000
PA
USD
110975.00000000
0.006396943486
Long
DBT
CORP
US
N
2
2026-10-15
Variable
0.10163570
N
N
N
N
N
N
NEVRO CORP
254900SH91I4BOYKUE38
NEVRO CORP CONV 2.75% 04/01/2025
64157FAC7
1023000.00000000
PA
USD
956505.00000000
0.055135917364
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
SUNNOVA ENERGY INTERNATIONAL INC
549300JK1Y1VVC3JU540
SUNNOVA ENERGY INTERNATIONAL INC CONV 2.625% 02/15/2028 144A
86745KAG9
3980000.00000000
PA
USD
3635730.00000000
0.209574763162
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.02625000
N
N
N
N
Y
SUNNOVA ENERGY INTERNATIONAL INC
SUNNOVA ENERGY INTERNATIONAL 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
2.00000000
0.000000115286
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
PAGERDUTY INC
549300U1SB749EDAGH21
PAGERDUTY INC CONV 1.25% 07/01/2025
69553PAB6
1647000.00000000
PA
USD
1560532.50000000
0.089953937474
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
EVENTBRITE INC
549300N6XBV2B1FAUF55
EVENTBRITE INC CONV 5% 12/01/2025
29975EAB5
2635000.00000000
PA
USD
2585593.75000000
0.149041649900
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
1129805.20000000
0.065125478847
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
50815000.00000000
PA
USD
44564755.00000000
2.568850815249
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
2008102.40000000
0.115753255848
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
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027 144A
803607AC4
11002000.00000000
PA
USD
12245226.00000000
0.705852838033
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01250000
N
N
N
N
N
SAREPTA THERAPEUTICS INC
SAREPTA THERAPEUTICS INC
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025 144A
780153BP6
7705000.00000000
PA
USD
10956377.32000000
0.631559599299
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
0.06000000
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD
USD
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST CONV 1.75% 12/15/2026
70509VAA8
182000.00000000
PA
USD
163800.00000000
0.009441940464
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
CORTEVA INC
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
65500.00000000
NS
USD
4398980.00000000
0.253570862428
Long
EC
CORP
US
N
1
N
N
N
AVALARA INC
549300Q16CMW239SS315
AVALARA INC CONV 0.25% 08/01/2026
05338GAB2
3525000.00000000
PA
USD
3516187.50000000
0.202683962381
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
2650000.00000000
PA
USD
2184925.00000000
0.125945859401
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
4330000.00000000
PA
USD
5358375.00000000
0.308873368363
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 ENTERTAINMENT INC
N/A
PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026
707569AU3
4284000.00000000
PA
USD
7160706.00000000
0.412765321964
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02750000
N
N
N
N
Y
PENN ENTERTAINMENT INC
PENN ENTERTAINMENT INC
USD
XXXX
N
N
N
GANNETT CO INC NEW
549300JQ2PU0RI3ZBA32
GANNETT CO INC
36472T109
3063023.00000000
NS
USD
7657557.50000000
0.441405384741
Long
EC
CORP
US
N
1
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
4776915.00000000
0.275356209007
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
WORKIVA INC
529900RTOQ8GRWHY1O58
WORKIVA INC CONV 1.125% 08/15/2026
98139AAB1
6583000.00000000
PA
USD
7873268.00000000
0.453839607566
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
177728.76000000
0.010244837428
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
INTERDIGITAL INC
N/A
INTERDIGITAL INC CONV 3.5% 06/01/2027 144A
45867GAC5
270000.00000000
PA
USD
254340.00000000
0.014660947117
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03500000
N
N
N
N
N
INTERDIGITAL INC
INTERDIGITAL INC
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.25% 01/15/2026
60937PAD8
149000.00000000
PA
USD
153991.50000000
0.008876548077
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
7925000.00000000
PA
USD
8959212.50000000
0.516436819513
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
118000.00000000
PA
USD
129564.00000000
0.007468471150
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
29978AAE4
5786000.00000000
PA
USD
4941468.15000000
0.284841563375
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
7895212.00000000
NS
USD
79978497.56000000
4.610208867061
Long
EC
CORP
MH
N
1
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE INC CONV 0% 02/15/2026
70614WAB6
12077000.00000000
PA
USD
8538699.62000000
0.492197151762
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
85500.00000000
NS
USD
10304460.00000000
0.593981061305
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
4806720.00000000
0.277074261727
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
83304AAF3
10175000.00000000
PA
USD
7097062.50000000
0.409096713063
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
SEMTECH CORP
549300J7WUY317SW6O61
SEMTECH CORP CONV 1.625% 11/01/2027 144A
816850AE1
2609000.00000000
PA
USD
2723796.00000000
0.157008056594
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.01625000
N
N
N
N
N
SEMTECH CORP
SEMTECH CORP
USD
XXXX
N
N
N
CYTOKINETICS INC
549300BE5DY1HW7IHA64
CYTOKINETICS INC CONV 4% 11/15/2026
23282WAA8
270000.00000000
PA
USD
1124550.00000000
0.064822552806
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
INNOVIVA INC
549300ACOX4QTBES6535
INNOVIVA INC CONV 2.125% 03/15/2028 144A
45781MAC5
200000.00000000
PA
USD
160500.00000000
0.009251718220
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.02125000
N
N
N
N
N
INNOVIVA INC
INNOVIVA INC
USD
XXXX
N
N
N
NEW RELIC INC
549300AB8FY2HQILL804
NEW RELIC INC CONV 0.5% 05/01/2023
64829BAB6
4454000.00000000
PA
USD
4349331.00000000
0.250708939949
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
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD CONV 5.375% 08/01/2025
62886HAX9
127000.00000000
PA
USD
149669.50000000
0.008627414581
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
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
Y68YJHVB1GU4TAU3C223
ALLSCRIPTS HLTHCARE SOLS INC CONV 0.875% 01/01/2027
01988PAF5
2875000.00000000
PA
USD
4325437.50000000
0.249331644439
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
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 6.926% PC 09/01/2025
65339F713
494600.00000000
NS
USD
24279914.00000000
1.399569612198
Long
EP
CORP
US
N
1
N
N
N
OMNICELL INC
5493008RH0GTKHHPZI77
OMNICELL INC CONV 0.25% 09/15/2025
68213NAD1
2491000.00000000
PA
USD
2178379.50000000
0.125568556463
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
29355AAF4
550000.00000000
PA
USD
2170575.00000000
0.125118680856
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
08975PAB4
15796000.00000000
PA
USD
11150535.88000000
0.642751501400
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
10316TAB0
4133000.00000000
PA
USD
4932735.50000000
0.284338186322
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
GANNETT HOLDINGS LLC
N/A
GANNETT HOLDINGS LLC 6% 11/01/2026 144A
36474GAA3
11650000.00000000
PA
USD
9261851.94000000
0.533881896283
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.06000000
N
N
N
N
N
N
AGNICO EAGLE MINES LTD
YGE0EUBRF7IJOB3QRX76
AGNICO EAGLE MINES LTD
008474108
161500.00000000
NS
USD
8134755.00000000
0.468912529948
Long
EC
CORP
CA
N
1
N
N
VERITONE INC
549300XTAS2FCSL4EL89
VERITONE INC CONV 1.75% 11/15/2026
92347MAB6
334000.00000000
PA
USD
213092.00000000
0.012283284356
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
187000.00000000
PA
USD
170824.50000000
0.009846854450
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
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0.125% 03/15/2025
163092AD1
3470000.00000000
PA
USD
3209750.00000000
0.185019953643
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
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP CONV 1.75% 05/01/2026
26884LAK5
2964000.00000000
PA
USD
8588190.00000000
0.495049930893
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
172000.00000000
PA
USD
149038.00000000
0.008591012960
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
29987000.00000000
PA
USD
19416582.50000000
1.119232087879
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
84921RAB6
2910000.00000000
PA
USD
2326545.00000000
0.134109275815
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
15677JAD0
197000.00000000
PA
USD
172867.50000000
0.009964619311
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
250.00000000
NS
USD
253872.50000000
0.014633998966
Long
EP
CORP
US
N
2
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC CONV 0% 03/01/2026
29355AAH0
260000.00000000
PA
USD
326820.00000000
0.018838919308
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
7082000.00000000
PA
USD
6055110.00000000
0.349035336555
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
96600.00000000
NS
USD
6155352.00000000
0.354813596604
Long
EP
CORP
LU
N
2
N
N
N
WINNEBAGO INDUSTRIES INC
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES INC CONV 1.5% 04/01/2025
974637AB6
2250000.00000000
PA
USD
2489062.50000000
0.143477288999
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01500000
N
N
N
N
Y
WINNEBAGO INDUSTRIES INC
WINNEBAGO INDUSTRIES INC
USD
XXXX
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC 5.25% PC 06/01/2023 144A
901375105
21250.00000000
NS
USD
26103925.00000000
1.504711268298
Long
EP
CORP
US
N
2
N
N
N
NEUROCRINE BIOSCIENCES INC
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024
64125CAD1
3254000.00000000
PA
USD
5455331.00000000
0.314462213172
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
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC CONV 1% 02/01/2023
703343AB9
4101000.00000000
PA
USD
4048736.61000000
0.233381746210
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
NATERA INC
N/A
NATERA INC CONV 2.25% 05/01/2027
632307AB0
1392000.00000000
PA
USD
1784370.00000000
0.102856625806
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
NEXTGEN HEALTHCARE INC
N/A
NEXTGEN HEALTHCARE INC CONV 3.75% 11/15/2027 144A
65343CAA0
5220000.00000000
PA
USD
5649381.80000000
0.325647903653
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03750000
N
N
N
N
Y
NEXTGEN HEALTHCARE INC
NEXTGEN HEALTHCARE INC
USD
XXXX
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 0.125% 12/15/2024
29978AAC8
4904000.00000000
PA
USD
4357691.75000000
0.251190879532
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
743312AB6
4250000.00000000
PA
USD
4479500.00000000
0.258212285177
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
2855040.00000000
0.164573368159
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
2860000.00000000
PA
USD
5139420.00000000
0.296252122488
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
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC CONV 0.125% 03/01/2025
852234AF0
147000.00000000
PA
USD
143508.75000000
0.008272289827
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.00125000
N
N
N
N
Y
BLOCK INC
BLOCK INC CL A
USD
XXXX
N
N
N
REDFIN CORPORATION
549300HXWD3JEMZU3O57
REDFIN CORP CONV 0% 10/15/2025
75737FAC2
410000.00000000
PA
USD
243950.00000000
0.014062035264
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.00000000
N
N
N
N
Y
REDFIN CORPORATION
REDFIN CORP
USD
XXXX
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC CONV 0% 04/01/2027
090043AD2
212000.00000000
PA
USD
168646.00000000
0.009721278947
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
TOPGOLF CALLAWAY BRANDS CORP
5493005UB0KFRKBPCU72
TOPGOLF CALLAWAY BRANDS CORP CONV 2.75% 05/01/2026
131193AE4
3690000.00000000
PA
USD
5016093.75000000
0.289143214611
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02750000
N
N
N
N
Y
TOPGOLF CALLAWAY BRANDS CORP
TOPGOLF CALLAWAY BRANDS CORP
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.25% 06/15/2028
29786AAN6
210000.00000000
PA
USD
183120.00000000
0.010555605237
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
8247602.00000000
0.475417381326
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
NEXTERA ENERGY PARTNERS LP
5493008F4ZOQFNG3WN54
NEXTERA ENERGY PARTNERS LP CONV 0% 06/15/2024 144A
65341BAE6
210000.00000000
PA
USD
208740.00000000
0.012032421566
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
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC CONV 1.875% 12/01/2029 144A
N/A
8780000.00000000
PA
USD
9104860.00000000
0.524832393530
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.01875000
N
N
N
N
Y
WOLFSPEED INC
WOLFSPEED INC
USD
XXXX
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
GUARDANT HEALTH INC CONV 0% 11/15/2027
40131MAB5
4885000.00000000
PA
USD
3530084.14000000
0.203485007848
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
HALOZYME THERAPEUTICS INC
529900242I3SV9AGM753
HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028 144A
40637HAE9
3180000.00000000
PA
USD
3736500.00000000
0.215383458770
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.01000000
N
N
N
N
N
HALOZYME THERAPEUTICS INC
HALOZYME THERAPEUTICS INC
USD
XXXX
N
N
N
ARCH RESOURCES INC
W47HVZ7Q6FXL86RELH91
ARCH RESOURCES INC CONV 5.25% 11/15/2025
039389AB7
580000.00000000
PA
USD
2481530.00000000
0.143043092317
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
AMERICAN ELECTRIC POWER COMPANY INC
N/A
AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025
02557T307
96600.00000000
NS
USD
5077296.00000000
0.292671102283
Long
EP
CORP
US
N
2
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC CONV 0% 01/01/2026
91879QAN9
200000.00000000
PA
USD
186750.00000000
0.010764849705
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
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP T5Y 7%/VAR PERP 144A
92840MAC6
3345000.00000000
PA
USD
2991847.21000000
0.172459360418
Long
EP
CORP
US
N
2
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
42668155.91400000
NS
USD
42676689.55000000
2.460016861815
Long
STIV
RF
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC CONV 0.75% 05/01/2025
09857LAN8
192000.00000000
PA
USD
268089.60000000
0.015453516742
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
18915MAC1
8385000.00000000
PA
USD
6737347.50000000
0.388361623843
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
4414000.00000000
PA
USD
4469175.00000000
0.257617120126
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
5667000.00000000
PA
USD
7185756.00000000
0.414209281724
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
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0% 09/01/2026
163092AF6
3627000.00000000
PA
USD
2853944.45000000
0.164510217257
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.00000000
N
N
N
N
Y
CHEGG INC
CHEGG INC
USD
XXXX
N
N
N
VAREX IMAGING CORP
549300CWYWPVCT8E9W67
VAREX IMAGING CORP CONV 4% 06/01/2025
92214XAB2
190000.00000000
PA
USD
228595.18000000
0.013176935775
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
1937000.00000000
PA
USD
1777197.50000000
0.102443180642
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
252000.00000000
NS
USD
12889800.00000000
0.743008084267
Long
EP
CORP
US
N
2
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
INSULET CORP CONV 0.375% 09/01/2026
45784PAK7
5772000.00000000
PA
USD
8227986.00000000
0.474286654194
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
15650.00000000
NS
USD
21984097.96000000
1.267231649025
Long
EP
CORP
US
N
2
N
N
N
GLOBAL BLOOD THERAPEUTICS INC
549300U4G0QKK99GRT15
GLOBAL BLOOD THERAPEUTICS INC CONV 1.875% 12/15/2028 144A
37890UAA6
4620000.00000000
PA
USD
10341870.00000000
0.596137489832
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.01875000
N
N
N
N
N
GLOBAL BLOOD THERAPEUTICS INC
GLOBAL BLOOD THERAPEUTICS INC
USD
XXXX
N
N
N
BABCOCK and WILCOX ENTERPRISES INC
5493006H661OZN2C0T54
BABCOCK and WILCOX ENTERPRISES INC
05614L209
4012446.00000000
NS
USD
18296753.76000000
1.054681683155
Long
EC
CORP
US
N
1
N
N
GREENBRIER COMPANIES INC
5493001GAGGFR30BP390
GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028
393657AM3
129000.00000000
PA
USD
120550.50000000
0.006948905030
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
DROPBOX INC
549300JCDF7UAR6TJR51
DROPBOX INC CONV 0% 03/01/2026
26210CAC8
1969000.00000000
PA
USD
1794743.50000000
0.103454586548
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
CERENCE INC
5493002WL2W5WMS89568
CERENCE INC CONV 3% 06/01/2025
156727AB5
1133000.00000000
PA
USD
1040757.11000000
0.059992470518
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
LUCID GROUP INC
N/A
LUCID GROUP INC CONV 1.25% 12/15/2026 144A
549498AA1
1300000.00000000
PA
USD
723125.00000000
0.041683169710
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.01250000
N
N
N
N
Y
LUCID GROUP INC
LUCID GROUP INC - A
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.125% 06/15/2025
22266LAC0
12264000.00000000
PA
USD
11219187.04000000
0.646708767368
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
4969000.00000000
PA
USD
4380034.52000000
0.252478786151
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
3728000.00000000
PA
USD
3442808.00000000
0.198454140217
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
13360000.00000000
PA
USD
17341280.00000000
0.999605209665
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
7322000.00000000
PA
USD
12143537.00000000
0.699991168412
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
INSIGHT ENTERPRISES INC
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC CONV 0.75% 02/15/2025
45765UAB9
4484000.00000000
PA
USD
6950200.00000000
0.400631102676
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
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029 144A
665531AH2
13051000.00000000
PA
USD
15413231.00000000
0.888466480293
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03625000
N
N
N
N
Y
NORTHERN OIL AND GAS INC
NORTHERN OIL AND GAS INC
USD
XXXX
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD CONV 2.5% 02/15/2027 144A
62886HBJ9
2510000.00000000
PA
USD
1955290.00000000
0.112708985173
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.02500000
N
N
N
N
Y
NORWEGIAN CRUISE LINE HLDGS LTD
NORWEGIAN CRUISE LINE HLDGS LTD
USD
XXXX
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
FIVE9 INC CONV 0.5% 06/01/2025
338307AD3
6508000.00000000
PA
USD
5915772.00000000
0.341003461704
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
ORMAT TECHNOLOGIES INC
5493000TSHHWY24VHM09
ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027 144A
686688AA0
1700000.00000000
PA
USD
2016200.00000000
0.116220026648
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.02500000
N
N
N
N
Y
ORMAT TECHNOLOGIES INC
ORMAT TECHNOLOGIES INC
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.125% 09/01/2027
29786AAL0
4502000.00000000
PA
USD
4554213.43000000
0.262518999206
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
INSMED INC
529900Q55QAG41CCAC11
INSMED INC CONV 1.75% 01/15/2025
457669AA7
2000000.00000000
PA
USD
1838000.00000000
0.105948025484
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.01750000
N
N
N
N
Y
INSMED INC
INSMED INC
USD
XXXX
N
N
N
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
N/A
LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 1% 01/30/2023
531229AF9
1735000.00000000
PA
USD
2865756.17000000
0.165191081463
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.01000000
N
N
N
N
Y
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
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
1757657.30000000
0.101316822857
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
3012000.00000000
PA
USD
10904946.00000000
0.628594938362
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
009066AB7
209000.00000000
PA
USD
175455.50000000
0.010113799665
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
ALNYLAM PHARMACEUTICALS INC
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027 144A
02043QAA5
4620000.00000000
PA
USD
4779390.00000000
0.275498875689
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01000000
N
N
N
N
N
ALNYLAM PHARMACEUTICALS INC
ALNYLAM PHARMACEUTICALS INC
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.75% 08/01/2026
83304AAB2
4240000.00000000
PA
USD
3686150.00000000
0.212481128475
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
6708634.00000000
0.386706488571
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
2154000.00000000
PA
USD
2575376.25000000
0.148452681483
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
4312000.00000000
PA
USD
12196492.00000000
0.703043658994
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
40056.00000000
NS
USD
48788208.00000000
2.812303756530
Long
EP
CORP
US
N
2
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP CONV 2.25% 06/15/2027 144A
207410AG6
2740000.00000000
PA
USD
2429010.00000000
0.140015676485
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.02250000
N
N
N
N
Y
CONMED CORP
CONMED CORP
USD
XXXX
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 6.875% PC 02/15/2024
00130H204
122400.00000000
NS
USD
12543552.00000000
0.723049274731
Long
EP
CORP
US
N
2
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 0% 12/15/2025
25470MAF6
236000.00000000
PA
USD
159512.40000000
0.009194789891
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
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WRLDWD CORP CONV 0% 01/15/2026
57164YAD9
200000.00000000
PA
USD
206700.00000000
0.011914829634
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
62886HBD2
257000.00000000
PA
USD
195124.12000000
0.011247559977
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.01125000
N
N
N
N
Y
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
112463AC8
5633000.00000000
PA
USD
4200105.63000000
0.242107126399
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
261000.00000000
PA
USD
183613.50000000
0.010584052109
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
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0.125% 08/01/2024
09239BAB5
5678000.00000000
PA
USD
6345165.00000000
0.365755007138
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
23279321.84900000
NS
USD
23281649.78000000
1.342026563765
Long
STIV
RF
US
N
1
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028 144A
703343AF0
2423000.00000000
PA
USD
1894786.00000000
0.109221346798
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.01750000
N
N
N
N
N
PATRICK INDUSTRIES INC
PATRICK INDUSTRIES INC
USD
XXXX
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
PEABODY ENERGY CORP CONV 3.25% 03/01/2028 144A
704551AC4
3797000.00000000
PA
USD
6878265.50000000
0.396484574798
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03250000
N
N
N
N
Y
PEABODY ENERGY CORP
PEABODY ENERGY CORP
USD
XXXX
N
N
N
PARSONS CORP
549300ZXH0VRBSEPX752
PARSONS CORP CONV 0.25% 08/15/2025
70202LAB8
6218000.00000000
PA
USD
7399420.00000000
0.426525537936
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
29355AAK3
260000.00000000
PA
USD
341852.47000000
0.019705437542
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
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 0.375% 03/01/2028
30063PAC9
279000.00000000
PA
USD
201035.31000000
0.011588299318
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
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL INC CONV 0.5% 06/01/2026
19260QAB3
7348000.00000000
PA
USD
3861356.73000000
0.222580588265
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
CYBER-ARK SOFTWARE LTD (ISRAEL)
529900YEXNDM894PWS93
CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024
23248VAB1
4989000.00000000
PA
USD
5674987.50000000
0.327123895686
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
MATCH GROUP FINANCECO 3 INC
5493003IEL8HSZKWUI17
MATCH GROUP FINANCECO 3 INC CONV 2% 01/15/2030 144A
44932KAA4
3607000.00000000
PA
USD
3367134.50000000
0.194092084773
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
SFL CORP LTD
549300RLYYPSB0C7RH77
SFL CORP LTD 7.25% 05/12/2026 144A REGS
N/A
2800000.00000000
PA
USD
2653000.00000000
0.152927155391
Long
DBT
CORP
BM
N
2
2026-05-12
Fixed
0.07250000
N
N
N
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DOCUSIGN INC CONV 0% 01/15/2024
256163AD8
7965000.00000000
PA
USD
7451257.50000000
0.429513612349
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
5764000.00000000
PA
USD
4188893.45000000
0.241460821539
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
90500.00000000
NS
USD
10407500.00000000
0.599920606759
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
17611000.00000000
PA
USD
15581095.91000000
0.898142734788
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
ZSCALER INC
529900MZ0RTK1BWRNF46
ZSCALER INC CONV 0.125% 07/01/2025
98980GAB8
8180000.00000000
PA
USD
9325200.00000000
0.537533475105
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
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
SCORPIO TANKERS INC
N/A
407733.00000000
NS
USD
20802537.66000000
1.199122845556
Long
EC
CORP
MH
N
1
N
N
N
KKR and CO INC
549300JOHU21WRN2Z451
KKR and CO INC DEL SER C 6% PC 09/15/2023
48251W401
76600.00000000
NS
USD
4833460.00000000
0.278615638332
Long
EP
CORP
US
N
1
N
N
N
ENVIVA INC
549300WH5VXDEFM5KR81
ENVIVA INC
29415B103
59401.00000000
NS
USD
3371006.75000000
0.194315293283
Long
EC
CORP
US
N
1
N
N
SUNRUN INC
54930007SJ77CI66U531
SUNRUN INC CONV 0% 02/01/2026
86771WAB1
2633000.00000000
PA
USD
1911558.00000000
0.110188136941
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
090043AB6
140000.00000000
PA
USD
148750.00000000
0.008574411746
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
DESKTOP METAL
254900C3ZY0EFO5PGJ27
DESKTOP METAL CONV 6% 05/15/2027 144A
25058XAC9
1250000.00000000
PA
USD
1665000.00000000
0.095975768460
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06000000
N
N
N
N
Y
DESKTOP METAL
DESKTOP METAL INC
USD
XXXX
N
N
N
RADIUS GLOBAL INFRASTRUCTURE INC
213800NT341MQ5USBX63
RADIUS GLOBAL INFRASTRUCTURE INC CONV 2.5% 09/15/2026 144A
750481AA1
264000.00000000
PA
USD
234515.53000000
0.013518203127
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
3108558.00000000
0.179186932645
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
WIX.COM LTD
5493008P6N29Q1AG9464
WIX.COM LTD CONV 0% 08/15/2025
92940WAD1
7538000.00000000
PA
USD
6331920.00000000
0.364991524223
Long
DBT
CORP
IL
N
2
2025-08-15
Fixed
0.00000000
N
N
N
N
Y
WIX.COM LTD
WIX.COM LTD
USD
XXXX
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC CONV 1% 11/15/2024 144A
16115QAD2
73000.00000000
PA
USD
179105.50000000
0.010324196995
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
XOMETRY INC
5493006JFRGU7YRRXE44
XOMETRY INC CONV 1% 02/01/2027 144A
98423FAA7
1400000.00000000
PA
USD
1368500.00000000
0.078884588071
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.01000000
N
N
N
N
N
XOMETRY INC
XOMETRY INC
USD
XXXX
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A
013092AG6
755000.00000000
PA
USD
628931.99000000
0.036253592222
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
SHOPIFY INC CONV 0.125% 11/01/2025
82509LAA5
8080000.00000000
PA
USD
6910185.68000000
0.398324553059
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
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.125% 03/01/2028 144A
83304AAG1
16700000.00000000
PA
USD
11230750.00000000
0.647375292276
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.00125000
N
N
N
N
Y
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
PEGASYSTEMS INC CONV 0.75% 03/01/2025
705573AB9
1489000.00000000
PA
USD
1258205.00000000
0.072526841895
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
INTEGRA LIFESCIENCES HLDG CORP
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025
457985AM1
230000.00000000
PA
USD
221605.00000000
0.012774000101
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
CABLE ONE INC
549300648QS85T0XSH18
CABLE ONE INC CONV 0% 03/15/2026
12685JAE5
262000.00000000
PA
USD
199906.00000000
0.011523202384
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
139420.50000000
0.008036630406
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
90353TAJ9
4200000.00000000
PA
USD
3561439.06000000
0.205292402768
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
4062588.74000000
0.234180225982
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
237204.00000000
0.013673174884
Long
EP
CORP
US
N
2
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 0.375% 03/15/2027
30063PAB1
258000.00000000
PA
USD
197692.50000000
0.011395609373
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
4636000.00000000
PA
USD
5085692.00000000
0.293155073786
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
2938000.00000000
PA
USD
4295552.26000000
0.247608966436
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
4573428.00000000
0.263626586666
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
682189AS4
7673000.00000000
PA
USD
11747363.00000000
0.677154469256
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
98986TAD0
5479000.00000000
PA
USD
5403350.84000000
0.311465915394
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
3071000.00000000
PA
USD
2871385.00000000
0.165515544697
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
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 0.625% 10/01/2025
94419LAM3
2945000.00000000
PA
USD
1877437.50000000
0.108221325405
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.00625000
N
N
N
N
N
WAYFAIR INC
WAYFAIR INC
USD
XXXX
N
N
N
REALREAL (THE)
549300O00VUGT4H1PE90
REALREAL (THE) CONV 1% 03/01/2028
88339PAD3
2304000.00000000
PA
USD
840960.00000000
0.048475544891
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
190000.00000000
PA
USD
215887.50000000
0.012444425653
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
VERINT SYS INC
549300KEQJS5FRVUCO94
VERINT SYS INC CONV 0.25% 04/15/2026
92343XAC4
1780000.00000000
PA
USD
1578860.00000000
0.091010391466
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
MAGNITE INC
54930018FR2YX1HHSB02
MAGNITE INC CONV 0.25% 03/15/2026
55955DAB6
7345000.00000000
PA
USD
5562673.76000000
0.320649783070
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00250000
N
N
N
N
Y
MAGNITE INC
MAGNITE INC
USD
XXXX
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO CONV 0% 03/15/2026
345370CZ1
12843000.00000000
PA
USD
13266819.00000000
0.764740629762
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
819047AB7
156000.00000000
PA
USD
106762.50000000
0.006154121910
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
120500.00000000
NS
USD
13609270.00000000
0.784480568432
Long
EP
CORP
US
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
92900.00000000
NS
USD
4409963.00000000
0.254203956641
Long
EC
CORP
US
N
1
N
N
N
DRAFTKINGS INC/NEVADA
5493008P45UYYL683Z97
DRAFTKINGS INC/NEVADA CONV 0% 03/15/2028
26142RAB0
44493000.00000000
PA
USD
28386534.00000000
1.636287936689
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.00000000
N
N
N
N
Y
DRAFTKINGS HOLDINGS INC
DRAFTKINGS HOLDINGS INC
USD
XXXX
N
N
N
WHEATON PRECIOUS METALS CORP
549300XSFG5ZCGVYD886
WHEATON PRECIOUS METALS CORP
962879102
218300.00000000
NS
8520053.53000000
0.491122333254
Long
EC
CORP
CA
N
1
N
N
N
INSMED INC
529900Q55QAG41CCAC11
INSMED INC CONV 0.75% 06/01/2028
457669AB5
3200000.00000000
PA
USD
2511396.74000000
0.144764703922
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
7367000.00000000
PA
USD
6799741.00000000
0.391958178864
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
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
N/A
LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027 144A
531229AL6
9614000.00000000
PA
USD
9181370.00000000
0.529242667430
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.02250000
N
N
N
N
N
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
LIBERTY FORMULA ONE-C
USD
XXXX
N
N
N
FASTLY INC
549300E2FZC83FJ3H565
FASTLY INC CONV 0% 03/15/2026
31188VAB6
12275000.00000000
PA
USD
8715250.00000000
0.502374063710
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
2022-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer