0001752724-20-010883.txt : 20200124
0001752724-20-010883.hdr.sgml : 20200124
20200124142932
ACCESSION NUMBER: 0001752724-20-010883
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191130
FILED AS OF DATE: 20200124
PERIOD START: 20191130
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: 20544985
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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2021-08-15
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2026-08-01
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ALTERYX INC
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USD
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2024-12-01
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2021-12-01
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Y
ZILLOW GROUP INC
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XXXX
N
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IAC FINANCECO 2 INC
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IAC FINANCECO 2 INC CONV 2% 01/15/2030
44932KAA4
3470000.00000000
PA
USD
3795312.50000000
0.241891208581
Long
DBT
CORP
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2
2030-01-15
Fixed
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USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
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ON SEMICONDUCTOR CORP CONV 1.0% 12/01/2020
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5834000.00000000
PA
USD
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Long
DBT
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2020-12-01
Fixed
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ON SEMICONDUCTOR CORP
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UNISYS CORP
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UNISYS CORP CONV 5.5% 03/01/2021
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121000.00000000
PA
USD
158544.40000000
0.010104700608
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.05500000
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N
N
N
Y
UNISYS CORP
UNISYS CORP NEW
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
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AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027 144A
00971TAK7
3911000.00000000
PA
USD
3863966.08000000
0.246266789627
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
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Y
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
USD
XXXX
N
N
N
TELADOC HEALTH INC
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TELADOC INC CONV 3% 12/15/2022
87918AAB1
2999000.00000000
PA
USD
6028197.77000000
0.384202366511
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.03000000
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N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
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NUANCE COMMUNICATIONS INC CONV 1.25% 04/01/2025
67020YAN0
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PA
USD
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2
2025-04-01
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NUANCE COMMUNICATIONS INC
NUANCE COMMUNICATIONS INC
USD
XXXX
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UNITI FIBER HOLDINGS INC
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UNITI FIBER HOLDINGS INC CONV 4% 06/15/2024 144A
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USD
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2
2024-06-15
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UNITI GROUP INC
UNITI GROUP INC
USD
XXXX
N
N
N
DOMINION ENERGY INC
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DOMINION ENERGY INC SER A 7.25% PC 06/01/2022
25746U133
72600.00000000
NS
USD
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Long
EP
CORP
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REXNORD CORP NEW
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REXNORD CORP NEW
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83049.00000000
NS
USD
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Long
EC
CORP
US
N
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N
N
LIBERTY INTERACTIVE LLC
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LIBERTY INTERACTIVE LLC CONV 1.75% 9/30/46 144A
530610AD6
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PA
USD
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0.567387408828
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
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N
CHARTER COMMUNICATIONS INC
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USD
XXXX
N
N
N
ALPHABET INC
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ALPHABET INC CL A
02079K305
6100.00000000
NS
USD
7954949.00000000
0.507002316096
Long
EC
CORP
US
N
1
N
N
N
NEVRO CORP
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NEVRO CORP CONV 1.75% 06/01/2021
64157FAA1
730000.00000000
PA
USD
962617.40000000
0.061351650565
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.01750000
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NEVRO CORP
NEVRO CORPORATION
USD
XXXX
N
N
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DEXCOM INC
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DEXCOM INC CONV 0.75% 12/01/2023
252131AG2
7050000.00000000
PA
USD
10699695.82000000
0.681936560783
Long
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CORP
US
N
2
2023-12-01
Fixed
0.00750000
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N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
SYNAPTICS INC
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SYNAPTICS INC CONV 0.5% 06/15/2022
87157DAD1
800000.00000000
PA
USD
831110.49000000
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Long
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CORP
US
N
2
2022-06-15
Fixed
0.00500000
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N
N
N
Y
SYNAPTICS INC
SYNAPTICS INC
USD
XXXX
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RINGCENTRAL INC CONV 0% 03/15/2023
76680RAD9
4135000.00000000
PA
USD
8852416.03000000
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Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00000000
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N
N
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RINGCENTRAL INC
RINGCENTRAL INC CL A
USD
XXXX
N
N
N
NUANCE COMMUNICATIONS INC
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NUANCE COMMUNICATIONS CONV 1.0% 12/15/2035
67020YAK6
805000.00000000
PA
USD
799188.98000000
0.050935670845
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
0.01000000
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N
N
N
N
NUANCE COMMUNICATIONS INC
NUANCE COMMUNICATIONS INC
USD
XXXX
N
N
N
J2 GLOBAL INC
5493008OJYGLHD7MXA18
J2 GLOBAL INC CONV 3.25% 06/15/2029
48123VAC6
3200000.00000000
PA
USD
4768000.00000000
0.303884668921
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03250000
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N
N
N
Y
J2 GLOBAL INC
J2 GLOBAL INC
USD
XXXX
N
N
N
VANTAGE DRILLING CO
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VANTAGE DRILLING COMP CONV 5.5% 07/15/2043
92209XAA1
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PA
USD
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0.038240520417
Long
DBT
CORP
KY
N
3
2043-07-15
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0.05500000
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N
N
N
VANTAGE DRILLING CO
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XXXX
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48123VAD4
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USD
3872635.10000000
0.246819302687
Long
DBT
CORP
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N
2
2026-11-01
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N
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EURONET WORLDWIDE INC
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EURONET WORLDWIDE INC CONV 0.75% 03/15/2049 144A
298736AJ8
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USD
4999112.24000000
0.318614422808
Long
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CORP
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2
2049-03-15
Fixed
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N
N
N
N
EURONET WORLDWIDE INC
EURONET WORLDWIDE INC
USD
XXXX
N
N
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ECHO GLOBAL LOGISTICS INC CONV 2.5% 05/01/2020
27875TAA9
150000.00000000
PA
USD
148428.06000000
0.009459943765
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
0.02500000
N
N
N
N
Y
ECHO GLOBAL LOGISTICS INC
ECHO GLOBAL LOGISTICS INC
USD
XXXX
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N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC CONV 1.75% 12/15/2020
87305RAD1
1505000.00000000
PA
USD
2139617.26000000
0.136366795862
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.01750000
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N
N
N
Y
TTM TECHNOLOGIES INC
TTM TECHNOLOGIES INC
USD
XXXX
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
AVAYA HLDGS CORP CONV 2.25% 06/15/2023
05351XAB7
180000.00000000
PA
USD
157093.58000000
0.010012233755
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.02250000
N
N
N
N
Y
AVAYA HOLDINGS CORP
AVAYA HOLDINGS CORP
USD
XXXX
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0.25% 05/15/2023
163092AB5
550000.00000000
PA
USD
846071.80000000
0.053923709904
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00250000
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N
N
N
Y
CHEGG INC
CHEGG INC
USD
XXXX
N
N
N
8X8 INC NEW
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282914AA8
560000.00000000
PA
USD
585238.19000000
0.037299688256
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
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC CONV 0% 06/01/2022
81762PAC6
7189000.00000000
PA
USD
15201680.32000000
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Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00000000
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N
N
N
Y
SERVICENOW INC
SERVICENOW INC
USD
XXXX
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N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC CONV 2.375% 03/15/2022
88160RAD3
156000.00000000
PA
USD
188630.20000000
0.012022195024
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02375000
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N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
INNOVIVA INC
549300ACOX4QTBES6535
INNOVIVA INC 2.125% 1/15/23
88338TAB0
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PA
USD
794500.00000000
0.050636822453
Long
DBT
CORP
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N
2
2023-01-15
Fixed
0.02125000
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N
N
N
N
INNOVIVA INC
INNOVIVA INC
USD
XXXX
N
N
N
TWITTER INC
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TWITTER INC CONV 0.25% 06/15/2024
90184LAF9
1656000.00000000
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USD
1581450.09000000
0.100792457427
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CORP
US
N
2
2024-06-15
Fixed
0.00250000
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N
N
N
Y
TWITTER INC
TWITTER INC
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XXXX
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N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.25% 02/15/2023
679295AB1
3861000.00000000
PA
USD
10468136.25000000
0.667178296676
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.00250000
N
N
N
N
Y
OKTA INC
OKTA INC CL A
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XXXX
N
N
N
TEEKAY CORP
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TEEKAY CORP CONV 5% 01/15/2023
87900YAE3
200000.00000000
PA
USD
170872.53000000
0.010890424120
Long
DBT
CORP
MH
N
2
2023-01-15
Fixed
0.05000000
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N
N
N
N
TEEKAY CORP
TEEKAY CORP
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XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
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15189T206
84750.00000000
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4862955.00000000
0.309936549948
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EP
CORP
US
N
2
N
N
N
KAMAN CORP
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KAMAN CORP CONV 3.25% 05/01/2024
483548AF0
700000.00000000
PA
USD
823900.00000000
0.052510607953
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03250000
N
N
N
N
Y
KAMAN CORP
KAMAN CORP
USD
XXXX
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
136900.00000000
NS
USD
11437995.00000000
0.728991468896
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO 7.5% PC PERP A/L PAR=1000
949746804
24180.00000000
NS
USD
35302800.00000000
2.249995740350
Long
EP
CORP
US
N
2
N
N
N
GOLAR LNG LTD
213800C2VSFZG3EZLO34
GOLAR LNG LTD
N/A
218759.00000000
NS
USD
2848242.18000000
0.181530438732
Long
EC
CORP
BM
N
1
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC CONV 1% 11/15/2024 144A
16115QAD2
3300000.00000000
PA
USD
3799285.48000000
0.242144423285
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
RAMBUS INC
2549000211GDCQSLV833
RAMBUS INC CONV 1.375% 02/01/2023
750917AG1
780000.00000000
PA
USD
775627.73000000
0.049434013409
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
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC CONV 0.5% 06/15/21
452327AH2
4113000.00000000
PA
USD
5596387.26000000
0.356681268804
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.00500000
N
N
N
N
Y
ILLUMINA INC
ILLUMINA INC
USD
XXXX
N
N
N
NEXTERA ENERGY PARTNERS LP
5493008F4ZOQFNG3WN54
NEXTERA ENERGY PARTNERS LP CONV 1.5% 09/15/2020 144A
65341BAA4
2250000.00000000
PA
USD
2350770.98000000
0.149824509430
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
0.01500000
N
N
N
N
N
NEXTERA ENERGY PARTNERS LP
NEXTERA ENERGY PARTNERS LP
USD
XXXX
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC CONV 4.75% 07/01/2022
01741RAG7
470000.00000000
PA
USD
809605.10000000
0.051599533928
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04750000
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ALLEGHENY TECHNOLOGIES INC
USD
XXXX
N
N
N
AERIE PHARMACEUTICALS INC
529900SFXHDHUO324R09
AERIE PHARMACEUTICALS INC CONV 1.5% 10/01/2024 144A
00771VAA6
1410000.00000000
PA
USD
1427055.73000000
0.090952256300
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.01500000
N
N
N
N
Y
AERIE PHARMACEUTICALS INC
AERIE PHARMACEUTICALS INC
USD
XXXX
N
N
N
CHANGE HEALTHCARE INC
549300GS1BPJEDOZHM07
CHANGE HEALTHCARE INC 6% PC 06/30/22
15912K209
17800.00000000
NS
USD
922752.00000000
0.058810861161
Long
EP
CORP
US
N
2
N
N
N
INPHI CORP
549300DCMERAAZFGT726
INPHI CORP CONV 0.75% 09/01/2021
45772FAC1
1950000.00000000
PA
USD
2637053.80000000
0.168070516136
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
0.00750000
N
N
N
N
N
INPHI CORP
INPHI CORP
USD
XXXX
N
N
N
CYPRESS SEMI-CONDUCTOR CORP
549300T2071OM26ZSE13
CYPRESS SEMICONDUCTOR CORP CONV 4.5% 01/15/2022
232806AM1
5280000.00000000
PA
USD
9206637.69000000
0.586777694274
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.04500000
N
N
N
N
Y
CYPRESS SEMI-CONDUCTOR CORP
CYPRESS SEMICONDUCTOR CORP
USD
XXXX
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD 4.875% CONV PFD PERPPAR=100
N/A
21200.00000000
NS
USD
2130414.86000000
0.135780288254
Long
EP
CORP
BM
N
2
N
N
N
AEROJET ROCKETDYNE HOLDINGS INC
549300VULNLWHE8QWI76
AEROJET ROCKETDYNE HLDGS INC CONV 2.25% 12/15/2023
007800AB1
3390000.00000000
PA
USD
5979272.98000000
0.381084184126
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.02250000
N
N
N
N
Y
AEROJET ROCKETDYNE HOLDINGS INC
AEROJET ROCKETDYNE HOLDINGS INC
USD
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LENDINGTREE INC CONV 0.625% 06/01/2022
52603BAA5
3250000.00000000
PA
USD
5907282.36000000
0.376495919503
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00625000
N
N
N
N
Y
LENDINGTREE INC
LENDINGTREE INC
USD
XXXX
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
PROOFPOINT INC CONV 0.25% 08/15/2024 144A
743424AE3
8121000.00000000
PA
USD
8472329.89000000
0.539977173576
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.00250000
N
N
N
N
Y
PROOFPOINT INC
PROOFPOINT INC
USD
XXXX
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
IQIYI INC CONV 3.75% 12/01/2023 144A
46267XAA6
287000.00000000
PA
USD
301019.64000000
0.019185246149
Long
DBT
CORP
KY
N
2
2023-12-01
Fixed
0.03750000
N
N
N
N
Y
IQIYI INC
IQIYI INC ADR
USD
XXXX
N
N
N
STARWOOD PPTY TR INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC CONV 4.375% 04/01/2023
85571BAH8
1000000.00000000
PA
USD
1033125.00000000
0.065845396094
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
STARWOOD PPTY TR INC
STARWOOD PROPERTY TRUST INC
USD
XXXX
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MERCADOLIBRE INC CONV 2% 08/15/2028
58733RAD4
8068000.00000000
PA
USD
12167552.50000000
0.775489233020
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.02000000
N
N
N
N
Y
MERCADOLIBRE INC
MERCADOLIBRE INC
USD
XXXX
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS HLDGS INC
74346Y103
19328.00000000
NS
USD
1203941.12000000
0.076732224968
Long
EC
CORP
US
N
1
N
N
N
CYPRESS SEMI-CONDUCTOR CORP
549300T2071OM26ZSE13
CYPRESS SEMICONDUCTOR CORP CONV 2% 02/01/2023
232806AP4
660000.00000000
PA
USD
801060.80000000
0.051054969797
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02000000
N
N
N
N
Y
CYPRESS SEMI-CONDUCTOR CORP
CYPRESS SEMICONDUCTOR CORP
USD
XXXX
N
N
N
AQUA AMER INC
549300ILTEOF3E3QY357
AQUA AMER INC PC 6% 4/30/2022
03836W202
24500.00000000
NS
USD
1459465.00000000
0.093017835219
Long
EP
CORP
US
N
1
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
KNOWLES CORP CONV 3.25% 11/01/2021
49926DAB5
1200000.00000000
PA
USD
1597797.78000000
0.101834364383
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
0.03250000
N
N
N
N
Y
KNOWLES CORP
KNOWLES CORP
USD
XXXX
N
N
N
EXANTAS CAPITAL CORP
549300RUJWPCMY4JFR46
RESOURCE CAPITAL CORP CONV 4.5% 08/15/2022
76120WAC8
502000.00000000
PA
USD
535819.82000000
0.034150047945
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.04500000
N
N
N
N
N
EXANTAS CAPITAL CORP
EXANTAS CAPITAL CORP
USD
XXXX
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
66600.00000000
NS
USD
10081908.00000000
0.642562347876
Long
EC
CORP
US
N
1
N
N
N
ATLASSIAN INC
549300IXZ6QFOQGTMA56
ATLASSIAN INC CONV 0.625% 05/01/2023
04947PAB8
8797000.00000000
PA
USD
14533938.13000000
0.926308929688
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.00625000
N
N
N
N
Y
ATLASSIAN CORP PLC
ATLASSIAN CORP PLC CLS A
USD
XXXX
N
N
N
ALDER BIOPHARMACEUTICALS INC
529900946SFXHRCYLD85
ALDER BIOPHARMACEUTICALS INC CONV 2.5% 02/01/2025
014339AA3
1750000.00000000
PA
USD
1942500.00000000
0.123803684853
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.02500000
N
N
N
N
Y
ALDER BIOPHARMACEUTICALS INC
ALDER BIOPHARMACEUTICALS INC
USD
XXXX
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
40000.00000000
NS
USD
3509200.00000000
0.223656057084
Long
EC
CORP
US
N
1
N
N
N
SSR MINING INC
549300JD2KR7AB9DYJ38
SSR MINING INC CONV 2.5% 04/01/2039 144A
784730AA1
3335000.00000000
PA
USD
3922793.75000000
0.250016124153
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
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 1% 01/30/2023
531229AF9
8520000.00000000
PA
USD
11186284.24000000
0.712948884800
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.01000000
N
N
N
N
Y
LIBERTY MEDIA COR
LIBERTY FORMULA ONE-C
USD
XXXX
N
N
N
ENERGIZER HLDGS INC NEW
5493000D6NN0V57UME20
ENERGIZER HLDGS INC PC 7.5% 01/15/2022
29272W208
37400.00000000
NS
USD
3957668.00000000
0.252238806602
Long
EP
CORP
US
N
1
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO CONV 1.5% 07/01/2021
78454LAM2
150000.00000000
PA
USD
133778.11000000
0.008526240911
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
0.01500000
N
N
N
N
Y
SM ENERGY CO
SM ENERGY CO
USD
XXXX
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
CHEGG INC CONV 0.125% 03/15/2025 144A
163092AC3
800000.00000000
PA
USD
824943.26000000
0.052577099296
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
THE BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
PRICELINE GROUP INC CONV 0.9% 09/15/2021
741503AX4
3493000.00000000
PA
USD
3902803.75000000
0.248742077481
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00900000
N
N
N
N
Y
THE BOOKING HOLDINGS INC
THE BOOKING HOLDINGS INC
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR TECHNOLOGY CORP CONV 4.5% 04/15/2024 144A
698884AA1
1630000.00000000
PA
USD
2055523.06000000
0.131007119242
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
Y
PAR TECHNOLOGY CORP
PAR TECHNOLOGY CORP
USD
XXXX
N
N
N
OIL STATES INTERNATIONAL INC
5493004TF4KQJGMYL777
OIL STATES INTL INC CONV 1.5% 02/15/2023
678026AH8
175000.00000000
PA
USD
152197.50000000
0.009700186010
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.01500000
N
N
N
N
N
OIL STATES INTERNATIONAL INC
OIL STATES INTERNATIONAL INC
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.125% 06/15/2025 144A
22266LAD8
16020000.00000000
PA
USD
19326486.67000000
1.231758180184
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
NATIONAL HEALTH INVESTORS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTORS INC CONV 3.25% 04/01/2021
63633DAE4
900000.00000000
PA
USD
1064724.92000000
0.067859391737
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.03250000
N
N
N
N
Y
NATIONAL HEALTH INVESTORS INC
NATIONAL HEALTH INVESTORS INC
USD
XXXX
N
N
N
GREAT AJAX CORP
5493004ID2QQWNGDYC18
GREAT AJAX CORP PC 7.25% 4/30/24
38983D409
19800.00000000
NS
USD
546498.53000000
0.034830646991
Long
EP
CORP
US
N
2
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
REPLIGEN CORP CONV 0.375% 07/15/2024
759916AB5
3000000.00000000
PA
USD
3186740.46000000
0.203104356045
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
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CONV 3.25% 8/01/39
458140AF7
4575000.00000000
PA
USD
13120962.75000000
0.836254073240
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
0.03250000
N
N
N
N
Y
INTEL CORP
INTEL CORP
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 HLDGS INC CV 0.75% 02/15/2023
74736LAB5
4050000.00000000
PA
USD
6286024.40000000
0.400634740693
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.00750000
N
N
N
N
Y
Q2 HOLDINGS INC
Q2 HOLDINGS INC
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC CONV 2.5% 03/15/2023
538034AQ2
1970000.00000000
PA
USD
2384921.40000000
0.152001059153
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
SUPERNUS PHARMACEUTICALS INC
549300GRM36VBKISYJ58
SUPERNUS PHARMACEUTICALS INC CONV 0.625% 04/01/2023
868459AD0
180000.00000000
PA
USD
162257.40000000
0.010341345696
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.00625000
N
N
N
N
Y
SUPERNUS PHARMACEUTICALS INC
SUPERNUS PHARMACEUTICALS INC
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.375% 03/01/2022
852234AB9
1166000.00000000
PA
USD
3516603.51000000
0.224127913876
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
0.00375000
N
N
N
N
Y
SQUARE INC
SQUARE INC CL A
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0.125% 10/01/2026 144A
29786AAH9
250000.00000000
PA
USD
222812.50000000
0.014200776592
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
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
PTC THERAPEUTICS INC CONV 1.5% 09/15/2026
69366JAC5
150000.00000000
PA
USD
170983.21000000
0.010897478221
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.01500000
N
N
N
N
Y
PTC THERAPEUTICS INC
PTC THERAPEUTICS INC
USD
XXXX
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC PC 6.125% 03/15/2022
025537127
48800.00000000
NS
USD
2636664.00000000
0.168045672545
Long
EP
CORP
US
N
2
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
12882000.00000000
PA
USD
11630062.57000000
0.741232741949
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
N
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
FIDELITY REVERE STREET TRUST
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
6439686.49300000
NS
USD
6440974.43000000
0.410510357002
Long
STIV
RF
US
N
1
N
N
N
PACIRA BIOSCIENCES INC
N/A
PACIRA BIOSCIENCES INC CONV 2.375% 04/01/2022
695127AD2
800000.00000000
PA
USD
837000.00000000
0.053345525983
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02375000
N
N
N
N
Y
PACIRA BIOSCIENCES INC
PACIRA BIOSCIENCES INC
USD
XXXX
N
N
N
ADESTO TECHNOLOGIES CORP
549300J97LXW3AREY415
ADESTO TECHNOLOGIES CORP CONV 4.25% 09/15/2024 144A
00687DAA9
141000.00000000
PA
USD
134375.55000000
0.008564318272
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
Y
ADESTO TECHNOLOGIES CORP
ADESTO TECHNOLOGIES CORP
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
26311000.00000000
PA
USD
24814561.88000000
1.581536267056
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
DHT HOLDINGS INC
549300SMD6IVZYT74K40
DHT HOLDINGS INC
N/A
1978300.00000000
NS
USD
14520722.00000000
0.925466610206
Long
EC
CORP
MH
N
1
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
BLACKLINE INC CONV 0.125% 08/01/2024 144A
09239BAA7
2305000.00000000
PA
USD
2340205.33000000
0.149151116173
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00125000
N
N
N
N
N
BLACKLINE INC
BLACKLINE INC
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 4.872% PFD 09/01/2022
65339F796
155000.00000000
NS
USD
7709700.00000000
0.491371567110
Long
EP
CORP
US
N
1
N
N
N
CARBONITE INC
5493000SNSOGP6ZC5R33
CARBONITE INC CONV 2.5% 04/01/2022
141337AB1
858000.00000000
PA
USD
907592.91000000
0.057844708676
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02500000
N
N
N
N
Y
CARBONITE INC
CARBONITE INC
USD
XXXX
N
N
N
SEA LTD
529900OM6JLLW44YKI15
SEA LTD CONV 2.25% 07/01/2023
81141RAB6
2634000.00000000
PA
USD
5244765.49000000
0.334270936346
Long
DBT
CORP
KY
N
2
2023-07-01
Fixed
0.02250000
N
N
N
N
Y
SEA LTD
SEA LTD ADR
USD
XXXX
N
N
N
CORENERGY INFRASTRUCTURE TR INC
549300RWMFYIPNXWXM78
CORENERGY INFRASTR TR INC CONV 5.875% 08/15/2025 144A
21870UAB2
1230000.00000000
PA
USD
1243068.75000000
0.079225993192
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05875000
N
N
N
N
N
CORENERGY INFRASTRUCTURE TR INC
CORENERGY INFRASTR TR INC
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SERIES A PC 8% 09/30/2022
11135F200
22200.00000000
NS
USD
25847016.00000000
1.647338905150
Long
EP
CORP
US
N
1
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
13250.00000000
NS
USD
3535497.50000000
0.225332107227
Long
EC
CORP
US
N
1
N
N
N
NOVELLUS SYSTEMS INC
N/A
NOVELLUS SYSTEMCONV 2.625 5/41
670008AD3
1872000.00000000
PA
USD
15522141.49000000
0.989291280963
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
0.02625000
N
N
N
N
Y
LAM RESEARCH CORP
LAM RESEARCH CORP
USD
XXXX
N
N
N
IH MERGER SUB LLC
N/A
IH MERGER SUB LLC CONV 3.5% 01/15/2022
19625XAB8
1900000.00000000
PA
USD
2585670.10000000
0.164795617088
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
ALTAIR ENGINEERING INC
549300FJ89HZ6GU9S994
ALTAIR ENGR INC CONV 0.25% 06/01/2024
021369AA1
810000.00000000
PA
USD
795712.79000000
0.050714118654
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
VONAGE HLDGS CORP
529900W7N0N4WLN1JY21
VONAGE HLDGS CORP CONV 1.75% 06/01/2024 144A
92886TAH5
280000.00000000
PA
USD
250009.56000000
0.015934159473
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.01750000
N
N
N
N
Y
VONAGE HLDGS CORP
VONAGE HOLDINGS CORP
USD
XXXX
N
N
N
MEDICINES CO
254900Z72DIL282LFL79
MEDICINES CO CONV 2.5% 01/15/2022
584688AE5
1500000.00000000
PA
USD
3761250.00000000
0.239720262369
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02500000
N
N
N
N
Y
MEDICINES CO
MEDICINES CO
USD
XXXX
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO PC SER A 6.125% 5/01/20
075887208
311000.00000000
NS
USD
19338388.65000000
1.232516743366
Long
EP
CORP
US
N
2
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMA CON 1.5% 10/20
09061GAF8
140000.00000000
PA
USD
149967.36000000
0.009558049820
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
0.01500000
N
N
N
N
Y
BIOMARIN PHARMACEUTICAL INC
BIOMARIN PHARMACEUTICAL INC
USD
XXXX
N
N
N
NEUROCRINE BIOSCIENCES INC
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC CONV 2.25% 05/15/2024
64125CAD1
4340000.00000000
PA
USD
7071238.51000000
0.450679734369
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
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECH CV 3.125 5/32
595112AX1
2701000.00000000
PA
USD
12848990.36000000
0.818920130352
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.03125000
N
N
N
N
Y
MICRON TECHNOLOGY INC
MICRON TECHNOLOGY INC
USD
XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC DEP SHARE PC 7% SERIES B 09/01/2021
15189T503
5100.00000000
NS
USD
230748.50000000
0.014706571209
Long
EP
CORP
US
N
2
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
SCORPIO TANKERS INC CONV 3% 05/15/2022
80918TAB5
17915000.00000000
PA
USD
20494567.23000000
1.306204861025
Long
DBT
CORP
MH
N
2
2022-05-15
Fixed
0.03000000
N
N
N
N
Y
SCORPIO TANKERS INC
SCORPIO TANKERS INC
USD
XXXX
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC CONV 0.75% 09/15/2021
267475AB7
158000.00000000
PA
USD
153179.16000000
0.009762751325
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.00750000
N
N
N
N
Y
DYCOM INDUSTRIES INC
DYCOM INDUSTRIES INC
USD
XXXX
N
N
N
MESA LABORATORIES INC
549300ZCG738WLX8ZW79
MESA LABORATORIES INC CONV 1.375% 08/15/2025
59064RAA7
1000000.00000000
PA
USD
1047195.05000000
0.066742139485
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.01375000
N
N
N
N
N
MESA LABORATORIES INC
MESA LABORATORIES INC
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP 4.75% PC 04/15/2022
235851300
16200.00000000
NS
USD
18504774.00000000
1.179386979960
Long
EP
CORP
US
N
2
N
N
N
10X GENOMICS INC
5493003Z6741WNLG7H43
10X GENOMICS INC
88025U109
12400.00000000
NS
USD
804636.00000000
0.051282832311
Long
EC
CORP
US
N
1
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP SER A PC 5% 7/01/21
34959J207
2490.00000000
NS
USD
2330482.58000000
0.148531444473
Long
EP
CORP
US
N
2
N
N
N
MEDICINES CO
254900Z72DIL282LFL79
MEDICINES CO CONV 3.5% 01/15/2024 144A
584688AH8
5234000.00000000
PA
USD
17713818.75000000
1.128976079314
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.03500000
N
N
N
N
Y
MEDICINES CO
MEDICINES CO
USD
XXXX
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
39800.00000000
NS
USD
8626252.00000000
0.549787276227
Long
EC
CORP
US
N
1
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 0.75% 09/01/2024 144A
98954MAD3
840000.00000000
PA
USD
926758.64000000
0.059066221159
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00750000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP CONV 3.125% 10/01/2035 144A
30225VAD9
1750000.00000000
PA
USD
2034135.15000000
0.129643977894
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
0.03125000
N
N
N
N
N
EXTRA SPACE STORAGE INC
EXTRA SPACE STORAGE INC
USD
XXXX
N
N
N
VISTRA ENERGY CORP
549300KP43CPCUJOOG15
VISTRA ENERGY CORP
92840M102
409763.00000000
NS
USD
10871012.39000000
0.692855285438
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
34900.00000000
NS
USD
9327025.00000000
0.594450483251
Long
EC
CORP
US
N
1
N
N
N
ETSY INC
54930089Q7XT501AEA40
ETSY INC CONV 0% 03/01/2023
29786AAC0
1080000.00000000
PA
USD
1501875.00000000
0.095720802671
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.00000000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC CONV 0.5% 05/15/2023
852234AD5
2692000.00000000
PA
USD
3133360.16000000
0.199702205292
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
NXP SEMICONDUCTORS BELGIUM NV
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV
N/A
120900.00000000
NS
USD
13973622.00000000
0.890597629005
Long
EC
CORP
NL
N
1
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 2.125% 03/31/2048 144A
531229AG7
2830000.00000000
PA
USD
2924635.20000000
0.186399286800
Long
DBT
CORP
US
N
2
2048-03-31
Fixed
0.02125000
N
N
N
N
N
SIRIUS XM HLDGS INC
SIRIUS XM HLDGS INC
USD
XXXX
N
N
N
HALOZYME THERAPEUTICS INC
529900242I3SV9AGM753
HALOZYME THERAPEUTICS INC CONV 1.25% 12/01/2024 144A
40637HAA7
480000.00000000
PA
USD
497417.90000000
0.031702532268
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.01250000
N
N
N
N
N
HALOZYME THERAPEUTICS INC
HALOZYME THERAPEUTICS INC
USD
XXXX
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
PLURALSIGHT INC CONV 0.375% 03/01/2024
72941BAA4
200000.00000000
PA
USD
172569.54000000
0.010998581696
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00375000
N
N
N
N
Y
PLURALSIGHT INC
PLURALSIGHT INC
USD
XXXX
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC CONV 1.5% 11/15/2024
803607AB6
4086000.00000000
PA
USD
7126773.05000000
0.454219183887
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
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 1.125% 11/01/2024
94419LAD3
120000.00000000
PA
USD
121200.00000000
0.007724585124
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
YY INC.
549300N6CHVU5CQZPW24
YY INC CONV 1.375% 06/15/2026 144A
98426TAE6
170000.00000000
PA
USD
164079.42000000
0.010457470684
Long
DBT
CORP
KY
N
2
2026-06-15
Fixed
0.01375000
N
N
N
N
Y
YY INC.
YY INC SPONSORED ADR
USD
XXXX
N
N
N
CONOCOPHILLIPS INC
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
155200.00000000
NS
USD
9302688.00000000
0.592899384009
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC SPON ADR
055622104
308800.00000000
NS
USD
11555296.00000000
0.736467554372
Long
EC
CORP
GB
N
1
N
N
N
INTERCEPT PHARMACEUTICALS INC
N/A
INTERCEPT PHARMACEUTICALS INC CONV 2% 05/15/2026
45845PAB4
724000.00000000
PA
USD
863931.72000000
0.055061997630
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02000000
N
N
N
N
Y
INTERCEPT PHARMACEUTICALS INC
INTERCEPT PHARMACEUTICALS INC
USD
XXXX
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
SILICON LABORATORIES INC CONV 1.375% 03/01/2022
826919AB8
120000.00000000
PA
USD
150186.25000000
0.009572000599
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
0.01375000
N
N
N
N
Y
SILICON LABORATORIES INC
SILICON LABORATORIES INC
USD
XXXX
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC CONV 0.75% 07/01/2023
697435AD7
10901000.00000000
PA
USD
11924221.82000000
0.759980746626
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
ALTERYX INC
549300XWZG0JHL7I0827
ALTERYX INC CONV 0.5% 06/01/2023
02156BAB9
1040000.00000000
PA
USD
2698969.22000000
0.172016645941
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.00500000
N
N
N
N
Y
ALTERYX INC
ALTERYX INC CL A
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
OKTA INC CONV 0.125% 09/01/2025 144A
679295AC9
1580000.00000000
PA
USD
1594812.50000000
0.101644099948
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
VEONEER INC
54930082R4LTC7PERT23
VEONEER INC CONV 4% 06/01/2024
92336XAA7
700000.00000000
PA
USD
714222.26000000
0.045520384860
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
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
31500000.00000000
PA
USD
36072391.95000000
2.299045068145
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LIVEPERSON INC CONV 0.75% 03/01/2024
538146AA9
14840000.00000000
PA
USD
18503286.80000000
1.179292194457
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
GOLAR LNG LTD
213800C2VSFZG3EZLO34
GOLAR LNG LTD CONV 2.75% 02/15/2022
38046YAB7
3460000.00000000
PA
USD
3017777.92000000
0.192335663610
Long
DBT
CORP
BM
N
2
2022-02-15
Fixed
0.02750000
N
N
N
N
N
GOLAR LNG LTD
GOLAR LNG LTD
USD
XXXX
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC CONV 2.5% 11/01/2023
48242WAA4
3200000.00000000
PA
USD
4155096.99000000
0.264821785474
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
TALEND SA
549300CGJZ1TI6ZGS674
TALEND SA CONV 1.75% 09/01/2024 144A
N/A
5750000.00000000
PA
6673911.08000000
0.425356388203
Long
DBT
CORP
FR
N
2
2024-09-01
Fixed
0.01750000
N
N
N
N
N
TALEND SA
TALEND SA
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2027
595017AF1
17651000.00000000
PA
USD
23051964.71000000
1.469198545276
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
TESLA INC
54930043XZGB27CTOV49
TESLA MOTORS INC CONV 1.25% 03/01/2021
88160RAC5
175000.00000000
PA
USD
193638.28000000
0.012341381000
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.01250000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
MEDICINES CO
254900Z72DIL282LFL79
MEDICINES CO CONV 2.75% 07/15/202
584688AG0
2229000.00000000
PA
USD
3850676.16000000
0.245419767198
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.02750000
N
N
N
N
Y
MEDICINES CO
MEDICINES CO
USD
XXXX
N
N
N
GUESS INC
549300QVH3ZK2DW0KP86
GUESS INC CONV 2% 04/15/2024
401617AC9
121000.00000000
PA
USD
121680.63000000
0.007755217693
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.02000000
N
N
N
N
Y
GUESS INC
GUESS INC
USD
XXXX
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI CONSULTING INC CONV 2% 08/15/2023
302941AP4
8611000.00000000
PA
USD
10699167.50000000
0.681902888731
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
CALAMP CORP
5493007SIGZIX83TOW07
CALAMP CORP CONV 2% 08/01/2025
128126AD1
189000.00000000
PA
USD
155389.35000000
0.009903616019
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.02000000
N
N
N
N
Y
CALAMP CORP
CALAMP CORP
USD
XXXX
N
N
N
SFL CORP LTD
549300RLYYPSB0C7RH77
SHIP FIN INTL LTD CONV 4.875% 05/01/2023
824689AG8
645000.00000000
PA
USD
711306.00000000
0.045334519360
Long
DBT
CORP
BM
N
2
2023-05-01
Fixed
0.04875000
N
N
N
N
N
SFL CORP LTD
SFL CORP LTD
USD
XXXX
N
N
N
ISIS PHARMACEUTICALS INC DEL
N/A
IONIS PHARMACEUTICALS INC CONV 1.0% 11/15/2021
464337AJ3
5224000.00000000
PA
USD
6089225.00000000
0.388091888236
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.01000000
N
N
N
N
Y
IONIS PHARMACEUTICALS INC
IONIS PHARMACEUTICALS INC
USD
XXXX
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WRLDWD CORP CONV 1.5% 09/15/2022
57164YAB3
2700000.00000000
PA
USD
2820291.70000000
0.179749037230
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.01500000
N
N
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
MARRIOTT VACATIONS WORLD
USD
XXXX
N
N
N
WRIGHT MED GROUP INC
549300DZPB0KY882P769
WRIGHT MED GROUP INC CONV 1.625% 06/15/2023
98235TAG2
215000.00000000
PA
USD
222426.11000000
0.014176150334
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.01625000
N
N
N
N
Y
WRIGHT MEDICAL GROUP NV
WRIGHT MEDICAL GROUP NV
USD
XXXX
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC CONV 0.25% 06/01/2023
90138FAB8
4239000.00000000
PA
USD
6775347.96000000
0.431821386671
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.00250000
N
N
N
N
Y
TWILIO INC
TWILIO INC CLASS A
USD
XXXX
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD SER A 6% PC 5/01/2021
N/A
306100.00000000
NS
USD
5133297.00000000
0.327166581233
Long
EP
CORP
BM
N
2
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
NUTANIX INC CONV 0% 01/15/2023
67059NAB4
4761000.00000000
PA
USD
5039074.16000000
0.321161363838
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
HUBSPOT INC
529900BLNVEW0MVKJB37
HUBSPOT INC CONV 0.25% 06/01/2022
443573AB6
4570000.00000000
PA
USD
7574960.45000000
0.482784049588
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00250000
N
N
N
N
Y
HUBSPOT INC
HUBSPOT INC
USD
XXXX
N
N
N
WORLD WRESTLING ENTMT INC
549300WZVLSCS3L4L698
WORLD WRESTLING ENTMT INC CONV 3.375% 12/15/2023
98156QAB4
6898000.00000000
PA
USD
17861508.75000000
1.138388983415
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
II-VI INC
549300O5C25A0MMHHU33
II-VI INC CONV 0.25% 09/01/2022
902104AB4
150000.00000000
PA
USD
146062.50000000
0.009309176689
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.00250000
N
N
N
N
N
II-VI INC
II-VI INC.
USD
XXXX
N
N
N
FIDELITY REVERE STREET TRUST
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
270372.96200000
NS
USD
270400.00000000
0.017233727868
Long
STIV
RF
US
N
1
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC CONV 1% 02/01/2023
703343AB9
3180000.00000000
PA
USD
2993175.00000000
0.190767616169
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
N
PATRICK INDUSTRIES INC
PATRICK INDUSTRIES INC
USD
XXXX
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
FIVE9 INC CONV 0.125% 05/01/2023
338307AB7
2050000.00000000
PA
USD
3567212.67000000
0.227353448237
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.00125000
N
N
N
N
Y
FIVE9 INC
FIVE9 INC
USD
XXXX
N
N
N
IAC FINANCECO INC
N/A
IAC FINANCECO INC .875% 10/01/2022 144A
44931RAA0
4970000.00000000
PA
USD
7763657.58000000
0.494810510343
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.00875000
N
N
N
N
Y
IAC/INTERACTIVECORP
IAC/INTERACTIVECORP
USD
XXXX
N
N
N
NEW RELIC INC
549300AB8FY2HQILL804
NEW RELIC INC CONV 0.5% 05/01/2023
64829BAB6
800000.00000000
PA
USD
778500.00000000
0.049617075242
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
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC CONV 1.25% 12/15/2023
880770AG7
4398000.00000000
PA
USD
8927940.00000000
0.569015119766
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
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY PC 6.75% 7/15/21
816851505
6700.00000000
NS
USD
788657.00000000
0.050264423518
Long
EP
CORP
US
N
2
N
N
N
BAOZUN INC
549300IF0HZ7T4762633
BAOZUN INC CONV 1.625% 05/01/2024 144A
06684LAA1
181000.00000000
PA
USD
179911.02000000
0.011466485056
Long
DBT
CORP
KY
N
2
2024-05-01
Fixed
0.01625000
N
N
N
N
N
BAOZUN INC
BAOZUN INC SPON AR
USD
XXXX
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC PC 5.375% 5/15/20
854502887
57400.00000000
NS
USD
6071772.00000000
0.386979535231
Long
EP
CORP
US
N
2
N
N
N
PINDUODUO INC
5493000573DS7005T657
PINDUODUO INC CONV 0% 10/01/2024 144A
722304AA0
7425000.00000000
PA
USD
8182350.00000000
0.521495537069
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.00000000
N
N
N
N
Y
PINDUODUO INC
PINDUODUO INC ADR
USD
XXXX
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD
136385101
332100.00000000
NS
USD
9288837.00000000
0.592016601595
Long
EC
CORP
CA
N
1
N
N
N
ARBOR RLTY TR INC
549300ASFUWYQO0RW077
ARBOR RLTY TR INC CONV 4.75% 11/01/2022 144A
038923AN8
180000.00000000
PA
USD
179161.53000000
0.011418716910
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04750000
N
N
N
N
N
ARBOR RLTY TR INC
ARBOR REALTY TRUST INC
USD
XXXX
N
N
N
WIX.COM LTD
5493008P6N29Q1AG9464
WIX.COM LTD CONV 0% 07/01/2023
92940WAB5
6206000.00000000
PA
USD
7001143.75000000
0.446212300867
Long
DBT
CORP
IL
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
Y
WIX.COM LTD
WIX.COM LTD
USD
XXXX
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
SCORPIO TANKERS INC
N/A
530147.00000000
NS
USD
18231755.33000000
1.161986353252
Long
EC
CORP
MH
N
1
N
N
N
JAZZ INVTS I LTD
N/A
JAZZ INVTS I LTD CONV 1.5% 08/15/2024
472145AD3
1200000.00000000
PA
USD
1204500.00000000
0.076767844738
Long
DBT
CORP
BM
N
2
2024-08-15
Fixed
0.01500000
N
N
N
N
Y
JAZZ PHARMACEUTICALS PLC
JAZZ PHARMA PLC
USD
XXXX
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC CONV 1% 03/01/2024
925550AB1
500000.00000000
PA
USD
642192.01000000
0.040929594451
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.01000000
N
N
N
N
Y
VIAVI SOLUTIONS INC
VIAVI SOLUTIONS INC
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP RT 12/09/19
25470M117
30330.00000000
NS
USD
20624.40000000
0.001314479648
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 1.375% 10/15/2023
531229AB8
15344000.00000000
PA
USD
20509546.55000000
1.307159556012
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.01375000
N
N
N
N
Y
LIBERTY MEDIA COR
LIBERTY SIRIUS GROUP-A
USD
XXXX
N
N
N
THE BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
PRICELINE.COM .35% 6/15/20
741503AS5
4388000.00000000
PA
USD
6324774.26000000
0.403104432047
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.00350000
N
N
N
N
Y
THE BOOKING HOLDINGS INC
THE BOOKING HOLDINGS INC
USD
XXXX
N
N
N
FLEXION THERAPEUTICS INC
549300X8HYW1HZKCDG90
FLEXION THERAPEUTICS INC CONV 3.375% 05/01/2024
33938JAB2
130000.00000000
PA
USD
126181.25000000
0.008042061111
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03375000
N
N
N
N
Y
FLEXION THERAPEUTICS INC
FLEXION THERAPEUTICS INC
USD
XXXX
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 0.75% 06/15/2024 144A
46333XAE8
800000.00000000
PA
USD
886706.50000000
0.056513530029
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00750000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
APPLIED OPTOELECTRONICS INC
529900I8U6Q5SYDNLT48
APPLIED OPTOELECTRONICS INC CONV 5% 03/15/2024
03823UAA0
814000.00000000
PA
USD
755001.77000000
0.048119434335
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.05000000
N
N
N
N
N
APPLIED OPTOELECTRONICS INC
APPLIED OPTOELECTRONICS INC
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 1.375% 09/01/2026 144A
98954MAF8
815000.00000000
PA
USD
895123.79000000
0.057049999280
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.01375000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR CONV 2.25% 09/30/2046
531229AE2
29450000.00000000
PA
USD
16514165.84000000
1.052517159982
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
0.02250000
N
N
N
N
Y
AT and T INC
AT and T INC
USD
XXXX
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 1.5% 06/15/2026 144A
46333XAG3
800000.00000000
PA
USD
903783.33000000
0.057601908140
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.01500000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
QUOTIENT TECHNOLOGY INC CONV 1.75% 12/01/2022
749119AB9
710000.00000000
PA
USD
694695.67000000
0.044275873254
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.01750000
N
N
N
N
Y
QUOTIENT TECHNOLOGY INC
QUOTIENT TECHNOLOGY INC
USD
XXXX
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP CONV 1.5% 02/01/2024
958102AP0
10569000.00000000
PA
USD
9928786.95000000
0.632803300144
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01500000
N
N
N
N
N
WESTERN DIGITAL CORP
WESTERN DIGITAL CORP
USD
XXXX
N
N
N
BAYER AG
549300J4U55H3WP1XT59
BAYER AG
N/A
17622.00000000
NS
1330894.73000000
0.084823511827
Long
EC
CORP
DE
N
2
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
ZENDESK INC CONV 0.25% 03/15/2023
98936JAB7
4284000.00000000
PA
USD
5968147.50000000
0.380375110551
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00250000
N
N
N
N
Y
ZENDESK INC
ZENDESK INC
USD
XXXX
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PC 6.25% 11/01/2022
233331842
62500.00000000
NS
USD
3124375.00000000
0.199129543301
Long
EP
CORP
US
N
1
N
N
N
ENDEAVOUR MINING CORP
529900R1F0JCJDI3A443
ENDEAVOUR MINING CORP CONV 3% 02/15/2023 144A
29257YAA2
3160000.00000000
PA
USD
3278500.00000000
0.208952576983
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
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK AMER PC 7.25% PERP PAR=1000
060505682
17329.00000000
NS
USD
25646920.00000000
1.634585946528
Long
EP
CORP
US
N
2
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV 1% 01/15/2025
30063PAA3
3800000.00000000
PA
USD
5050801.35000000
0.321908786919
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
BEST INC
529900DFGEHZGJ3B9M87
BEST INC CONV 1.75% 10/01/2024 144A
08653CAA4
157000.00000000
PA
USD
169363.75000000
0.010794263233
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.01750000
N
N
N
N
N
BEST INC
BEST INC UNSPNRD ADR
USD
XXXX
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC ENERGY INC CONV 1.125% 09/15/2021
69327RAD3
166000.00000000
PA
USD
152282.20000000
0.009705584297
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.01125000
N
N
N
N
Y
PDC ENERGY INC
PDC ENERGY INC
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 2.25% 02/15/2037
595017AH7
6958000.00000000
PA
USD
9093233.19000000
0.579549949111
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
PERFICIENT INC
549300HTBXKL2755T650
PERFICIENT INC CONV 2.375% 09/15/2023
71375UAB7
670000.00000000
PA
USD
853384.33000000
0.054389768159
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02375000
N
N
N
N
Y
PERFICIENT INC
PERFICIENT INC
USD
XXXX
N
N
N
SS and C TECHNOLOGIES HLDGS INC
529900POY8H7NPPNKK71
SS and C TECHNOLOGIES HOLDINGS INC
78467J100
93300.00000000
NS
USD
5602665.00000000
0.357081375545
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC CONV 1.625% 02/15/2025
595017AD6
14254000.00000000
PA
USD
27616024.31000000
1.760085235814
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
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229106
120900.00000000
NS
USD
2323698.00000000
0.148099034690
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
135800.00000000
NS
USD
6451858.00000000
0.411204012637
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA CONV 7.25% 05/15/2021 144A
054536AD9
6975000.00000000
PA
USD
8057415.38000000
0.513532928924
Long
DBT
CORP
FR
N
2
2021-05-15
Fixed
0.07250000
N
N
N
Y
N
AXA EQUITABLE HLDGS INC
AXA EQUITABLE HLDGS INC
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
ALTERYX INC CONV 0.5% 08/01/2024 144A
02156BAC7
1762000.00000000
PA
USD
1738319.18000000
0.110790383492
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00500000
N
N
N
N
N
ALTERYX INC
ALTERYX INC CL A
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
SNAP INC CONV 0.75% 08/01/2026 144A
83304AAA4
2321000.00000000
PA
USD
2346003.76000000
0.149520674474
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.00750000
N
N
N
N
N
SNAP INC
SNAP INC - A
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC CONV 0.75% 05/15/2022
252131AF4
4021000.00000000
PA
USD
9252038.08000000
0.589671251842
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.00750000
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NUVASIVE INC CONV 2.25% 03/15/2021
670704AG0
3250000.00000000
PA
USD
4127500.00000000
0.263062913375
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.02250000
N
N
N
N
Y
NUVASIVE INC
NUVASIVE INC
USD
XXXX
N
N
N
MOMO INC
549300YMGLID32W48529
MOMO INC CONV 1.25% 07/01/2025
60879BAB3
210000.00000000
PA
USD
198535.89000000
0.012653526258
Long
DBT
CORP
KY
N
2
2025-07-01
Fixed
0.01250000
N
N
N
N
N
MOMO INC
MOMO INC ADR
USD
XXXX
N
N
N
CREE INC
549300OGU88P3AW3TO93
CREE INC CONV .875% 09/01/2023
225447AB7
5687000.00000000
PA
USD
5910925.63000000
0.376728120404
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.00875000
N
N
N
N
N
CREE INC
CREE INC
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
WAYFAIR INC CONV 0.375% 09/01/2022
94419LAB7
110000.00000000
PA
USD
115706.25000000
0.007374445359
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.00375000
N
N
N
N
Y
WAYFAIR INC
WAYFAIR INC
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP CONV .375% 03/15/2027
30063PAB1
5450000.00000000
PA
USD
5700204.81000000
0.363297997371
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
PANDORA MEDIA INC
254900NJMDCK4VVX9P20
PANDORA MEDIA INC CONV 1.75% 07/01/2023
698354AD9
843000.00000000
PA
USD
1032505.49000000
0.065805912119
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.01750000
N
N
N
N
Y
PANDORA MEDIA INC
PANDORA MEDIA INC
USD
XXXX
N
N
N
INTERDIGITAL INC
N/A
INTERDIGITAL INC CONV 2% 06/01/2024 144A
45867GAA9
1460000.00000000
PA
USD
1465010.30000000
0.093371260482
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.02000000
N
N
N
N
Y
INTERDIGITAL INC
INTERDIGITAL INC
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MONGODB INC CONV 0.75% 06/15/2024
60937PAB2
2825000.00000000
PA
USD
6343890.63000000
0.404322798609
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
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING
707569109
84363.00000000
NS
USD
1942879.89000000
0.123827896838
Long
EC
CORP
US
N
1
N
N
N
ZYNGA INC
N/A
ZYNGA INC CONV 0.25% 06/01/2024 144A
98986TAA6
2744000.00000000
PA
USD
2812206.98000000
0.179233764063
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
INTERCEPT PHARMACEUTICALS INC
N/A
INTERCEPT PHARMACEUTICALS INC CONV 3.25% 07/01/2023
45845PAA6
999000.00000000
PA
USD
955999.10000000
0.060929838505
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.03250000
N
N
N
N
Y
INTERCEPT PHARMACEUTICALS INC
INTERCEPT PHARMACEUTICALS INC
USD
XXXX
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP CONV 0.875% 02/15/2022 144A
34959JAJ7
747000.00000000
PA
USD
735725.53000000
0.046890878586
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.00875000
N
N
N
N
N
FORTIVE CORP
FORTIVE CORP
USD
XXXX
N
N
N
REALPAGE INC
5493001RSFZX4122A604
REALPAGE INC CONV 1.5% 11/15/2022
75606NAB5
1500000.00000000
PA
USD
2132749.62000000
0.135929092316
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.01500000
N
N
N
N
Y
REALPAGE INC
REALPAGE INC
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC CONV 2.75% 06/01/2048
629377CG5
14442000.00000000
PA
USD
16270066.63000000
1.036959691942
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
CLOVIS ONCOLOGY INC
529900WCUY9ZAHMRV489
CLOVIS ONCOLOGY INC CONV 2.5% 09/15/2021
189464AB6
879000.00000000
PA
USD
792604.57000000
0.050516018737
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.02500000
N
N
N
N
N
CLOVIS ONCOLOGY INC
CLOVIS ONCOLOGY INC
USD
XXXX
N
N
N
PURE STORAGE INC
549300NPDB0BZTK3WO90
PURE STORAGE INC CONV 0.125% 04/15/2023
74624MAB8
130000.00000000
PA
USD
126898.89000000
0.008087799323
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.00125000
N
N
N
N
Y
PURE STORAGE INC
PURE STORAGE INC CL A
USD
XXXX
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR INC CONV 3.25% 10/15/2037
59001KAF7
634000.00000000
PA
USD
677669.17000000
0.043190702886
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
MERITOR INC
MERITOR INC
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
TELADOC HEALTH INC CONV 1.375% 05/15/2025
87918AAC9
3036000.00000000
PA
USD
5265223.08000000
0.335574784492
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01375000
N
N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
ISTAR INC CONV 3.125% 09/15/2022
45031UCB5
1700000.00000000
PA
USD
1805617.77000000
0.115079605334
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
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 1.125% 09/15/2025
848637AD6
6780000.00000000
PA
USD
8362983.69000000
0.533008080920
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01125000
N
N
N
N
N
SPLUNK INC
SPLUNK INC
USD
XXXX
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC CONV 2.125% 09/01/2026
007903BD8
4072000.00000000
PA
USD
20187962.60000000
1.286663660002
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.02125000
N
N
N
N
Y
ADVANCED MICRO DEVICES INC
ADVANCED MICRO DEVICES INC
USD
XXXX
N
N
N
FRONTLINE LTD
5493004BCIKYU1YL3H63
FRONTLINE LTD
N/A
278700.00000000
NS
USD
3129801.00000000
0.199475365074
Long
EC
CORP
BM
N
1
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP
166764100
46600.00000000
NS
USD
5458258.00000000
0.347877710825
Long
EC
CORP
US
N
1
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC CONV 0.375% 01/15/2023
22266LAB2
1243000.00000000
PA
USD
4282008.49000000
0.272910388485
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.00375000
N
N
N
N
Y
COUPA SOFTWARE INC
COUPA SOFTWARE INC
USD
XXXX
N
N
N
GRANITE CONSTRUCTION INC
549300OM4BWMCIXVCZ39
GRANITE CONSTRUCTION INC CONV 2.75% 11/01/2024 144A
387328AA5
6640000.00000000
PA
USD
6858397.44000000
0.437114478897
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
LIBERTY LATIN AMERICA LTD
213800YWQHEAX7CAVO83
LIBERTY LATIN AMERICA LTD CONV 2% 07/15/2024 144A
53069QAA7
2250000.00000000
PA
USD
2290678.81000000
0.145994583007
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
0.02000000
N
N
N
N
Y
LIBERTY LATIN AMERICA LTD
LIBERTY LATIN AMERICA LTD CL A
USD
XXXX
N
N
N
SAILPOINT TECHNOLOGIES HOLDING INC
529900809B15HNZH5H79
SAILPOINT TECHNOLOGIES HOLDING INC CONV 0.125% 09/15/2024 144A
78781PAA3
6430000.00000000
PA
USD
7078246.62000000
0.451126390658
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
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY SER A PC 6% 01/15/21 PFD
816851406
64500.00000000
NS
USD
7605195.00000000
0.484711024466
Long
EP
CORP
US
N
2
N
N
N
NICE SYSTEMS INC
254900T6KBE4O3728267
NICE SYSTEMS INC CONV 1.25% 01/15/2024
65366HAB9
4425000.00000000
PA
USD
8248835.56000000
0.525732941093
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.01250000
N
N
N
N
Y
NICE LTD
NICE LTD SPON ADR
USD
XXXX
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COLFAX CORP PC 5.75% 01/15/2022
194014205
32400.00000000
NS
USD
4764562.69000000
0.303665594715
Long
EP
CORP
US
N
2
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
SPLUNK INC CONV 0.5% 09/15/2023
848637AC8
10379000.00000000
PA
USD
12451639.08000000
0.793595264125
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
TESLA INC
54930043XZGB27CTOV49
TESLA INC CONV 2% 05/15/2024
88160RAG6
12712000.00000000
PA
USD
16089270.52000000
1.025436796382
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
WRIGHT MEDICAL GROUP NV
549300JGCCQ1HTDOXU32
WRIGHT MEDICAL GROUP NV CONV 2.25% 11/15/2021
98236JAB4
65000.00000000
PA
USD
92363.89000000
0.005886738702
Long
DBT
CORP
NL
N
2
2021-11-15
Fixed
0.02250000
N
N
N
N
Y
WRIGHT MEDICAL GROUP NV
WRIGHT MEDICAL GROUP NV
USD
XXXX
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS HOLDINGS INC CONV 1% 05/15/2024 144A
74346YAE3
6215000.00000000
PA
USD
7216099.71000000
0.459912347163
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.01000000
N
N
N
N
Y
PROS HOLDINGS INC
PROS HLDGS INC
USD
XXXX
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY PC 6.75% 08/01/2022
842587602
218100.00000000
NS
USD
11489508.00000000
0.732274608776
Long
EP
CORP
US
N
2
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
LUMENTUM HLDGS INC CONV 0.25% 03/15/2024
55024UAB5
5187000.00000000
PA
USD
7253821.93000000
0.462316542703
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
N
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
BOINGO WIRELESS INC
54930058LPWPZZCRMC04
BOINGO WIRELESS INC CONV 1% 10/01/2023
09739CAB8
2350000.00000000
PA
USD
2059466.59000000
0.131258456974
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
0.01000000
N
N
N
N
Y
BOINGO WIRELESS INC
BOINGO WIRELESS INC
USD
XXXX
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
INSULET CORP CONV 1.375% 11/15/2024
45784PAH4
3440000.00000000
PA
USD
7016513.92000000
0.447191906367
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01375000
N
N
N
N
Y
INSULET CORP
INSULET CORP
USD
XXXX
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
RAPID7 INC CONV 1.25% 08/01/2023
753422AB0
2145000.00000000
PA
USD
3193233.51000000
0.203518185397
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.01250000
N
N
N
N
Y
RAPID7 INC
RAPID7 INC
USD
XXXX
N
N
N
OASIS PETE INC NEW
529900FA4V2YNIKZ0M71
OASIS PETE INC NEW CONV 2.625% 09/15/2023
674215AJ7
305000.00000000
PA
USD
210683.83000000
0.013427765504
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02625000
N
N
N
N
Y
OASIS PETE INC NEW
OASIS PETROLEUM INC
USD
XXXX
N
N
N
LIBERTY MEDIA COR
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP CONV 2.25% 12/01/2048 144A
531229AH5
2985000.00000000
PA
USD
3483121.88000000
0.221993988950
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
APELLIS PHARMACEUTICALS INC
254900HS0ZFRXXSB9D42
APELLIS PHARMACEUTICALS INC CONV 3.5% 09/15/2026 144A
03753UAA4
1100000.00000000
PA
USD
1071516.56000000
0.068292251484
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03500000
N
N
N
N
N
APELLIS PHARMACEUTICALS INC
APELLIS PHARMACEUTICALS INC
USD
XXXX
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC CONV 0.25% 10/01/2022
98138HAF8
10597000.00000000
PA
USD
14339065.63000000
0.913888886663
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.00250000
N
N
N
N
Y
WORKDAY INC
WORKDAY INC CL A
USD
XXXX
N
N
N
VERINT SYS INC
549300KEQJS5FRVUCO94
VERINT SYS INC CONV 1.5% 06/01/2021
92343XAA8
300000.00000000
PA
USD
307661.31000000
0.019608547678
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.01500000
N
N
N
N
Y
VERINT SYS INC
VERINT SYSTEMS INC
USD
XXXX
N
N
N
PAGSEGURO DIGITAL LTD
N/A
PAGSEGURO DIGITAL LTD CL A
N/A
162000.00000000
NS
USD
5498280.00000000
0.350428481005
Long
EC
CORP
KY
N
1
N
N
N
EAGLE BULK SHIPPING INC
549300EC4INNZBWR8W37
EAGLE BULK SHIPPING INC CONV 5% 08/01/2024 144A
269442AA7
1260000.00000000
PA
USD
1402998.52000000
0.089418989250
Long
DBT
CORP
MH
N
2
2024-08-01
Fixed
0.05000000
N
N
N
N
N
EAGLE BULK SHIPPING INC
EAGLE BULK SHIPPING INC
USD
XXXX
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC CONV 2.25% 06/15/22
46333XAD0
750000.00000000
PA
USD
835937.70000000
0.053277821141
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02250000
N
N
N
N
Y
IRONWOOD PHARMACEUTICALS INC
IRONWOOD PHARMA CL A (PEND)
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 HLDGS INC CONV 0.75% 06/01/2026 144A
74736LAC3
7060000.00000000
PA
USD
8243499.36000000
0.525392842652
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
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP PC 6.875% 8/01/20
22822V309
13907.00000000
NS
USD
16796378.66000000
1.070503768491
Long
EP
CORP
US
N
2
N
N
N
INPHI CORP
549300DCMERAAZFGT726
INPHI CORP CONV 1.125% 12/01/2020
45772FAB3
1650000.00000000
PA
USD
2898989.92000000
0.184764805378
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
0.01125000
N
N
N
N
Y
INPHI CORP
INPHI CORP
USD
XXXX
N
N
N
INTERNATIONAL FLAVS and FRAG INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 6% 09/15/2021 PC
459506309
76400.00000000
NS
USD
3953700.00000000
0.251985909293
Long
EP
CORP
US
N
2
N
N
N
LIBERTY MEDIA CORP
N/A
LIBERTY MEDIA CV 3.5% 1/15/31
530715AN1
7240000.00000000
PA
USD
6469229.60000000
0.412311177678
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
MOTOROLA SOLUTIONS INC
MOTOROLA SOLUTIONS INC
USD
XXXX
N
N
N
YY INC.
549300N6CHVU5CQZPW24
YY INC CONV 0.75% 06/15/2025 144A
98426TAC0
160000.00000000
PA
USD
154353.53000000
0.009837598859
Long
DBT
CORP
KY
N
2
2025-06-15
Fixed
0.00750000
N
N
N
N
Y
YY INC.
YY INC SPONSORED ADR
USD
XXXX
N
N
N
ACCELERATE DIAGNOSTICS INC
2549007HE5QY1QEQ8K43
ACCELERATE DIAGNOSTICS INC CONV 2.5% 03/15/2023
00430HAB8
4080000.00000000
PA
USD
2929748.98000000
0.186725209481
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02500000
N
N
N
N
Y
ACCELERATE DIAGNOSTICS INC
ACCELER8 TECHNOLOGY CORP
USD
XXXX
N
N
N
RETROPHIN INC
N/A
RETROPHIN INC CONV 2.5% 09/15/2025
761299AB2
200000.00000000
PA
USD
155326.11000000
0.009899585468
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.02500000
N
N
N
N
Y
RETROPHIN INC
RETROPHIN INC
USD
XXXX
N
N
N
GREENBRIER COMPANIES INC
5493001GAGGFR30BP390
GREENBRIER COMPANIES INC CONV 2.875% 02/01/2024
393657AK7
151000.00000000
PA
USD
142232.15000000
0.009065052393
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.02875000
N
N
N
N
Y
GREENBRIER COMPANIES INC
GREENBRIER COMPANIES INC
USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP CONV 1.625% 10/15/2023
682189AP0
5443000.00000000
PA
USD
6960236.25000000
0.443605094052
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
FIREEYE INC
549300E9D2UJUFLLY524
FIREEYE INC CONV 1.625% 06/01/2035
31816QAD3
4090000.00000000
PA
USD
3942687.20000000
0.251284017288
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
0.01625000
N
N
N
N
Y
FIREEYE INC
FIREEYE INC
USD
XXXX
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
WEIBO CORP CONV 1.25% 11/15/2022
948596AC5
149000.00000000
PA
USD
138839.65000000
0.008848834117
Long
DBT
CORP
KY
N
2
2022-11-15
Fixed
0.01250000
N
N
N
N
N
WEIBO CORP
WEIBO CORP SPON ADR
USD
XXXX
N
N
N
CLOVIS ONCOLOGY INC
529900WCUY9ZAHMRV489
CLOVIS ONCOLOGY INC CONV 4.5% 08/01/2024 144A
189464AD2
750000.00000000
PA
USD
1416605.56000000
0.090286223068
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
CLOVIS ONCOLOGY INC
CLOVIS ONCOLOGY INC
USD
XXXX
N
N
N
BENEFITFOCUS INC
254900W89KP1OS3RXO89
BENEFITFOCUS INC CONV 1.25% 12/15/2023 144A
08180DAA4
2644000.00000000
PA
USD
2321653.78000000
0.147968747962
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
BENEFITFOCUS INC
BENEFITFOCUS INC
USD
XXXX
N
N
N
UNITED STATES STEEL CORP NEW
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP NEW CONV 5% 11/01/2026 144A
912909AQ1
8413000.00000000
PA
USD
9983903.21000000
0.636316090921
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05000000
N
N
N
N
Y
UNITED STATES STEEL CORP NEW
UNITED STATES STEEL CORP
USD
XXXX
N
N
N
IAC FINANCECO 2 INC
549300IPGK4BWL134U96
IAC FINANCECO 2 INC CONV 0.875% 06/15/2026 144A
44932FAA5
3620000.00000000
PA
USD
3798077.32000000
0.242067422173
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.00875000
N
N
N
N
N
IAC/INTERACTIVECORP
IAC/INTERACTIVECORP
USD
XXXX
N
N
N
SOUTH JERSEY INDUSTRIES INC
549300DJYWYT5VXLFA46
SOUTH JERSEY INDUSTRIES INC 7.25% PC 04/15/2031
838518116
14600.00000000
NS
USD
738322.00000000
0.047056362526
Long
EP
CORP
US
N
2
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC 1.5% 7/15/20
98138HAD3
1821000.00000000
PA
USD
3999344.77000000
0.254895042225
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
0.01500000
N
N
N
N
Y
WORKDAY INC
WORKDAY INC CL A
USD
XXXX
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC CONV 1.75% 06/01/2023
925550AE5
550000.00000000
PA
USD
687405.75000000
0.043811256030
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.01750000
N
N
N
N
Y
VIAVI SOLUTIONS INC
VIAVI SOLUTIONS INC
USD
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC CONV 0.125% 05/01/2025
00971TAJ0
6350000.00000000
PA
USD
7081206.69000000
0.451315048354
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
WORKIVA INC
529900RTOQ8GRWHY1O58
WORKIVA INC CONV 1.125% 08/15/2026 144A
98139AAA3
1516000.00000000
PA
USD
1370662.64000000
0.087358087785
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
ANTHEM INC
8MYN82XMYQH89CTMTH67
WELLPOINT CV 2.75 10/15/42
94973VBG1
1989000.00000000
PA
USD
7969147.09000000
0.507907220014
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
INVITAE CORP
549300MYI59DZW1WIX92
INVITAE CORP CONV 2% 09/01/2024 144A
46185LAA1
1655000.00000000
PA
USD
1610919.89000000
0.102670691575
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.02000000
N
N
N
N
N
INVITAE CORP
INVITAE CORP
USD
XXXX
N
N
N
QTS RLTY TR INC
5493006PA4CJK4OG2J54
QTS RLTY TR INC PC 6.5% PERP
74736A301
13000.00000000
NS
USD
1632589.44000000
0.104051783024
Long
EP
CORP
US
N
2
N
N
N
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
PTC THERAPEUTICS INC CONV 3.0% 08/15/2022
69366JAB7
100000.00000000
PA
USD
113631.42000000
0.007242207727
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03000000
N
N
N
N
Y
PTC THERAPEUTICS INC
PTC THERAPEUTICS INC
USD
XXXX
N
N
N
HOPE BANCORP INC
549300UTF4QGMBHIZ219
HOPE BANCORP INC CONV 2% 05/15/2038
43940TAB5
200000.00000000
PA
USD
187415.69000000
0.011944789200
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
0.02000000
N
N
N
N
Y
HOPE BANCORP INC
HOPE BANCORP INC
USD
XXXX
N
N
N
SCORPIO BULKERS INC
549300MHZ4YKRPGBH616
SCORPIO BULKERS INC
N/A
403321.00000000
NS
USD
2468324.52000000
0.157316690341
Long
EC
CORP
MH
N
1
N
N
N
INNOVIVA INC
549300ACOX4QTBES6535
INNOVIVA INC CONV 2.5% 08/15/2025
45781MAB7
150000.00000000
PA
USD
158531.25000000
0.010103862504
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.02500000
N
N
N
N
N
INNOVIVA INC
INNOVIVA INC
USD
XXXX
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
EVERBRIDGE INC CONV 1.5% 11/01/2022
29978AAA2
3122000.00000000
PA
USD
8209484.76000000
0.523224949309
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.01500000
N
N
N
N
Y
EVERBRIDGE INC
EVERBRIDGE INC
USD
XXXX
N
N
N
RWT HOLDINGS INC
Z31FN4C0IQMCYFAEUP31
RWT HOLDINGS INC CONV 5.75% 10/01/2025 144A
749772AC3
800000.00000000
PA
USD
812742.17000000
0.051799472577
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
REDWOOD TRUST INC
REDWOOD TRUST INC REIT
USD
XXXX
N
N
N
GCI LIBERTY INC
5493003JDENERRDYFN86
GCI LIBERTY INC CONV 1.75% 09/30/2046 144A
36164VAA5
12976000.00000000
PA
USD
17380404.36000000
1.107726179667
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
GANNETTCOINCNEW
549300S74UKH4O12NI89
GANNETT CO INC NEW CONV 4.75% 04/15/2024
36473HAB0
1450000.00000000
PA
USD
1448985.00000000
0.092349900796
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04750000
N
N
N
N
Y
GANNETTCOINCNEW
GANNETT CO INC NEW
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC CONV 0.599% 08/01/2024
09061GAH4
190000.00000000
PA
USD
195447.82000000
0.012456710585
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.00599000
N
N
N
N
N
BIOMARIN PHARMACEUTICAL INC
BIOMARIN PHARMACEUTICAL INC
USD
XXXX
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
IQIYI INC CONV 2% 04/01/2025 144A
46267XAC2
171000.00000000
PA
USD
162159.47000000
0.010335104205
Long
DBT
CORP
KY
N
2
2025-04-01
Fixed
0.02000000
N
N
N
N
Y
IQIYI INC
IQIYI INC ADR
USD
XXXX
N
N
N
TABULA RASA HEALTHCARE INC
549300K6KY242XRMEF28
TABULA RASA HEALTHCARE INC CONV 1.75% 02/15/2026 144A
873379AB7
820000.00000000
PA
USD
784094.62000000
0.049973643876
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01750000
N
N
N
N
Y
TABULA RASA HEALTHCARE INC
TABULA RASA HEALTHCARE INC
USD
XXXX
N
N
N
THERAVANCE BIOPHARMA INC
5493007VTSXP4Z6MIW52
THERAVANCE BIOPHARMA INC CONV 3.25% 11/01/2023
88339KAA0
170000.00000000
PA
USD
165464.58000000
0.010545752749
Long
DBT
CORP
KY
N
2
2023-11-01
Fixed
0.03250000
N
N
N
N
N
THERAVANCE BIOPHARMA INC
THERAVANCE BIOPHARMA INC
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
ZILLOW GROUP INC CONV 1.5% 07/01/2023
98954MAC5
350000.00000000
PA
USD
320339.62000000
0.020416589632
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.01500000
N
N
N
N
Y
ZILLOW GROUP INC
ZILLOW GROUP INC CL C
USD
XXXX
N
N
N
REDFIN CORPORATION
549300HXWD3JEMZU3O57
REDFIN CORP CONV 1.75% 07/15/2023
75737FAA6
270000.00000000
PA
USD
257277.01000000
0.016397344589
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.01750000
N
N
N
N
Y
REDFIN CORPORATION
REDFIN CORP
USD
XXXX
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP CONV 2.625% 02/01/2024 144A
207410AE1
4781000.00000000
PA
USD
6645590.00000000
0.423551366806
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
AVANTOR INC
5493003VM0XB4U8YD238
AVANTOR INC SER A 6.25% PC 05/15/2022
05352A209
143500.00000000
NS
USD
8649516.60000000
0.551270026912
Long
EP
CORP
US
N
2
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC CONV 1.5% 01/15/2025
185899AA9
2424000.00000000
PA
USD
2826384.00000000
0.180137325101
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
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
111900.00000000
NS
USD
8075823.00000000
0.514706123871
Long
EC
CORP
US
N
1
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DOCUSIGN INC CONV 0.5% 09/15/2023
256163AB2
6975000.00000000
PA
USD
8486576.17000000
0.540885148845
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.00500000
N
N
N
N
Y
DOCUSIGN INC
DOCUSIGN INC
USD
XXXX
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC CONV 0% 08/15/2023
452327AK5
4959000.00000000
PA
USD
5406644.67000000
0.344588176492
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
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC SER D PC 5.25% 11/15/2022
854502846
48300.00000000
NS
USD
5021751.00000000
0.320057286082
Long
EP
CORP
US
N
2
N
N
N
CYBER-ARK SOFTWARE LTD (ISRAEL)
529900YEXNDM894PWS93
CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 11/15/2024 144A
23248VAA3
3810000.00000000
PA
USD
4011930.00000000
0.255697151800
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
FIREEYE INC
549300E9D2UJUFLLY524
FIREEYE INC CONV 0.875% 06/01/2024
31816QAF8
4850000.00000000
PA
USD
4883343.75000000
0.311236010632
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.00875000
N
N
N
N
Y
FIREEYE INC
FIREEYE INC
USD
XXXX
N
N
N
2019-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer