Principal
Amount
Market
Value
CONVERTIBLE
CORPORATE
BONDS
—
91
.2
%
Aerospace
and
Defense
—
1
.5
%
$
200,000
Rocket
Lab
USA
Inc.
,
4.250
%
,
02/01/29
(a)
.........................................
$
234,125
Automotive
—
1
.4
%
250,000
Rivian
Automotive
Inc.
,
3.625
%
,
10/15/30
(a)
.........................................
216,490
Business
Services
—
0
.9
%
150,000
MicroStrategy
Inc.
,
2.250
%
,
06/15/32
(a)
.........................................
142,653
Communications
Equipment
—
1
.0
%
100,000
InterDigital
Inc.
,
3.500
%
,
06/01/27
..............................................
155,104
Computer
Software
and
Services
—
13
.1
%
315,000
Cardlytics
Inc.
,
4.250
%
,
04/01/29
(a)
.........................................
256,252
400,000
CSG
Systems
International
Inc.
,
3.875
%
,
09/15/28
(a)
.........................................
372,600
360,000
fuboTV
Inc.
,
3.250
%
,
02/15/26
..............................................
216,450
200,000
Lumentum
Holdings
Inc.
,
1.500
%
,
12/15/29
..............................................
195,257
200,000
PagerDuty
Inc.
,
1.500
%
,
10/15/28
(a)
.........................................
215,796
300,000
Progress
Software
Corp.
,
3.500
%
,
03/01/30
(a)
.........................................
306,475
250,000
Rapid7
Inc.
,
1.250
%
,
03/15/29
(a)
.........................................
236,982
200,000
Vertex
Inc.
,
0.750
%
,
05/01/29
(a)
.........................................
239,272
2,039,084
Consumer
Products
—
0
.5
%
75,000
Spectrum
Brands
Inc.
,
3.375
%
,
06/01/29
(a)
.........................................
72,600
Consumer
Services
—
9
.0
%
30,000
Alibaba
Group
Holding
Ltd.
,
0.500
%
,
06/01/31
(a)
.........................................
29,032
500,000
Live
Nation
Entertainment
Inc.
,
3.125
%
,
01/15/29
..............................................
553,961
400,000
Stride
Inc.
,
1.125
%
,
09/01/27
..............................................
573,600
200,000
Uber
Technologies
Inc.
,
Ser.
2028
,
0.875
%
,
12/01/28
(a)
.........................................
238,300
1,394,893
Energy
and
Energy
Services
—
1
.7
%
200,000
Bloom
Energy
Corp.
,
3.000
%
,
06/01/28
..............................................
194,447
75,000
WEC
Energy
Group
Inc.
,
4.375
%
,
06/01/29
(a)
.........................................
74,700
269,147
Energy
and
Utilities:
Integrated
—
10
.0
%
528,000
Array
Technologies
Inc.
,
1.000
%
,
12/01/28
..............................................
427,923
425,000
NextEra
Energy
Partners
LP
,
2.500
%
,
06/15/26
(a)
.........................................
389,408
397,000
PG&E
Corp.
,
4.250
%
,
12/01/27
(a)
.........................................
400,871
Principal
Amount
Market
Value
$
200,000
Stem
Inc.
,
4.250
%
,
04/01/30
(a)
.........................................
$
83,680
700,000
Sunnova
Energy
International
Inc.
,
2.625
%
,
02/15/28
..............................................
253,872
1,555,754
Energy
and
Utilities:
Services
—
10
.1
%
200,000
Kosmos
Energy
Ltd.
,
3.125
%
,
03/15/30
(a)
.........................................
209,750
250,000
Nabors
Industries
Inc.
,
1.750
%
,
06/15/29
..............................................
182,250
400,000
Northern
Oil
&
Gas
Inc.
,
3.625
%
,
04/15/29
..............................................
461,900
250,000
PNM
Resources
Inc.
,
5.750
%
,
06/01/54
(a)
.........................................
245,375
500,000
PPL
Capital
Funding
Inc.
,
2.875
%
,
03/15/28
..............................................
480,125
1,579,400
Entertainment
—
2
.1
%
300,000
Liberty
Media
Corp.-Liberty
Formula
One
,
2.250
%
,
08/15/27
..............................................
319,699
Financial
Services
—
7
.2
%
200,000
Bread
Financial
Holdings
Inc.
,
4.250
%
,
06/15/28
..............................................
268,166
300,000
Coinbase
Global
Inc.
,
0.250
%
,
04/01/30
(a)
.........................................
290,400
300,000
Global
Payments
Inc.
,
1.500
%
,
03/01/31
(a)
.........................................
276,150
300,000
SoFi
Technologies
Inc.
,
1.250
%
,
03/15/29
(a)
.........................................
280,200
1,114,916
Food
and
Beverage
—
1
.4
%
200,000
The
Chefs'
Warehouse
Inc.
,
2.375
%
,
12/15/28
..............................................
222,872
Health
Care
—
12
.8
%
275,000
Amphastar
Pharmaceuticals
Inc.
,
2.000
%
,
03/15/29
(a)
.........................................
263,667
100,000
Coherus
Biosciences
Inc.
,
1.500
%
,
04/15/26
..............................................
73,500
100,000
Dexcom
Inc.
,
0.375
%
,
05/15/28
..............................................
98,200
150,000
Evolent
Health
Inc.
,
3.500
%
,
12/01/29
(a)
.........................................
135,713
500,000
Halozyme
Therapeutics
Inc.
,
1.000
%
,
08/15/28
..............................................
557,045
150,000
Immunocore
Holdings
plc
,
2.500
%
,
02/01/30
(a)
.........................................
123,960
365,000
Invacare
Corp.,
Escrow
,
Zero
Coupon
,
05/08/28
(b)
..............................
0
200,000
Jazz
Investments
I
Ltd.
,
2.000
%
,
06/15/26
..............................................
192,850
50,000
Pacira
BioSciences
Inc.
,
2.125
%
,
05/15/29
(a)
.........................................
49,825
250,000
Sarepta
Therapeutics
Inc.
,
1.250
%
,
09/15/27
..............................................
322,250
100,000
TransMedics
Group
Inc.
,
1.500
%
,
06/01/28
..............................................
175,739
1,992,749
