Holdings of the Fund as of 11/20/2024
Total Number of Holdings (excluding cash): 136
| MICROSTRATEGY INC Convertible, 2.25%, due 06/15/2032 |
|
594972AM3 |
882,000 |
$2,219,647.83 |
2.81% |
| NEXTERA ENERGY CAPITAL Convertible, 3%, due 03/01/2027 |
|
65339KCX6 |
1,773,000 |
$2,151,535.50 |
2.73% |
| Apollo Global Management, Inc., 6.75%, Due 07/31/2026 |
APO.A |
03769M304 |
18,100 |
$1,560,039.00 |
1.98% |
| UBER TECHNOLOGIES INC Convertible, 0.875%, due 12/01/2028 |
|
90353TAL4 |
1,255,000 |
$1,480,272.50 |
1.88% |
| Wells Fargo & Company, Series L, 7.500% |
WFC.L |
949746804 |
1,181 |
$1,446,736.92 |
1.83% |
| US Dollar |
$USD |
|
1,436,071 |
$1,436,070.81 |
1.82% |
| ALIBABA GROUP HOLDING Convertible, 0.50%, due 06/01/2031 |
|
01609WBF8 |
1,195,000 |
$1,283,728.75 |
1.63% |
| MORGAN STANLEY FIN LLC Convertible, 0.125%, due 02/07/2028 |
|
61774TYE6 |
584,000 |
$1,214,410.48 |
1.54% |
| PALO ALTO NETWORKS Convertible, 0.375%, due 06/01/2025 |
|
697435AF2 |
307,000 |
$1,213,417.50 |
1.54% |
| Bank of America Corporation, Series L, 7.25% |
BAC.L |
060505682 |
955 |
$1,182,767.50 |
1.50% |
| LIBERTY MEDIA CORP Convertible, 2.375%, due 09/30/2053 |
|
531229AR3 |
812,000 |
$1,140,860.00 |
1.45% |
| GUIDEWIRE SOFTWARE INC Convertible, 1.25%, due 11/01/2029 |
|
40171VAB6 |
1,080,000 |
$1,126,440.00 |
1.43% |
| SHIFT4 PAYMENTS INC Convertible, 0.50%, due 08/01/2027 |
|
82452JAD1 |
1,033,000 |
$1,111,508.00 |
1.41% |
| SEAGATE HDD CAYMAN Convertible, 3.50%, due 06/01/2028 |
|
81180WBL4 |
828,000 |
$1,086,750.00 |
1.38% |
| AXON ENTERPRISE INC Convertible, 0.50%, due 12/15/2027 |
|
05464CAB7 |
394,000 |
$1,054,147.00 |
1.34% |
| GRANITE CONSTRUCTION INC Convertible, 3.25%, due 06/15/2030 |
|
387328AE7 |
742,000 |
$1,048,631.50 |
1.33% |
| BOOKING HOLDINGS INC Convertible, 0.75%, due 05/01/2025 |
|
09857LAN8 |
375,000 |
$1,000,033.42 |
1.27% |
| MICROSTRATEGY INC Convertible, 0.625%, due 03/15/2030 |
|
594972AH4 |
306,000 |
$996,800.42 |
1.26% |
| SOUTHERN CO Convertible, 3.875%, due 12/15/2025 |
|
842587DP9 |
900,000 |
$986,625.00 |
1.25% |
| The Boeing Company, Convertible, 6.00%, Due 10/15/2027 |
BA.A |
097023204 |
18,345 |
$963,112.50 |
1.22% |
| INSMED INC Convertible, 0.75%, due 06/01/2028 |
|
457669AB5 |
398,000 |
$908,352.46 |
1.15% |
| COINBASE GLOBAL INC Convertible, 0.25%, due 04/01/2030 |
|
19260QAE7 |
697,000 |
$874,735.00 |
1.11% |
| ON SEMICONDUCTOR CORP Convertible, 0.50%, due 03/01/2029 |
|
682189AU9 |
885,000 |
$858,339.09 |
1.09% |
| ROYAL CARIBBEAN CRUISES Convertible, 6%, due 08/15/2025 |
|
780153BQ4 |
180,000 |
$854,347.50 |
1.08% |
| LUMENTUM HOLDINGS INC Convertible, 1.50%, due 12/15/2029 |
|
55024UAH2 |
615,000 |
$847,329.09 |
1.07% |
| PG&E CORP Convertible, 4.25%, due 12/01/2027 |
|
69331CAK4 |
751,000 |
$833,046.75 |
1.06% |
| MKS INSTRUMENTS INC Convertible, 1.25%, due 06/01/2030 |
|
55306NAA2 |
826,000 |
$826,826.00 |
1.05% |
| Hewlett Packard Enterprise Company, Convertible, 7.625%, Due 09/01/2027 |
HPE.C |
42824C208 |
13,045 |
$799,006.25 |
1.01% |
| MERITAGE HOMES CORP Convertible, 1.75%, due 05/15/2028 |
|
59001ABE1 |
753,000 |
$789,144.00 |
1.00% |
| PARSONS CORP Convertible, 2.625%, due 03/01/2029 |
|
70202LAC6 |
650,000 |
$774,800.00 |
0.98% |
| WELLTOWER OP LLC Convertible, 2.75%, due 05/15/2028 |
|
95041AAB4 |
521,000 |
$765,088.50 |
0.97% |
| NCL CORPORATION LTD Convertible, 1.125%, due 02/15/2027 |
|
62886HBD2 |
720,000 |
$752,094.01 |
0.95% |
| SNOWFLAKE INC Convertible, 0%, due 10/01/2027 |
|
833445AA7 |
676,000 |
$733,122.00 |
0.93% |
| TETRA TECH INC 2.25%, due 08/15/2028 |
|
88162GAB9 |
560,000 |
$667,704.52 |
0.85% |
| ASCENDIS PHARMA A/S Convertible, 2.25%, due 04/01/2028 |
|
04351PAD3 |
620,000 |
$659,029.00 |
0.84% |
| DATADOG INC Convertible, 0.125%, due 06/15/2025 |
|
23804LAB9 |
441,000 |
$654,444.00 |
0.83% |
| FRESHPET INC Convertible, 3%, due 04/01/2028 |
|
358039AB1 |
277,000 |
$633,083.50 |
0.80% |
| INTEGER HOLDINGS CORP 2.125%, due 02/15/2028 |
|
45826HAB5 |
392,000 |
$631,708.00 |
0.80% |
| SK HYNIX INC Convertible, 1.75%, due 04/11/2030 |
BP68ZM9 |
|
400,000 |
$628,900.00 |
0.80% |
| WAYFAIR INC Convertible, 1%, due 08/15/2026 |
|
94419LAF8 |
686,000 |
$631,977.50 |
0.80% |
| AKAMAI TECHNOLOGIES INC Convertible, 0.125%, due 05/01/2025 |
|
00971TAJ0 |
590,000 |
$608,880.00 |
0.77% |
| AFFIRM HOLDINGS INC Convertible, 0%, due 11/15/2026 |
|
00827BAB2 |
645,000 |
$581,338.50 |
0.74% |
| ALNYLAM PHARMACEUTICALS Convertible, 1%, due 09/15/2027 |
|
02043QAB3 |
530,000 |
$581,145.00 |
0.74% |
| WESTERN DIGITAL CORP Convertible, 3%, due 11/15/2028 |
|
958102AT2 |
412,000 |
$578,593.50 |
0.73% |
| ZSCALER INC Convertible, 0.125%, due 07/01/2025 |
|
98980GAB8 |
418,000 |
$573,310.70 |
0.73% |
| BURLINGTON STORES INC Convertible, 1.25%, due 12/15/2027 |
|
122017AD8 |
395,000 |
$566,627.50 |
0.72% |
| FLUOR CORP Convertible, 1.125%, due 08/15/2029 |
|
343412AJ1 |
424,000 |
$556,712.00 |
0.71% |
| CARNIVAL CORP Convertible, 5.75%, due 12/01/2027 |
|
143658BV3 |
270,000 |
$548,606.25 |
0.70% |
| SAREPTA THERAPEUTICS INC Convertible, 1.25%, due 09/15/2027 |
|
803607AD2 |
520,000 |
$549,194.16 |
0.70% |
| SOFI TECHNOLOGIES INC Convertible, 1.25%, due 03/15/2029 |
|
83406FAC6 |
325,000 |
$552,922.50 |
0.70% |
| LIBERTY MEDIA CORP Convertible, 2.25%, due 08/15/2027 |
|
531229AQ5 |
485,000 |
$547,743.35 |
0.69% |
| ZILLOW GROUP INC Convertible, 1.375%, due 09/01/2026 |
|
98954MAG6 |
324,000 |
$545,429.69 |
0.69% |
| Ares Management Corporation, Convertible, Series B, 6.75%, Due 10/01/2027 |
ARES.B |
03990B309 |
9,845 |
$540,392.05 |
0.68% |
| NUTANIX INC Convertible, 0.25%, due 10/01/2027 |
|
67059NAH1 |
405,000 |
$537,232.50 |
0.68% |
| BLOOM ENERGY CORP Convertible, 3%, due 06/01/2028 |
|
093712AK3 |
348,000 |
$528,368.40 |
0.67% |
| LIBERTY TRIPADVISOR HOLDINGS Convertible, 0.50%, due 06/30/2051 |
|
531465AA0 |
555,000 |
$528,831.69 |
0.67% |
| MONGODB INC Convertible, 0.25%, due 01/15/2026 |
|
60937PAD8 |
382,000 |
$531,353.24 |
0.67% |
| LIBERTY BROADBAND CORP Convertible, 3.125%, due 03/31/2053 |
|
530307AE7 |
515,000 |
$524,012.50 |
0.66% |
| SEA LTD Convertible, 2.375%, due 12/01/2025 |
|
81141RAF7 |
388,000 |
$519,532.00 |
0.66% |
| HUBSPOT INC Convertible, 0.375%, due 06/01/2025 |
|
443573AD2 |
209,000 |
$513,617.50 |
0.65% |
| M/A-COM TECH SOLUTIONS Convertible, 0.25%, due 03/15/2026 |
|
55405YAB6 |
324,000 |
$512,487.00 |
0.65% |
| ITRON INC Convertible, 0%, due 03/15/2026 |
|
465741AN6 |
475,000 |
$507,412.81 |
0.64% |
| RIVIAN AUTO INC Convertible, 3.625%, due 10/15/2030 |
|
76954AAD5 |
640,000 |
$503,040.00 |
0.64% |
| VERTEX INC Convertible, 0.75%, due 05/01/2029 |
|
92538JAA4 |
323,000 |
$505,172.00 |
0.64% |
| DUKE ENERGY CORP Convertible, 4.125%, due 04/15/2026 |
|
26441CBY0 |
470,000 |
$495,145.00 |
0.63% |
| VARONIS SYSTEM INC Convertible, 1%, due 09/15/2029 |
|
922280AC6 |
494,000 |
$498,660.89 |
0.63% |
| INTERDIGITAL INC Convertible, 3.50%, due 06/01/2027 |
|
45867GAD3 |
208,000 |
$493,114.07 |
0.62% |
| OSI SYSTEMS INC Convertible, 2.25%, due 08/01/2029 |
|
671044AE5 |
464,000 |
$490,401.60 |
0.62% |
| BOX INC Convertible, 1.50%, due 09/15/2029 |
|
10316TAC8 |
481,000 |
$479,797.50 |
0.61% |
| HALOZYME THERAPEUTICS INC Convertible, 1%, due 08/15/2028 |
|
40637HAF6 |
456,000 |
$478,800.00 |
0.61% |
| IMPINJ INC Convertible, 1.125%, due 05/15/2027 |
|
453204AD1 |
270,000 |
$472,843.15 |
0.60% |
| CORE SCIENTIFIC INC Convertible, 3%, due 09/01/2029 |
|
21874AAC0 |
256,000 |
$467,126.28 |
0.59% |
| LANTHEUS HOLDINGS INC Convertible, 2.625%, due 12/15/2027 |
|
516544AB9 |
349,000 |
$456,928.25 |
0.58% |
| SPOTIFY USA INC Convertible, 0%, due 03/15/2026 |
|
84921RAB6 |
420,000 |
$455,154.00 |
0.58% |
| EXACT SCIENCES CORP Convertible, 2%, due 03/01/2030 |
|
30063PAD7 |
457,000 |
$451,642.09 |
0.57% |
| GLOBAL PAYMENTS INC Convertible, 1.50%, due 03/01/2031 |
|
37940XAT9 |
436,000 |
$434,692.00 |
0.55% |
| GUARDANT HEALTH INC Convertible, 0%, due 11/15/2027 |
|
40131MAB5 |
525,000 |
$435,120.00 |
0.55% |
| UPSTART HOLDINGS INC Convertible, 1%, due 11/15/2030 |
|
91680MAE7 |
422,000 |
$433,394.00 |
0.55% |
| Chart Industries, Inc., Series B, Convertible, 6.75%, Due 12/15/2025 |
GTLS.B |
16115Q407 |
6,700 |
$427,812.42 |
0.54% |
| WAYFAIR INC Convertible, 3.25%, due 09/15/2027 |
|
94419LAP6 |
400,000 |
$422,800.00 |
0.54% |
| PENNYMAC CORP Convertible, 5.50%, due 03/15/2026 |
|
70932AAF0 |
425,000 |
$417,625.99 |
0.53% |
| MP MATERIALS CORP Convertible, 0.25%, due 04/01/2026 |
|
553368AA9 |
440,000 |
$408,672.00 |
0.52% |
| SUMMIT HOTEL PROPERTIES Convertible, 1.50%, due 02/15/2026 |
|
866082AA8 |
435,000 |
$410,507.96 |
0.52% |
| MIRUM PHARMACEUTICALS Convertible, 4%, due 05/01/2029 |
|
604749AB7 |
255,000 |
$404,481.38 |
0.51% |
| TYLER TECHNOLOGIES INC Convertible, 0.25%, due 03/15/2026 |
|
902252AB1 |
317,000 |
$399,103.00 |
0.51% |
| AMPHASTAR PHARMACEUTICAL Convertible, 2%, due 03/15/2029 |
|
03209RAB9 |
389,000 |
$391,894.77 |
0.50% |
| MARA HOLDINGS INC Convertible, 2.125%, due 09/01/2031 |
|
565788AC0 |
273,000 |
$394,878.82 |
0.50% |
| STRIDE INC Convertible, 1.125%, due 09/01/2027 |
|
86333MAA6 |
200,000 |
$396,300.00 |
0.50% |
| INSULET CORPORATION Convertible, 0.375%, due 09/01/2026 |
|
45784PAK7 |
305,000 |
$389,256.25 |
0.49% |
| JAZZ INVESTMENTS I LTD 3.125%, due 09/15/2030 |
|
472145AG6 |
361,000 |
$385,728.50 |
0.49% |
| VENTAS REALTY LP Convertible, 3.75%, due 06/01/2026 |
|
92277GAZ0 |
319,000 |
$389,658.50 |
0.49% |
| Albemarle Corp, Convertible, 7.25%, Due 03/01/2027 |
ALB.A |
012653200 |
7,740 |
$382,588.20 |
0.48% |
| MERIT MEDICAL SYSTEMS INC Convertible, 3%, due 02/01/2029 |
|
589889AA2 |
283,000 |
$378,897.00 |
0.48% |
| MORGAN STANLEY FIN LLC 1%, due 11/23/2027 |
|
61774H2L1 |
246,000 |
$376,990.08 |
0.48% |
| JD.COM INC Convertible, 0.25%, due 06/01/2029 |
|
47215PAH9 |
350,000 |
$374,022.70 |
0.47% |
| LYFT INC Convertible, 0.625%, due 03/01/2029 |
|
55087PAC8 |
339,000 |
$370,632.12 |
0.47% |
| THE CHEESECAKE FACTORY Convertible, 0.375%, due 06/15/2026 |
|
163072AA9 |
385,000 |
$372,307.54 |
0.47% |
| LENDINGTREE INC Convertible, 0.50%, due 07/15/2025 |
|
52603BAD9 |
375,000 |
$362,343.70 |
0.46% |
| COPT DEFENSE PROP LP Convertible, 5.25%, due 09/15/2028 |
|
22003BAQ9 |
301,000 |
$350,514.50 |
0.44% |
| HAEMONETICS CORP Convertible, 2.50%, due 06/01/2029 |
|
405024AC4 |
340,000 |
$346,970.00 |
0.44% |
| MICROCHIP TECHNOLOGY INC Convertible, 0.75%, due 06/01/2030 |
|
595017BF0 |
370,000 |
$347,362.18 |
0.44% |
| WORKIVA INC Convertible, 1.25%, due 08/15/2028 |
|
98139AAD7 |
350,000 |
$348,224.07 |
0.44% |
| POST HOLDINGS INC Convertible, 2.50%, due 08/15/2027 |
|
737446AT1 |
295,000 |
$339,102.50 |
0.43% |
| CYTOKINETICS INC Convertible, 3.50%, due 07/01/2027 |
|
23282WAC4 |
270,000 |
$332,235.00 |
0.42% |
| DRAFTKINGS HOLDINGS INC Convertible, 0%, due 03/15/2028 |
|
26142RAB0 |
371,000 |
$326,480.00 |
0.41% |
| PPL CAPITAL FUNDING INC Convertible, 2.875%, due 03/15/2028 |
|
69352PAS2 |
303,000 |
$325,800.75 |
0.41% |
| Q2 HOLDINGS INC Convertible, 0.75%, due 06/01/2026 |
|
74736LAD1 |
258,000 |
$321,313.20 |
0.41% |
| HAT HOLDINGS I LLC/HAT Convertible, 3.75%, due 08/15/2028 |
|
418751AJ2 |
263,000 |
$312,707.00 |
0.40% |
| CENTERPOINT ENERGY INC Convertible, 4.25%, due 08/15/2026 |
|
15189TBD8 |
300,000 |
$307,650.00 |
0.39% |
| LIVE NATION ENTERTAINMENT Convertible, 2%, due 02/15/2025 |
|
538034AU3 |
241,000 |
$311,046.65 |
0.39% |
| MICROSTRATEGY INC Convertible, 0%, due 12/01/2029 |
|
594972AR2 |
309,000 |
$309,000.00 |
0.39% |
| MP MATERIALS CORP Convertible, 3%, due 03/01/2030 |
|
553368AC5 |
265,000 |
$298,390.00 |
0.38% |
| FORD MOTOR COMPANY Convertible, 0%, due 03/15/2026 |
|
345370CZ1 |
297,000 |
$292,099.50 |
0.37% |
| TRIP.COM GROUP LTD Convertible, 0.75%, due 06/15/2029 |
|
89677QAA5 |
245,000 |
$288,948.60 |
0.37% |
| FEDERAL REALTY OP LP Convertible, 3.25%, due 01/15/2029 |
|
313747BD8 |
274,000 |
$281,809.00 |
0.36% |
| Nextera Energy, Inc., Convertible, 7.299%, Due 06/01/2027 |
NEE.S |
65339F663 |
5,500 |
$284,350.00 |
0.36% |
| ADVANCED ENERGY INDUSTRIES Convertible, 2.50%, due 09/15/2028 |
|
007973AE0 |
255,000 |
$272,850.00 |
0.35% |
| CAMTEK LTD Convertible, 0%, due 12/01/2026 |
|
13469VAB4 |
195,000 |
$276,510.00 |
0.35% |
| CENTRUS ENERGY CORP Convertible, 2.25%, due 11/01/2030 |
|
15643UAD6 |
266,000 |
$277,278.40 |
0.35% |
| NORTHERN OIL & GAS INC Convertible, 3.625%, due 04/15/2029 |
|
665531AJ8 |
215,000 |
$270,523.75 |
0.34% |
| THE CHEFS' WAREHOUSE Convertible, 2.375%, due 12/15/2028 |
|
163086AE1 |
225,000 |
$269,820.47 |
0.34% |
| TWO HARBORS INV CORP Convertible, 6.25%, due 01/15/2026 |
|
90187BAB7 |
271,000 |
$267,612.50 |
0.34% |
| MARA HOLDINGS INC Convertible, 0%, due 03/01/2030 |
|
565788AE6 |
228,000 |
$257,409.79 |
0.33% |
| REDFIN CORP Convertible, 0.50%, due 04/01/2027 |
|
75737FAE8 |
350,000 |
$258,787.29 |
0.33% |
| APPLIED DIGITAL CORP Convertible, 2.75%, due 06/01/2030 |
|
038169AA6 |
215,000 |
$250,027.72 |
0.32% |
| MAKEMYTRIP LIMITED Convertible, 0%, due 02/15/2028 |
|
56087FAB0 |
88,000 |
$247,215.83 |
0.31% |
| SEMTECH CORP Convertible, 1.625%, due 11/01/2027 |
|
816850AF8 |
165,000 |
$243,859.64 |
0.31% |
| EQUINOX GOLD CORP Convertible, 4.75%, due 10/15/2028 |
|
29446YAC0 |
198,000 |
$236,491.20 |
0.30% |
| OMNICELL INC Convertible, 1%, due 12/01/2029 |
|
68213NAE9 |
230,000 |
$233,162.50 |
0.30% |
| PEBBLEBROOK HOTEL TRUST Convertible, 1.75%, due 12/15/2026 |
|
70509VAA8 |
245,000 |
$226,724.84 |
0.29% |
| SNOWFLAKE INC Convertible, 0%, due 10/01/2029 |
|
833445AC3 |
214,000 |
$231,869.00 |
0.29% |
| TRANSMEDICS GROUP INC Convertible, 1.50%, due 06/01/2028 |
|
89377MAB5 |
200,000 |
$229,024.19 |
0.29% |
| NRG ENERGY INC Convertible, 2.75%, due 06/01/2048 |
|
629377CG5 |
97,000 |
$223,100.00 |
0.28% |
| CNX RESOURCES CORP Convertible, 2.25%, due 05/01/2026 |
|
12653CAG3 |
61,000 |
$190,777.50 |
0.24% |
| BRIDGEBIO PHARMA INC Convertible, 2.50%, due 03/15/2027 |
|
10806XAB8 |
169,000 |
$167,902.03 |
0.21% |
| ROCKET LAB USA Convertible, 4.25%, due 02/01/2029 |
|
773122AA4 |
39,000 |
$158,432.63 |
0.20% |
| JETBLUE AIRWAYS CORP Convertible, 2.50%, due 09/01/2029 |
|
477143AQ4 |
116,000 |
$138,968.00 |
0.18% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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