Monthly Portfolio Investments Report Form NPORT P

Item A.1. Information about the Registrant.

a. Name of Registrant	Fidelity Greenwood Street Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)	811-23762
c. CIK number of Registrant	0001898391
d. LEI of Registrant	549300467DYGTZIRI308

e. Address and telephone number of Registrant.

Street Address 1	245 Summer Street
Street Address 2
City	Boston
State, if applicable
Foreign country, if applicable
Zip / Postal Code	02210
Telephone number	1-800-FIDELITY

Item A.2. Information about the Series.

a. Name of Series.	Fidelity SAI Convertible Arbitrage Fund
b. EDGAR series identifier (if any).	S000081303
c. LEI of Series.	5493000KTCP1YAGWOK37

Item A.3. Reporting period.

a. Date of fiscal year-end.	2025-01-31
b. Date as of which information is reported.	2024-07-31

Item A.4. Final filing

Does the Fund anticipate that this will be its final filing on Form N PORT?

Yes No

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.	237190727.08
b. Total liabilities.	406516.74
c. Net assets.	236784210.34

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.	0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.	0.00000000

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.	0.00000000
Controlled companies.	0.00000000
Other affiliates.	0.00000000
Others.	0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.	0.00000000
Controlled companies.	0.00000000
Other affiliates.	0.00000000
Others.	0.00000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:	0.00000000
(ii) On a standby commitment basis:	0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.	0.00000000
f. Cash and cash equivalents not reported in Parts C and D.	1.47000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

Currency Metric: 1
ISO Currency code	United States Dollar

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund's net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.	1071.46190500
1 year.	5625.91918430
5 years.	16523.95910810
10 years.	614.53373000
30 years.	0.00000000

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund's net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.	107145.97690700
1 year.	562591.87556430
5 years.	1652395.52767260
10 years.	61453.36713880
30 years.	-0.00120000

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Investment grade.
Maturity period.
3 month.	1043.90270000
1 year.	204.39510000
5 years.	1339.99630000
10 years.	0.00000000
30 years.	0.00000000
Non-Investment grade.
Maturity period.
3 month.	119.54784200
1 year.	6138.15292250
5 years.	15682.28016470
10 years.	578.84040000
30 years.	0.00000000

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

b. Did any securities lending counterparty provide any non-cash collateral?

Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record: 1
Monthly total returns of the Fund for each of the preceding three months - Month 1.	0.68000000
Monthly total returns of the Fund for each of the preceding three months - Month 2.	1.16000000
Monthly total returns of the Fund for each of the preceding three months - Month 3.	0.86000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.	C000243999

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category.

Commodity Contracts

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Asset category.

Credit Contracts

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Asset category.

Equity Contracts

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Asset category.

Foreign Exchange Contracts

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Asset category.

Interest Rate Contracts

Monthly net realized gain(loss) - Month 1	99411.75000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	-128628.33000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	88469.11000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	-475781.25000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	99411.75000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	-128628.33000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	88469.11000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	-475781.25000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Asset category.

Other Contracts

Monthly net realized gain(loss) - Month 1	-1278373.05000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	790319.20000000

Monthly net realized gain(loss) - Month 2	1138617.95000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	-85697.17000000

Monthly net realized gain(loss) - Month 3	-6936412.22000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	3047388.34000000

Instrument type.

Forward

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Future

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swaption

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Swap

Monthly net realized gain(loss) - Month 1	-1278373.05000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	790319.20000000

Monthly net realized gain(loss) - Month 2	1138617.95000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	-85697.17000000

Monthly net realized gain(loss) - Month 3	-6936412.22000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	3047388.34000000

Instrument type.

Warrant

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

Instrument type.

Other

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	0.00000000

Monthly net realized gain(loss) - Month 2	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	0.00000000

Monthly net realized gain(loss) - Month 3	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	0.00000000

d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1

Monthly net realized gain(loss) - Month 1	720288.35000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	553261.25000000

Month 2
Monthly net realized gain(loss) - Month 2	755175.62000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	327179.32000000

Month 3
Monthly net realized gain(loss) - Month 3	2281472.30000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	3497733.71000000

Item B.6. Flow information.

Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month 1

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	25000000.00000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	0.00000000

Month 2

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	0.00000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	0.00000000

Month 3

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	0.00000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	0.00000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?	Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
Classification

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	PACIRA BIOSCIENCES INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	N/A
c. Title of the issue or description of the investment.	PACIRA BIOSCIENCES INC CONV 0.75% 08/01/2025
d. CUSIP (if any).	695127AF7

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US695127AF73

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	4000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	3700000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.562604193365

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2025-08-01

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00750000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	PACIRA BIOSCIENCES INC
Title of issue.	PACIRA BIOSCIENCES INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	695127100

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	71.77510000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	JETBLUE AIRWAYS CORP
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	54930070J9H97ZO93T57
c. Title of the issue or description of the investment.	JETBLUE AIRWAYS CORP CONV 0.5% 04/01/2026
d. CUSIP (if any).	477143AP6

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US477143AP66

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	3750000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	3458632.28000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.460668460550

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2026-04-01

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00500000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	JETBLUE AIRWAYS CORP
Title of issue.	JETBLUE AIRWAYS CORP
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	477143101

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	25.92000000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	UST BILLS
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.	UST BILLS 0% 09/26/2024
d. CUSIP (if any).	912797KM8

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US912797KM88

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	35000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	34713690.20000000
Exchange rate.
Percentage value compared to net assets of the Fund.	14.66047510100

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

U.S. Treasury

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2024-09-26

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	LANTHEUS HOLDINGS INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	5299005HUB5IOJGO7S39
c. Title of the issue or description of the investment.	LANTHEUS HLDGS INC CONV 2.625% 12/15/2027
d. CUSIP (if any).	516544AB9

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US516544AB96

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	6500000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	9724000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	4.106692750347

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.02625000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	LANTHEUS HOLDINGS INC
Title of issue.	LANTHEUS HLDGS INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	516544103

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	79.81419255
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	GRANITE CONSTRUCTION INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300OM4BWMCIXVCZ39
c. Title of the issue or description of the investment.	GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028
d. CUSIP (if any).	387328AD9

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US387328AD92

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	6500000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	10211500.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	4.312576410959

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2028-05-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.03750000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	GRANITE CONSTRUCTION INC
Title of issue.	GRANITE CONSTRUCTION INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	387328107

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	46.12400000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	UST BILLS
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.	UST BILLS 0% 10/03/2024
d. CUSIP (if any).	912797GW1

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US912797GW17

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	50000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	49546604.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	20.92479221011

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

U.S. Treasury

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2024-10-03

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	ENOVIS CORP
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	635400OP2DYYYMOIYL17
c. Title of the issue or description of the investment.	ENOVIS CORP CONV 3.875% 10/15/2028 144A
d. CUSIP (if any).	194014AA4

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US194014AA45

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	4000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	4318000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.823601326203

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.03875000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	ENOVIS CORP
Title of issue.	ENOVIS CORP
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	194014502

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	58.31787909
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	BANK OF MONTREAL QUE
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	NQQ6HPCNCCU6TUTQYE16
c. Title of the issue or description of the investment.	Total Return Basket Swap BMO
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	JXV980000
Description of other unique identifier.	Internal

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	1.00000000
Units	Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	164076.21000000
Exchange rate.
Percentage value compared to net assets of the Fund.	0.069293560480

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	CANADA (FEDERAL LEVEL)
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).

Swap

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.	BANK OF MONTREAL QUE
LEI (if any) of counterparty.	NQQ6HPCNCCU6TUTQYE16

2. If the reference instrument is an index or custom basket, and if the index's or custom basket's components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index's or custom basket's components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.	N/A
Index identifier, if any.	N/A

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

rec total return on a portfolio of long & short equity & fixed income positions and pays/rec the SOFR Index plus +/- spread from (.21)% to .55%

For all other indices or custom baskets provide:

i. Name.

EXACT SCIENCES CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	30063P105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-49800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	73247.37000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PRGS 1 04/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	743312AB6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	127449.66600000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CABLE ONE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	12685J105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-300.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-20686.04000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MERITAGE HOMES CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	59001A102

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-172338.71000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CDMO 7 03/01/29

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	05368MAA4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	814303.53200000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CABO 0 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	12685JAE5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	8776.40000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JPM 0.5 06/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	48133DL24

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	95148.61600000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BL 0.125 08/01/24

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	09239BAB5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-4914.75999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ALTAIR ENGINEERING INC - A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	021369103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-55800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	492259.37000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GREENBRIER COMPANIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	393657101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-57500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-258167.90000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PROGRESS SOFTWARE CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	743312100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-44600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-141019.62000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

F 0 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	345370CZ1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-739288.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CAKE 0.375 06/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	163072AA9

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	2455.75835000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GREEN PLAINS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	393222104

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-87000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-136192.63000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ABNB 0 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	009066AB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-17296.17000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SPOTIFY TECHNOLOGY SA

At least one of the following other identifiers:

Identifier.	ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).	LU1778762911

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-3250.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-133713.04999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PCG 4.25 12/01/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	69331CAK4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1630000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	24441.41279000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SNAP 0.5 05/01/30

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	83304AAJ5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	10000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-912319.93699999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LMCA 2.375 09/30/53

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	531229AR3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-66811.10550000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MTH 1.75 05/15/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	59001ABE1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	179970.44000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BURL 1.25 12/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	122017AC0

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	546956.70900000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WINNEBAGO INDUSTRIES

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	974637100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-14000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-62241.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FIRSTENERGY CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	337932107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-30800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-91375.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UBER TECHNOLOGIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	90353T100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-51200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	408547.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SEAGATE TECHNOLOGY HOLDINGS

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	G7997R103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-40000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	280121.69000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BTU 3.25 03/01/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	704551AD2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-150597.29250000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LIBERTY MEDIA CORP-LIBERTY-C

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	531229755

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-53200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-141658.62000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FWONK 2.25 08/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	531229AQ5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6750000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	89856.95500000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LIVE NATION ENTERTAINMENT IN

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	538034109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-22700.00000000
ISO Currency Code.	United States Dollar
iv. Value.	54498.93000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

STX 3.5 06/01/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	81180WBK6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-269095.78800000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

COIN 0.25 04/01/30

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	19260QAE7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-143569.18450000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TYLER TECHNOLOGIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	902252105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-3700.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-170429.24000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LYFT INC-A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55087P104

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-208900.00000000
ISO Currency Code.	United States Dollar
iv. Value.	221250.41000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WGO 1.5 04/01/25

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	974637AB6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1250000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	71703.01750000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BURLINGTON STORES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	122017106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-37800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-566825.36000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

OKTA 0.125 09/01/25

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	679295AD7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1540000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-12260.42671799
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

P G & E CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	69331C108

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-42600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-23016.42000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIRUM PHARMACEUTICALS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	604749101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-47300.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-46609.04999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ETSY 0.125 09/01/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	29786AAL0

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	13972.18315000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DXCM 0.25 11/15/25

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	252131AK3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-5890.27150000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ETSY INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	29786A106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-5500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-23590.75000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MTSI 0.25 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55405YAB6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-264754.90200000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SPOT 0 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	84921RAB6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	112080.83000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MESA LABORATORIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	59064R109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-5749.85000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GPRE 2.25 03/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	393222AK0

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	99591.81999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FE 4 05/01/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	337932AR8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5250000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	110846.19000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JAZZ 1.5 08/15/24

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	472145AD3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-373.84199999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CBRL 0.625 06/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	22410JAB2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	23745.13884999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MERCK & CO. INC.

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	58933Y105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-40500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	112185.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ALTR 1.75 06/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	021369AC7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-559652.69499999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GBX 2.875 04/15/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	393657AM3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	224365.61000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MLAB 1.375 08/15/25

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	59064RAA7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	1566.46780000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BOEING CO/THE

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	097023105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-9500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-105402.15000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TYL 0.25 03/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	902252AB1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	224831.47200000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

OKTA INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	679295105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-5000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	23705.13000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

COINBASE GLOBAL INC -CLASS A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	19260Q107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-12200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	232112.55000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UBER 0.875 12/01/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	90353TAL4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-419877.06849999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ASCENDIS PHARMA A/S - ADR

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	04351P101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-31700.00000000
ISO Currency Code.	United States Dollar
iv. Value.	121527.79000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MACOM TECHNOLOGY SOLUTIONS H

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55405Y100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-21000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	272444.71999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LYFT 0.625 03/01/29

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55087PAC8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-190558.82394999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

VAC 3.25 12/15/27

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	57164YAF4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-9769.92650000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BAC 0.6 05/25/27 MTN

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	09709UV70

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-130230.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PEABODY ENERGY CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	704551100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-96000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	126750.62000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

OKTA 0.375 06/15/26

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	679295AF2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2700000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-11938.47990999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AVID BIOSERVICES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	05368M106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-310800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-698736.73000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SNAP INC - A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	83304A106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-320000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	935916.46000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DATADOG INC - CLASS A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	23804L103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-17500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	231916.01000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MMYT 0 02/15/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	56087FAB0

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	92998.72000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FORD MOTOR CO

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	345370860

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-255000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	900614.67000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIRM 4 05/01/29

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	604749AB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	68038.03000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAKEMYTRIP LTD

At least one of the following other identifiers:

Identifier.	ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).	MU0295S00016

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-49000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-105568.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DEXCOM INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	252131107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-2500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-10103.07000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CRACKER BARREL OLD COUNTRY

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	22410J106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-4000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-14917.74000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

EXAS 2 03/01/30

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	30063PAD7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-91178.43685000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CHEESECAKE FACTORY INC/THE

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	163072101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-1000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-1852.79000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DDOG 0.125 06/15/25

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	23804LAB9

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-229435.06599999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BLACKLINE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	09239B109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	726.26000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AIRBNB INC-CLASS A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	009066101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-3800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	35591.76999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ASND 2.25 04/01/28

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	04351PAD3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-166737.37500000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MARRIOTT VACATIONS WORLD

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	57164Y107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-14500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	34306.01000000
ISO Currency Code.	United States Dollar

Custom swap Flag

Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.

Receipts: fixed, floating or other.	Fixed Floating Other
Receipts: Floating rate Index.	SOFR
Receipts: Floating rate Spread.	0.00550000
Receipt: Floating Rate Reset Dates.	Day
Receipt: Floating Rate Reset Dates Unit.	1
Receipts: Floating Rate Tenor.	Day
Receipts: Floating Rate Tenor Unit.	1
Receipts: Base currency.	United States Dollar
Receipts: Amount.	0.00000000

2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index

Payments: fixed, floating or other.	Fixed Floating Other
Payments: fixed or floating	Floating
Payments: Floating rate Index.	SOFR
Payments: Floating rate Spread.	0.00550000
Payment: Floating Rate Reset Dates.	Day
Payment: Floating Rate Reset Dates Unit.	1
Payment: Floating Rate Tenor.	Day
Payment: Floating Rate Tenor Unit.	1
Payments: Base currency	United States Dollar
Payments: Amount	0.00000000

ii. Termination or maturity date.	2024-09-17
iii. Upfront payments or receipts
Upfront payments.	0.00000000
ISO Currency Code.	United States Dollar
Upfront receipts.	0.00000000
ISO Currency Code.	United States Dollar
iv. Notional amount.	102360484.77701200
ISO Currency Code.	USD
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.	164076.21000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	GRANITE CONSTRUCTION INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300OM4BWMCIXVCZ39
c. Title of the issue or description of the investment.	GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030 144A
d. CUSIP (if any).	387328AE7

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US387328AE75

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	6000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	6591000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	2.783547091478

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2030-06-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.03250000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	GRANITE CONSTRUCTION INC
Title of issue.	GRANITE CONSTRUCTION INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	387328107

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	77.88280000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	FEDERAL REALTY OP LP
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300LI6XZ51GOCJ427
c. Title of the issue or description of the investment.	FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A
d. CUSIP (if any).	313747BD8

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US313747BD82

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	3000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	3060000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.292315900458

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.03250000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	FEDERAL REALTY INVESTMENT TR
Title of issue.	FEDERAL REALTY INVESTMENT TR
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	313745101

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	122.79581511
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	ROYAL CARIBBEAN CRUISES LTD
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	K2NEH8QNVW44JIWK7Z55
c. Title of the issue or description of the investment.	ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025
d. CUSIP (if any).	780153BQ4

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US780153BQ43

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	2965000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	9387190.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	3.964449312950

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	LIBERIA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.06000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	ROYAL CARIBBEAN CRUISES LTD
Title of issue.	ROYAL CARIBBEAN CRUISES LTD
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).	LR0008862868

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	50.10600000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	MIDDLEBY CORP
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	JDFO86U9VQRBKW5KYA35
c. Title of the issue or description of the investment.	MIDDLEBY CORP CONV 1% 09/01/2025
d. CUSIP (if any).	596278AB7

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US596278AB74

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	1500000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	1694250.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	0.715524906651

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2025-09-01

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.01000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	MIDDLEBY CORP
Title of issue.	MIDDLEBY CORP
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	596278101

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	128.62398065
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	UST BILLS
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.	UST BILLS 0% 08/15/2024
d. CUSIP (if any).	912797KB2

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US912797KB24

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	49000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	48899666.13000000
Exchange rate.
Percentage value compared to net assets of the Fund.	20.65157387808

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

U.S. Treasury

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2024-08-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	CHICAGO BOARD OF TRADE
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300EX04Q2QBFQTQ27
c. Title of the issue or description of the investment.	US 5YR NOTE (CBT) FUT SEP24 FVU4
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Ticker (if ISIN is not available)
Ticker (if ISIN is not available).	FVU4

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	-275.00000000
Units	Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	-259468.81000000
Exchange rate.
Percentage value compared to net assets of the Fund.	-0.10958028393

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Derivative-interest rate

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).

Future

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.	CHICAGO BOARD OF TRADE
LEI (if any) of counterparty.	549300EX04Q2QBFQTQ27

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).

Short

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

Name of issuer.	UST NOTES
Title of issue.	UST NOTES 0% 06/30/2040

At least one of the following other identifiers:

Identifier.	Other identifier (if CUSIP, ISIN, and ticker are not available)
Other identifier (if CUSIP, ISIN, and ticker are not available).	9128279K0
If other identifier provided, indicate the type of identifier used.	Internal

iii. Expiration date.	2024-09-30
iv. Aggregate notional amount or contract value on trade date.	-29410453.07000000
ISO Currency Code.	United States Dollar
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.	-259468.81000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	SPDR S and P 500 ETF TRUST
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300NZAMSJ8FXPQQ63
c. Title of the issue or description of the investment.	SPDR S and P 500 ETF Trust
d. CUSIP (if any).	78462F103

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US78462F1030

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	19600.00000000
Units	Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	10795876.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	4.559373272608

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Equity-common

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	MICROSTRATEGY INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300WQTWEJUEHXQX21
c. Title of the issue or description of the investment.	MICROSTRATEGY INC CONV 2.25% 06/15/2032 144A
d. CUSIP (if any).	594972AM3

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US594972AM34

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	2500000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	2619864.88000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.106435634469

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2032-06-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.02250000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	MICROSTRATEGY INC
Title of issue.	MICROSTRATEGY INC CL A
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	594972408

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	2043.31829999
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fidelity Revere Street Trust
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300BDV45LJNXBZC55
c. Title of the issue or description of the investment.	Fidelity Cash Central Fund
d. CUSIP (if any).	31635A105

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US31635A1051

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	2064991.45600000
Units	Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	2065404.45000000
Exchange rate.
Percentage value compared to net assets of the Fund.	0.872272879612

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	CHICAGO BOARD OF TRADE
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300EX04Q2QBFQTQ27
c. Title of the issue or description of the investment.	US 2YR NOTE (CBT) FUT SEP24 TUU4
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Ticker (if ISIN is not available)
Ticker (if ISIN is not available).	TUU4

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	-100.00000000
Units	Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	-115957.77000000
Exchange rate.
Percentage value compared to net assets of the Fund.	-0.04897191828

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Derivative-interest rate

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).

Future

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.	CHICAGO BOARD OF TRADE
LEI (if any) of counterparty.	549300EX04Q2QBFQTQ27

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).

Short

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

Name of issuer.	UST NOTES
Title of issue.	UST NOTES 0% 06/30/2040

At least one of the following other identifiers:

Identifier.	Other identifier (if CUSIP, ISIN, and ticker are not available)
Other identifier (if CUSIP, ISIN, and ticker are not available).	9128279L8
If other identifier provided, indicate the type of identifier used.	Internal

iii. Expiration date.	2024-09-30
iv. Aggregate notional amount or contract value on trade date.	-20420760.98000000
ISO Currency Code.	United States Dollar
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.	-115957.77000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	BLACKLINE INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	529900P9N7PK9LV5EK56
c. Title of the issue or description of the investment.	BLACKLINE INC CONV 1% 06/01/2029 144A
d. CUSIP (if any).	09239BAE9

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US09239BAE92

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	7372000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	7105982.71000000
Exchange rate.
Percentage value compared to net assets of the Fund.	3.001037400169

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2029-06-01

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.01000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	BLACKLINE INC
Title of issue.	BLACKLINE INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	09239B109

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	68.47110000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	BNP PARIBAS NY BRANCH
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	R0MUWSFPU8MPRO8K5P83
c. Title of the issue or description of the investment.	Total Return Basket Swap BNP
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	JXV982000
Description of other unique identifier.	Internal

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	1.00000000
Units	Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	1652556.70000000
Exchange rate.
Percentage value compared to net assets of the Fund.	0.697916764647

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).

Swap

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.	BNP PARIBAS NY BRANCH
LEI (if any) of counterparty.	R0MUWSFPU8MPRO8K5P83

2. If the reference instrument is an index or custom basket, and if the index's or custom basket's components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index's or custom basket's components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.	N/A
Index identifier, if any.	N/A

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

rec total return on a portfolio of long & short equity & fixed income positions and pays/rec the SOFR Index plus +/- spread from (.50)% to .75%

For all other indices or custom baskets provide:

i. Name.

GUESS INC 3.75% 15-Apr-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	401617AF2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	105980.54100000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

J2 GLOBAL 1.75% 1-Nov-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	48123VAE2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-46336.30999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MONGODB INC 0.25% 15-Jan-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	60937PAD8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8785000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-35212.64986499
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WORKIVA INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98139A105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-8200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	8901.62000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

XEROX HOLDINGS CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98421M106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-168000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	25148.54000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TRAVERE THERAPEU 2.25% 1-Mar-2029 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	89422GAA5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-3367.70999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AKAMAI TECHNOLOGIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	00971T101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-53800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-97196.35000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TRANSMEDICS 1.5% 1-Jun-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	89377MAB5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-92775.69500000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TYLER TECHNOLOGIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	902252105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-23022.65808330
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

STRIDE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	86333M108

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-60200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-337984.94000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WORLD KINECT CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	981475106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-114400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-174069.99000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BLACKLINE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	09239B109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-73000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	59634.42000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TRANSMEDICS GROUP INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	89377M109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-52000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	125318.74000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INNOVIVA INC 2.5% 15-Aug-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45781MAB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	151463.49000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INNOVIVA INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45781M101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-82500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-161093.56000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ROYAL CARIBBEAN CRUISES LTD

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	V7780T103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-94100.00000000
ISO Currency Code.	United States Dollar
iv. Value.	1070084.44000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ETSY INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	29786A106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-123793.22615560
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FIVE9 INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	338307101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-1100.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-420.54264999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

HUBSPOT INC 0.375% 1-Jun-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	443573AD2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	183542.61000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MERIT MEDICAL SY 3.0% 1-Feb-2029 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	589889AA2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	100944.38200000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ZSCALER INC 0.125% 1-Jul-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98980GAB8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2808000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-393107.06682399
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PACIRA BIOSCIENCES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	695127100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-5000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	3486.07499999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ZSCALER INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98980G102

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-15500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	396385.25000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SAREPTA THERAPEU 1.25% 15-Sep-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	803607AD2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-222917.07199999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ZIFF DAVIS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	48123V102

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-10000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	8277.29999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WORKIVA INC 1.125% 15-Aug-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98139AAB1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-8289.33000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

OSI SYSTEMS INC 2.25% 1-Aug-2029 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	671044AE5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4300000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-57978.17699999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ROYAL CARIBBEAN 6.0% 15-Aug-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	780153BQ4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-439307.04599999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NATERA INC 2.25% 1-May-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	632307AB0

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-137012.04000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INTERDIGITAL INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45867G101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-23500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-15497.56377778
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FIVE9 INC 0.5% 1-Jun-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	338307AD3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-6066.43505000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INTERDIGITAL INC 3.5% 1-Jun-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45867GAD3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	6679.41600000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ZILLOW GROUP INC - C

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98954M200

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-297621.15999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

XEROX HOLDINGS C 3.75% 15-Mar-2030 144A COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98421MAD8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-76168.53350000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CINEMARK HOLDINGS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	17243V102

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-485400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-963663.08000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIDDLEBY CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	596278101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-25044.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-130763.54000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GRANITE CONSTRUCTION INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	387328107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-172400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-690883.71999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NEXTERA ENERGY 3.0% 1-Mar-2027 144A COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	65339KCX6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	266013.89000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ENOVIS CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	194014502

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-52000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-145642.97000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INSMED INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	457669307

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-176600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	863878.66000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INSMED INC 0.75% 1-Jun-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	457669AB5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2404000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-324087.08000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SPDR S&P 500 ETF Trust

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	78462F103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-19600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	202324.65000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MERIT MEDICAL SYSTEMS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	589889104

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-48700.00000000
ISO Currency Code.	United States Dollar
iv. Value.	26778.05999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BREAD FINANCIAL 4.25% 15-Jun-2028 COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	018581AN8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	56125.61800000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CINEMARK HOLDING 4.5% 15-Aug-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	17243VAB8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8250000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	1000778.69000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PALO ALTO NET 0.375% 1-Jun-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	697435AF2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5750000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-986518.77999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

IMAX CORP 0.5% 1-Apr-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45245EAJ8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	242256.93015000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INSIGHT ENTERPRI 0.75% 15-Feb-2025 COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45765UAB9

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	541589.62250000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LUMENTUM HOLDINGS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55024U109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-22000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	139007.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

STRIDE INC 1.125% 1-Sep-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	86333MAA6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	370747.12000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

IMAX CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45245E109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-51300.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-195029.28000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

OSI SYSTEMS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	671044105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-14000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	4818.96000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ADVANCED ENERGY INDUSTRIES

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	007973100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-26350.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-102829.30000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PETIQ 4.0% 1-Jun-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	71639TAB2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3708000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-27747.30224400
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

VISHAY INTERTECH 2.25% 15-Sep-2030 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	928298AQ1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	39492.62999999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WORLD KINECT 3.25% 1-Jul-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98149GAB6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	147082.32500000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JAZZ INVT I LTD 2.0% 15-Jun-2026 COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	472145AF8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	54857.52500000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

RIVIAN AUTO INC 3.625% 15-Oct-2030 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	76954AAC7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7750000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-523422.58397499
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UBER TECHNOLOGIE 0.875% 1-Dec-2028 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	90353TAL4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-191132.89749999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BREAD FINANCIAL HOLDINGS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	018581108

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-10400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-55443.16000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UBER TECHNOLOGIES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	90353T100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-30800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	246069.80000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

VISHAY INTERTECHNOLOGY INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	928298108

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-73600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-59470.21000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PETIQ INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	71639T106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-60100.00000000
ISO Currency Code.	United States Dollar
iv. Value.	17370.86000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GUESS? INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	401617105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-101000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-142402.48000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ADVANCED ENERGY 2.5% 15-Sep-2028 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	007973AD2

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	69015.99799999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

RIVIAN AUTOMOTIVE INC-A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	76954A103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-299500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	331872.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WESTERN DIGITAL CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	958102105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-55800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	666515.25000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

iShares MSCI ACWI ETF

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	464288257

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-89500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	199037.96000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ZILLOW GRP 0.75% 1-Sep-2024 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	98954MAE1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	264922.74000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TANDEM DIABETES 1.5% 15-Mar-2029 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	875372AC8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-1064147.07800000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AXON ENTERPRISE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	05464C101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-27900.00000000
ISO Currency Code.	United States Dollar
iv. Value.	275819.01000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ETSY INC 0.125% 1-Oct-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	29786AAJ5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	61048.18000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LANTHEUS HOLDINGS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	516544103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-69600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	1296861.75000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NEXTERA ENERGY INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	65339F101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-51400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-270045.93000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

REPLIGEN CORP 1.0% 15-Dec-2028 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	759916AC3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	833767.50800000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FRESHPET INC 3.0% 1-Apr-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	358039AB1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-586945.97000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PALO ALTO NETWORKS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	697435105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-57850.00000000
ISO Currency Code.	United States Dollar
iv. Value.	979729.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LUMENTUM HOLDING 0.5% 15-Jun-2028 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	55024UAF6

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-126844.53825000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TANDEM DIABETES CARE INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	875372203

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-105000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	1094609.08000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIDDLEBY CORP 1.0% 1-Sep-2025 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	596278AB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3250000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	64831.36775000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NUTANIX INC 0.25% 1-Oct-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	67059NAH1

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-123549.37250000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FRESHPET INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	358039105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-78000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	557308.02000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TRAVERE THERAPEUTICS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	89422G107

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-37500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	10940.45625000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MICROSTRATEGY INC-CL A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	594972408

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-1075.00000000
ISO Currency Code.	United States Dollar
iv. Value.	81.69000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WAYFAIR INC- CLASS A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	94419L101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-13600.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-43573.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AKAMAI TECH 0.375 01SEP2027

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	00971TAL5

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	10000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	115733.43000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CARNIVAL CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	143658300

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	155951.29000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WAYFAIR INC 1.0% 15-Aug-2026 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	94419LAF8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	28180.52324999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

BREAD FINANCIAL 9.75% 15-Mar-2029 144A COMPANY GUARNT

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	018581AP3

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-250000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-4317.84858020
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIRUM PHARMACEUTICALS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	604749101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-52700.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-51777.01000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NUTANIX INC - A

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	67059N108

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-84400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	113491.86000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NATERA INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	632307104

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	121816.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SAREPTA THERAPEUTICS INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	803607100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-19400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	208907.32000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GALAXY DIG HO LP 3.0% 15-Dec-2026 144A SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	36317GAA4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	750000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-5874.23847989
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

REPLIGEN CORP

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	759916109

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-17400.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-773921.32000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MONGODB INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	60937P106

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-29800.00000000
ISO Currency Code.	United States Dollar
iv. Value.	22045.95000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AXON ENTERPRISE 0.5% 15-Dec-2027 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	05464CAB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-269426.23249999
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WESTERN DIGITAL 3.0% 15-Nov-2028 144A COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	958102AS4

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3500000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-671939.51450000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CARNIVAL CORP 5.75% 1-Oct-2024 COMPANY GUARNT CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	143658BT8

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	0.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-178160.86000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JAZZ PHARMACEUTICALS PLC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	G50871105

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-9200.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-61556.76000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MIRUM PHARMA INC 4.0% 1-May-2029 SR UNSECURED CONV

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	604749AB7

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2000000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	67761.25000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INSIGHT ENTERPRISES INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	45765U103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-36500.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-566398.99000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEDERAL REALTY INVS TRUST

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	313745101

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-11000.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-55155.61000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

HUBSPOT INC

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	443573100

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-8750.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-210822.30000000
ISO Currency Code.	United States Dollar

Custom swap Flag

Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.

Receipts: fixed, floating or other.	Fixed Floating Other
Receipts: Floating rate Index.	SOFR
Receipts: Floating rate Spread.	0.00750000
Receipt: Floating Rate Reset Dates.	Day
Receipt: Floating Rate Reset Dates Unit.	1
Receipts: Floating Rate Tenor.	Day
Receipts: Floating Rate Tenor Unit.	1
Receipts: Base currency.	United States Dollar
Receipts: Amount.	0.00000000

2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index

Payments: fixed, floating or other.	Fixed Floating Other
Payments: fixed or floating	Floating
Payments: Floating rate Index.	SOFR
Payments: Floating rate Spread.	0.00750000
Payment: Floating Rate Reset Dates.	Day
Payment: Floating Rate Reset Dates Unit.	1
Payment: Floating Rate Tenor.	Day
Payment: Floating Rate Tenor Unit.	1
Payments: Base currency	United States Dollar
Payments: Amount	0.00000000

ii. Termination or maturity date.	2024-09-16
iii. Upfront payments or receipts
Upfront payments.	0.00000000
ISO Currency Code.	United States Dollar
Upfront receipts.	0.00000000
ISO Currency Code.	United States Dollar
iv. Notional amount.	15153707.20866700
ISO Currency Code.	USD
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.	1652556.70000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	ISHARES TR
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300G3FWQPUM47D181
c. Title of the issue or description of the investment.	iShares MSCI ACWI ETF
d. CUSIP (if any).	464288257

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US4642882579

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	89500.00000000
Units	Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	10214635.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	4.313900401269

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Equity-common

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	ADVANCED ENERGY INDUSTRIES INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300756XI3QLFT2U27
c. Title of the issue or description of the investment.	ADVANCED ENERGY INDUSTRIES INC CONV 2.5% 09/15/2028 144A
d. CUSIP (if any).	007973AD2

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US007973AD29

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	3500000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	3785950.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.598903066451

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2028-09-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.02500000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	ADVANCED ENERGY INDUSTRIES INC
Title of issue.	ADVANCED ENERGY INDUSTRIES INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	007973100

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	137.46270000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	NUVASIVE INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300C5ZB4NZ6TWM881
c. Title of the issue or description of the investment.	NUVASIVE INC CONV 0.375% 03/15/2025
d. CUSIP (if any).	670704AJ4

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US670704AJ40

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	3000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	2880000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	1.216297318079

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2025-03-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00375000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	GLOBUS MEDICAL INC
Title of issue.	GLOBUS MEDICAL INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	379577208

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	124.37965000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	CABLE ONE INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300648QS85T0XSH18
c. Title of the issue or description of the investment.	CABLE ONE INC CONV 0% 03/15/2026
d. CUSIP (if any).	12685JAE5

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US12685JAE55

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	2000000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	1780000.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	0.751739314646

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00000000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	CABLE ONE INC
Title of issue.	CABLE ONE INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	12685J105

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	2275.83070000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	INSMED INC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	529900Q55QAG41CCAC11
c. Title of the issue or description of the investment.	INSMED INC CONV 0.75% 06/01/2028
d. CUSIP (if any).	457669AB5

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US457669AB50

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	3700000.00000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	8426750.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.	3.558831050389

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Debt

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

2028-06-01

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).	Fixed
ii. Annualized rate.	0.00750000
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

Reference Instrument Record: 1
Name of issuer.	INSMED INC
Title of issue.	INSMED INC
Currency in which denominated.	United States Dollar

At least one of the following other identifiers:

Identifier.	CUSIP
CUSIP.	457669307

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units	32.50000000
ISO Currency Code	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No