| No. | Security | Ticker | Shares | Value | Activity | % Port | History |
|---|---|---|---|---|---|---|---|
| 1. | SPY | 650,000 | $433,017,000 | NEW | 9.61% | ||
| 2. | Alibaba Group Holding LimitedNOTE 0.500% 6/0 | BABA | 125,000,000 | $229,937,500 | +57% | 5.1% | |
| 3. | Seagate Technology Holdings PlcNOTE 3.500% 6/0 | STX | 73,500,000 | $211,817,813 | +17% | 4.7% | |
| 4. | Snowflake Inc.NOTE 10/0 | SNOW | 120,000,000 | $182,340,000 | NEW | 4.04% | |
| 5. | Ford Motor CoNOTE 3/1 | F | 152,000,000 | $154,432,000 | +50% | 3.43% |