| No. | Security | Ticker | Shares | Value | Activity | % Port | History |
|---|---|---|---|---|---|---|---|
| 1. | Western Digital CorpNOTE 3.000%11/1 | WDC | 204,400,000 | $1,463,136,080 | 18.01% | ||
| 2. | Lumentum Holdings Inc.NOTE 1.500%12/1 | LITE | 71,025,000 | $716,145,075 | 8.81% | ||
| 3. | Echostar CorpNOTE 3.875%11/3 | SATS | 102,197,086 | $365,058,211 | +87% | 4.49% | |
| 4. | SPY | 500,000 | $325,170,000 | +12% | 4% | ||
| 5. | Lumentum Holdings Inc.NOTE 0.500%12/1 | LITE | 32,097,500 | $226,897,228 | -11% | 2.79% |