| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WELLS FARGO & COMPANY/MN | 10,000 | 16,000 | 0.00% | PRN | |
| 2 | CREDIT AGRICOLE S A | 41,000 | 73,000 | 0.02% | PRN | |
| 3 | WELLINGTON MANAGEMENT GROUP LLP | 222,000 | 396,000 | 0.11% | PRN | |
| 4 | JPMORGAN CHASE & CO | 250,000 | 446,000 | 0.13% | PRN | |
| 5 | RUSSELL FRANK CO/ | 388,000 | 694,000 | 0.20% | ||
| 6 | Man Investments (CH) AG | 700,000 | 1,247,000 | 0.36% | PRN | |
| 7 | LINDEN ADVISORS LP | 730,000 | 1,303,000 | 0.37% | PRN | |
| 8 | BARCLAYS PLC | 750,000 | 1,335,000 | 0.38% | PRN | |
| 9 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,782,000 | 0.51% | PRN | |
| 10 | NOMURA HOLDINGS INC | 1,310,000 | 2,335,000 | 0.67% | PRN | |
| 11 | Sage Capital Management, LLC | 1,500,000 | 2,671,000 | 0.77% | PRN | |
| 12 | Mohican Financial Management, LLC | 1,500,000 | 2,674,000 | 0.77% | ||
| 13 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 3,565,000 | 1.03% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 2,250,000 | 4,010,000 | 1.15% | PRN | |
| 15 | AVIVA PLC | 2,500,000 | 4,459,000 | 1.28% | PRN | |
| 16 | Visium Asset Management, LP | 3,000,000 | 5,344,000 | 1.54% | PRN | |
| 17 | Jabre Capital Partners S.A. | 3,000,000 | 5,345,000 | 1.54% | PRN | |
| 18 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 4,000,000 | 7,130,000 | 2.05% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 4,680,000 | 8,343,000 | 2.40% | PRN | |
| 20 | Verition Fund Management LLC | 4,735,000 | 8,464,000 | 2.43% | PRN | |
| 21 | ROYAL BANK OF CANADA | 4,890,000 | 8,670,000 | 2.49% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 6,100,000 | 10,873,000 | 3.13% | PRN | |
| 23 | BlueCrest Capital Management Ltd | 193,205 | 11,090,000 | 3.19% | PRN | |
| 24 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,625,000 | 17,141,000 | 4.93% | ||
| 25 | Polar Asset Management Partners Inc. | 15,000,000 | 26,744,000 | 7.69% | PRN | |
| 26 | CSS LLC/IL | 15,115,000 | 26,948,000 | 7.75% | PRN | |
| 27 | Castle Creek Arbitrage, LLC | 19,527,000 | 34,796,000 | 10.01% | PRN | |
| 28 | WOLVERINE ASSET MANAGEMENT LLC | 20,068,000 | 35,744,000 | 10.28% | PRN | |
| 29 | ARISTEIA CAPITAL, L.L.C. | 31,000,000 | 55,260,000 | 15.89% | PRN | |
| 30 | CITADEL ADVISORS LLC | 33,000,000 | 58,796,000 | 16.91% | PRN |
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
