| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NOMURA HOLDINGS INC | 13,653,900 | 1,425,467,000 | 46.70% | Call | |
| 2 | BNP PARIBAS FINANCIAL MARKETS | 11,843,000 | 1,237,593,472 | 40.55% | ||
| 3 | BARINGS LLC | 72,017,174 | 75,258,000 | 2.47% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 44,200,000 | 46,209,000 | 1.51% | PRN | |
| 5 | Hudson Bay Capital Management LP | 43,505,000 | 45,669,000 | 1.50% | PRN | |
| 6 | AVIVA PLC | 23,200,000 | 24,959,000 | 0.82% | PRN | |
| 7 | Assured Investment Management LLC | 20,000,000 | 20,902,000 | 0.68% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 20,900,000 | 0.68% | PRN | |
| 9 | CAPSTONE INVESTMENT ADVISORS, LLC | 17,500,000 | 18,827,000 | 0.62% | PRN | |
| 10 | NOMURA HOLDINGS INC | 17,717,000 | 18,497,000 | 0.61% | PRN | |
| 11 | BlackRock Institutional Trust Company, N.A. | 12,532,000 | 13,096,000 | 0.43% | PRN | |
| 12 | WELLS FARGO & COMPANY/MN | 11,230,000 | 11,774,000 | 0.39% | PRN | |
| 13 | Pine River Capital Management L.P. | 10,000,000 | 10,464,000 | 0.34% | PRN | |
| 14 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 8,000,000 | 8,360,000 | 0.27% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 7,675,000 | 8,020,000 | 0.26% | PRN | |
| 16 | Lombard Odier Asset Management (Europe) Ltd | 7,500,000 | 7,808,000 | 0.26% | PRN | |
| 17 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,000,000 | 7,366,000 | 0.24% | PRN | |
| 18 | Jefferies Group LLC | 6,583,000 | 6,879,000 | 0.23% | PRN | |
| 19 | THRIVENT FINANCIAL FOR LUTHERANS | 6,500,000 | 6,825,000 | 0.22% | ||
| 20 | BESSEMER GROUP INC | 5,000,000 | 5,263,000 | 0.17% | ||
| 21 | LINDEN ADVISORS LP | 5,000,000 | 5,255,000 | 0.17% | PRN | |
| 22 | NOMURA HOLDINGS INC | 45,300 | 4,729,000 | 0.15% | Put | |
| 23 | GOLDMAN SACHS GROUP INC | 4,000,000 | 4,180,000 | 0.14% | PRN | |
| 24 | INCOME RESEARCH & MANAGEMENT | 4,000,000 | 4,180,000 | 0.14% | PRN | |
| 25 | RWC Asset Management LLP | 2,500,000 | 2,626,000 | 0.09% | PRN | |
| 26 | CITIGROUP INC | 2,500,000 | 2,618,000 | 0.09% | PRN | |
| 27 | GLG Partners LP | 2,000,000 | 2,101,000 | 0.07% | PRN | |
| 28 | ZAZOVE ASSOCIATES LLC | 1,620,000 | 1,703,000 | 0.06% | PRN | |
| 29 | CREDIT SUISSE AG/ | 1,500,000 | 1,568,000 | 0.05% | PRN | |
| 30 | JPMORGAN CHASE & CO | 1,199,000 | 1,253,000 | 0.04% | PRN | |
| 31 | Cutler Capital Management, LLC | 990,000 | 1,034,000 | 0.03% | PRN | |
| 32 | CREDIT AGRICOLE S A | 629,000 | 657,000 | 0.02% | PRN | |
| 33 | MORGAN STANLEY | 65,000 | 68,000 | 0.00% | 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.
