| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT AGRICOLE S A | 392,000 | 519,000 | 0.31% | PRN | |
| 2 | CSS LLC/IL | 500,000 | 661,000 | 0.40% | PRN | |
| 3 | CREDIT SUISSE AG/ | 625,000 | 828,000 | 0.50% | PRN | |
| 4 | Polar Capital LLP | 650,000 | 866,000 | 0.52% | ||
| 5 | TAMARACK ADVISERS, LP | 2,000,000 | 2,649,000 | 1.59% | ||
| 6 | AMERIPRISE FINANCIAL INC | 2,200,000 | 2,914,000 | 1.75% | PRN | |
| 7 | Nicholas Investment Partners, LP | 2,250,000 | 2,980,000 | 1.79% | PRN | |
| 8 | BANK OF AMERICA CORP /DE/ | 2,600,000 | 3,443,000 | 2.07% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 4,626,000 | 6,126,000 | 3.68% | PRN | |
| 10 | AMUNDI ASSET MANAGEMENT US, INC. | 6,000,000 | 7,946,000 | 4.77% | PRN | |
| 11 | Context Capital Management, LLC | 6,075,000 | 8,035,000 | 4.83% | PRN | |
| 12 | LINDEN ADVISORS LP | 9,319,000 | 12,388,000 | 7.44% | PRN | |
| 13 | WOLVERINE ASSET MANAGEMENT LLC | 16,900,000 | 22,349,000 | 13.43% | PRN | |
| 14 | Tetragon Partners GP Ltd | 17,450,000 | 23,293,000 | 14.00% | PRN | |
| 15 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 26,005,000 | 34,538,000 | 20.75% | PRN | |
| 16 | CITADEL ADVISORS LLC | 27,800,000 | 36,886,000 | 22.16% | 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.
