| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WELLINGTON MANAGEMENT GROUP LLP | 424,000 | 648,000 | 0.24% | PRN | |
| 2 | CQS Cayman LP | 600,000 | 925,000 | 0.34% | PRN | |
| 3 | ROYAL BANK OF CANADA | 1,500,000 | 2,292,000 | 0.83% | PRN | |
| 4 | NOMURA HOLDINGS INC | 1,537,000 | 2,387,000 | 0.87% | PRN | |
| 5 | CSS LLC/IL | 1,840,000 | 2,832,000 | 1.03% | PRN | |
| 6 | CREDIT AGRICOLE S A | 1,885,000 | 2,881,000 | 1.05% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 1,900,000 | 2,903,000 | 1.06% | PRN | |
| 8 | SYMPHONY ASSET MANAGEMENT LLC | 2,000,000 | 3,066,000 | 1.12% | PRN | |
| 9 | THRIVENT FINANCIAL FOR LUTHERANS | 2,325,000 | 3,583,000 | 1.30% | ||
| 10 | Magnetar Financial LLC | 2,500,000 | 3,843,000 | 1.40% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 2,771,000 | 4,244,000 | 1.54% | PRN | |
| 12 | Calamos Advisors LLC | 3,850,000 | 5,925,000 | 2.16% | PRN | |
| 13 | Sculptor Capital LP | 4,000,000 | 6,149,000 | 2.24% | PRN | |
| 14 | Hudson Bay Capital Management LP | 4,000,000 | 6,153,000 | 2.24% | PRN | |
| 15 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 7,744,000 | 2.82% | PRN | |
| 16 | Invesco Ltd. | 6,000,000 | 9,169,000 | 3.34% | PRN | |
| 17 | OPERA TRADING CAPITAL | 7,500,000 | 11,515,000 | 4.19% | PRN | |
| 18 | GEODE CAPITAL MANAGEMENT, LLC | 9,685,000 | 14,799,000 | 5.38% | PRN | |
| 19 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 15,390,000 | 5.60% | ||
| 20 | WOLVERINE ASSET MANAGEMENT LLC | 12,237,000 | 18,815,000 | 6.84% | PRN | |
| 21 | AQR ARBITRAGE LLC | 15,700,000 | 24,070,000 | 8.76% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 33,615,000 | 51,679,000 | 18.80% | PRN | |
| 23 | LINDEN ADVISORS LP | 48,128,000 | 73,874,000 | 26.87% | 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.
