| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT AGRICOLE S A | 105,000 | 99,000 | 0.15% | PRN | |
| 2 | SSI INVESTMENT MANAGEMENT LLC | 250,000 | 235,000 | 0.36% | PRN | |
| 3 | DEUTSCHE BANK AG\ | 275,000 | 258,000 | 0.39% | PRN | |
| 4 | JANUS HENDERSON INVESTORS US LLC | 1,000,000 | 941,000 | 1.42% | ||
| 5 | Carlson Capital, L.P. | 2,000,000 | 1,890,000 | 2.86% | PRN | |
| 6 | Pine River Capital Management L.P. | 2,475,000 | 2,331,000 | 3.52% | PRN | |
| 7 | FMR LLC | 4,000,000 | 3,765,000 | 5.69% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 6,620,000 | 6,274,000 | 9.48% | PRN | |
| 9 | GEODE CAPITAL MANAGEMENT, LLC | 9,500,000 | 8,941,000 | 13.52% | PRN | |
| 10 | CITADEL ADVISORS LLC | 9,745,000 | 9,257,000 | 13.99% | PRN | |
| 11 | LINDEN ADVISORS LP | 12,000,000 | 11,339,000 | 17.14% | PRN | |
| 12 | Forward Management, LLC | 22,000,000 | 20,818,000 | 31.47% |
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.
