PAGAYA U S HLDG CO LLC

CUSIP: 69549FAB5 Class: BND

Note: Option positions (PUT/CALL) are excluded.

InstitutionSharesValue ($000)
LINDEN ADVISORS LP47,972,000$87,496
BANK OF MONTREAL /CAN/21,943,000$45,312
BNP PARIBAS ARBITRAGE, SA11,088,000$20,190
D. E. Shaw & Co., Inc.10,250,000$18,590
DLD Asset Management, LP10,000,000$18,325
DeepCurrents Investment Group LLC8,000,000$14,499
LAZARD ASSET MANAGEMENT LLC6,847,000$125
Jump Financial, LLC6,000,000$10,925
ADVENT CAPITAL MANAGEMENT /DE/2,822,000$5,196
SSI INVESTMENT MANAGEMENT LLC2,750,000$5,007
GABELLI FUNDS LLC2,550,000$4,661
FMR LLC1,818,000$3,310
BANK OF AMERICA CORP /DE/607,000$1,105
GAMCO INVESTORS, INC. ET AL150,000$274
SG Americas Securities, LLC5,780$1
Total (15 institutions)132,802,780$235,019