| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | D. E. Shaw & Co., Inc. | 13,972,000 | 24,032,000 | 11.36% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 9,471,000 | 16,165,000 | 7.64% | PRN | |
| 3 | AQR ARBITRAGE LLC | 9,150,000 | 15,641,000 | 7.39% | PRN | |
| 4 | Allianz Asset Management GmbH | 8,730,000 | 15,031,000 | 7.11% | PRN | |
| 5 | Invesco Ltd. | 8,750,000 | 14,935,000 | 7.06% | PRN | |
| 6 | WHITEBOX ADVISORS LLC | 8,000,000 | 13,655,000 | 6.45% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 7,670,000 | 13,196,000 | 6.24% | PRN | |
| 8 | Assured Investment Management LLC | 7,500,000 | 12,951,000 | 6.12% | ||
| 9 | AMUNDI ASSET MANAGEMENT US, INC. | 7,003,000 | 11,953,000 | 5.65% | PRN | |
| 10 | ROYAL BANK OF CANADA | 6,562,000 | 10,884,000 | 5.14% | PRN | |
| 11 | THRIVENT FINANCIAL FOR LUTHERANS | 5,300,000 | 9,060,000 | 4.28% | ||
| 12 | ANGELO GORDON & CO., L.P. | 4,500,000 | 7,681,000 | 3.63% | PRN | |
| 13 | Man Investments (CH) AG | 4,400,000 | 7,566,000 | 3.58% | PRN | |
| 14 | AXA S.A. | 3,500,000 | 5,974,000 | 2.82% | PRN | |
| 15 | BANK OF AMERICA CORP /DE/ | 2,900,000 | 4,993,000 | 2.36% | PRN | |
| 16 | CITADEL ADVISORS LLC | 2,650,000 | 4,559,000 | 2.16% | PRN | |
| 17 | BlueCrest Capital Management Ltd | 108,554 | 4,238,000 | 2.00% | PRN | |
| 18 | JPMORGAN CHASE & CO | 2,135,000 | 3,676,000 | 1.74% | PRN | |
| 19 | Ferox Capital Management LP | 2,000,000 | 3,370,000 | 1.59% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 1,575,000 | 2,688,000 | 1.27% | PRN | |
| 21 | BlackRock Finance, Inc. | 1,575,000 | 2,688,000 | 1.27% | PRN | |
| 22 | WELLINGTON MANAGEMENT GROUP LLP | 1,140,000 | 1,946,000 | 0.92% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 1,027,000 | 1,770,000 | 0.84% | PRN | |
| 24 | PROSPECTOR PARTNERS LLC | 1,000,000 | 1,707,000 | 0.81% | PRN | |
| 25 | RUSSELL FRANK CO/ | 340,000 | 581,000 | 0.27% | ||
| 26 | BlackRock Group LTD | 135,000 | 230,000 | 0.11% | PRN | |
| 27 | SALZHAUER MICHAEL | 11,000 | 191,000 | 0.09% | Call | |
| 28 | FIRST TRUST ADVISORS LP | 62,000 | 106,000 | 0.05% | ||
| 29 | CITIGROUP INC | 48,000 | 82,000 | 0.04% | PRN | |
| 30 | MSI Financial Services Inc | 2,000 | 3,000 | 0.00% |
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.
