| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 23,650,000 | 40,089,000 | 16.62% | PRN | |
| 2 | D. E. Shaw & Co., Inc. | 16,972,000 | 28,761,000 | 11.93% | PRN | |
| 3 | BANK OF AMERICA CORP /DE/ | 9,443,000 | 15,738,000 | 6.53% | PRN | |
| 4 | AQR ARBITRAGE LLC | 9,150,000 | 15,509,000 | 6.43% | PRN | |
| 5 | Invesco Ltd. | 8,750,000 | 14,809,000 | 6.14% | PRN | |
| 6 | Allianz Asset Management GmbH | 7,995,000 | 13,324,000 | 5.53% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 7,670,000 | 13,000,000 | 5.39% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 7,615,000 | 12,887,000 | 5.34% | PRN | |
| 9 | AMUNDI ASSET MANAGEMENT US, INC. | 7,003,000 | 11,853,000 | 4.92% | PRN | |
| 10 | ROYAL BANK OF CANADA | 6,902,000 | 11,503,000 | 4.77% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 6,377,000 | 10,849,000 | 4.50% | PRN | |
| 12 | Assured Investment Management LLC | 5,000,000 | 8,471,000 | 3.51% | ||
| 13 | ANGELO GORDON & CO., L.P. | 4,500,000 | 7,616,000 | 3.16% | PRN | |
| 14 | AXA S.A. | 3,500,000 | 5,924,000 | 2.46% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 3,369,000 | 5,702,000 | 2.36% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 2,800,000 | 4,746,000 | 1.97% | ||
| 17 | Jefferies Group LLC | 2,610,000 | 4,428,000 | 1.84% | PRN | |
| 18 | BlueCrest Capital Management Ltd | 2,500,000 | 4,200,000 | 1.74% | PRN | |
| 19 | Ferox Capital Management LP | 2,000,000 | 3,449,000 | 1.43% | PRN | |
| 20 | BlackRock Finance, Inc. | 1,785,000 | 3,021,000 | 1.25% | PRN | |
| 21 | PROSPECTOR PARTNERS LLC | 1,000,000 | 1,693,000 | 0.70% | PRN | |
| 22 | WELLINGTON MANAGEMENT GROUP LLP | 840,000 | 1,422,000 | 0.59% | PRN | |
| 23 | JPMORGAN CHASE & CO | 673,000 | 1,122,000 | 0.47% | PRN | |
| 24 | RUSSELL FRANK CO/ | 340,000 | 586,000 | 0.24% | ||
| 25 | BlackRock Group LTD | 135,000 | 228,000 | 0.09% | PRN | |
| 26 | CITIGROUP INC | 73,000 | 124,000 | 0.05% | PRN | |
| 27 | SALZHAUER MICHAEL | 11,000 | 101,000 | 0.04% | Call | |
| 28 | 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.
