| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 105,206,000 | 143,803,000 | 11.94% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 90,954,000 | 123,868,000 | 10.29% | PRN | |
| 3 | Sculptor Capital LP | 81,071,000 | 110,457,000 | 9.17% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 73,946,000 | 100,706,000 | 8.36% | PRN | |
| 5 | CAMDEN ASSET MANAGEMENT L P /CA | 62,656,000 | 85,330,000 | 7.09% | PRN | |
| 6 | COASTLAND CAPITAL LLC | 62,200 | 84,948,000 | 7.05% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 61,494,000 | 83,805,000 | 6.96% | PRN | |
| 8 | CITIGROUP INC | 36,500,000 | 49,709,000 | 4.13% | PRN | |
| 9 | Calamos Advisors LLC | 30,070,000 | 40,946,000 | 3.40% | PRN | |
| 10 | SG Americas Securities, LLC | 269,000 | 36,769,000 | 3.05% | PRN | |
| 11 | Assured Investment Management LLC | 25,000,000 | 34,092,000 | 2.83% | PRN | |
| 12 | Achievement Holdings L.P. | 435,258 | 27,691,000 | 2.30% | ||
| 13 | LINDEN ADVISORS LP | 20,260,000 | 27,658,000 | 2.30% | PRN | |
| 14 | GLG Partners LP | 19,740,000 | 26,883,000 | 2.23% | PRN | |
| 15 | WHITEBOX ADVISORS LLC | 15,740,000 | 21,436,000 | 1.78% | PRN | |
| 16 | CAPSTONE INVESTMENT ADVISORS, LLC | 14,000,000 | 19,063,000 | 1.58% | ||
| 17 | JPMORGAN CHASE & CO | 9,772,000 | 13,308,000 | 1.11% | PRN | |
| 18 | Kohlberg Kravis Roberts & Co. L.P. | 9,500,000 | 12,940,000 | 1.07% | PRN | |
| 19 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 12,665,000 | 1.05% | PRN | |
| 20 | D. E. Shaw & Co., Inc. | 8,285,000 | 11,289,000 | 0.94% | PRN | |
| 21 | AMERIPRISE FINANCIAL INC | 8,209,000 | 11,180,000 | 0.93% | PRN | |
| 22 | Invesco Ltd. | 7,250,000 | 9,874,000 | 0.82% | ||
| 23 | FMR LLC | 7,120,000 | 9,697,000 | 0.81% | PRN | |
| 24 | THRIVENT FINANCIAL FOR LUTHERANS | 6,400,000 | 8,748,000 | 0.73% | ||
| 25 | CSS LLC/IL | 6,000,000 | 8,172,000 | 0.68% | PRN | |
| 26 | MORGAN STANLEY | 5,576,000 | 7,583,000 | 0.63% | PRN | |
| 27 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 6,809,000 | 0.57% | PRN | |
| 28 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 6,804,000 | 0.56% | PRN | |
| 29 | Clearbridge Investments, LLC | 4,800,000 | 6,541,000 | 0.54% | PRN | |
| 30 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 5,468,000 | 0.45% | PRN | |
| 31 | BNP PARIBAS FINANCIAL MARKETS | 4,001,000 | 5,448,882 | 0.45% | PRN | |
| 32 | CREDIT SUISSE AG/ | 3,785,000 | 5,155,000 | 0.43% | PRN | |
| 33 | GRACE BROTHERS MANAGEMENT LLC | 3,750,000 | 5,109,000 | 0.42% | PRN | |
| 34 | BARCLAYS PLC | 3,494,000 | 4,752,000 | 0.39% | PRN | |
| 35 | Paloma Partners Management Co | 3,000,000 | 4,095,000 | 0.34% | PRN | |
| 36 | TD Securities (USA) LLC | 2,555,000 | 3,444,000 | 0.29% | PRN | |
| 37 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,000,000 | 2,734,000 | 0.23% | PRN | |
| 38 | Pine River Capital Management L.P. | 2,000,000 | 2,725,000 | 0.23% | PRN | |
| 39 | UBS Group AG | 2,000,000 | 2,724,000 | 0.23% | PRN | |
| 40 | LAFFER TENGLER INVESTMENTS, INC. | 1,864 | 2,548,989 | 0.21% | ||
| 41 | MIZUHO SECURITIES USA LLC | 1,750,000 | 2,386,000 | 0.20% | ||
| 42 | SSI INVESTMENT MANAGEMENT LLC | 1,615,000 | 2,199,000 | 0.18% | PRN | |
| 43 | SCOTIA CAPITAL INC. | 1,566,000 | 2,135,000 | 0.18% | ||
| 44 | CREDIT AGRICOLE S A | 1,148,000 | 1,563,000 | 0.13% | PRN | |
| 45 | GOLDMAN SACHS GROUP INC | 1,131,000 | 1,540,000 | 0.13% | PRN | |
| 46 | EUBEL BRADY & SUTTMAN ASSET MANAGEMENT INC | 1,100,000 | 1,498,000 | 0.12% | PRN | |
| 47 | JANE STREET GROUP, LLC | 600,000 | 823,000 | 0.07% | ||
| 48 | Bellecapital International Ltd. | 600,000 | 817,000 | 0.07% | PRN | |
| 49 | PUTNAM INVESTMENTS LLC | 559,000 | 762,000 | 0.06% | ||
| 50 | Jefferies Group LLC | 500,000 | 681,000 | 0.06% | 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.
