| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 20,150,000 | 20,251,000 | 25.81% | PRN | |
| 2 | EdgePoint Investment Group Inc. | 17,500,000 | 17,500,000 | 22.31% | ||
| 3 | CREDIT SUISSE AG/ | 8,684,000 | 8,684,000 | 11.07% | PRN | |
| 4 | JPMORGAN CHASE & CO | 8,054,000 | 8,054,000 | 10.27% | PRN | |
| 5 | CITADEL ADVISORS LLC | 6,081,000 | 6,100,000 | 7.78% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 5,442,000 | 5,437,000 | 6.93% | PRN | |
| 7 | THRIVENT FINANCIAL FOR LUTHERANS | 3,950,000 | 3,950,000 | 5.03% | ||
| 8 | DEUTSCHE BANK AG\ | 3,275,000 | 3,275,000 | 4.17% | PRN | |
| 9 | Calamos Advisors LLC | 1,549,000 | 1,555,000 | 1.98% | PRN | |
| 10 | Context Capital Management, LLC | 1,500,000 | 1,504,000 | 1.92% | PRN | |
| 11 | PRELUDE CAPITAL MANAGEMENT, LLC | 750,000 | 754,000 | 0.96% | PRN | |
| 12 | Neuberger Berman Group LLC | 700,000 | 700,000 | 0.89% | PRN | |
| 13 | Bank of New York Mellon Corp | 450,000 | 450,000 | 0.57% | ||
| 14 | ADVENT CAPITAL MANAGEMENT /DE/ | 191,000 | 179,000 | 0.23% | PRN | |
| 15 | MORGAN STANLEY | 36,000 | 36,000 | 0.05% | PRN | |
| 16 | Calamos Wealth Management LLC | 26,000 | 26,000 | 0.03% | PRN | |
| 17 | VIVALDI CAPITAL MANAGEMENT, LLC | 10,000 | 10 | 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.
