| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 91,975,000 | 158,599,000 | 16.81% | PRN | |
| 2 | CITADEL ADVISORS LLC | 67,000,000 | 115,245,000 | 12.22% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 54,275,000 | 93,348,000 | 9.90% | PRN | |
| 4 | Hudson Bay Capital Management LP | 38,178,000 | 65,641,000 | 6.96% | PRN | |
| 5 | Graham Capital Management, L.P. | 32,500,000 | 55,879,000 | 5.92% | ||
| 6 | LINDEN ADVISORS LP | 31,000,000 | 53,401,000 | 5.66% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 30,000,000 | 51,556,000 | 5.47% | ||
| 8 | DEUTSCHE BANK AG\ | 22,745,000 | 39,106,000 | 4.15% | PRN | |
| 9 | ARISTEIA CAPITAL, L.L.C. | 20,250,000 | 34,858,000 | 3.70% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 34,388,000 | 3.65% | PRN | |
| 11 | GLG Partners LP | 19,000,000 | 32,652,000 | 3.46% | PRN | |
| 12 | York Capital Management Global Advisors, LLC | 17,500,000 | 30,235,000 | 3.21% | ||
| 13 | BNP PARIBAS FINANCIAL MARKETS | 12,500,000 | 21,859,375 | 2.32% | PRN | |
| 14 | Myriad Asset Management Ltd. | 12,000,000 | 20,621,000 | 2.19% | PRN | |
| 15 | Castle Creek Arbitrage, LLC | 11,500,000 | 19,796,000 | 2.10% | PRN | |
| 16 | Calamos Advisors LLC | 10,000,000 | 17,185,000 | 1.82% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 7,100,000 | 12,203,000 | 1.29% | PRN | |
| 18 | CSS LLC/IL | 7,000,000 | 12,166,000 | 1.29% | PRN | |
| 19 | Invesco Ltd. | 5,350,000 | 9,199,000 | 0.98% | ||
| 20 | COASTLAND CAPITAL LLC | 5,000 | 8,603,000 | 0.91% | PRN | |
| 21 | MORGAN STANLEY | 5,000,000 | 8,594,000 | 0.91% | PRN | |
| 22 | BARCLAYS PLC | 4,677,000 | 7,998,000 | 0.85% | PRN | |
| 23 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 4,500,000 | 7,737,000 | 0.82% | PRN | |
| 24 | WELLINGTON MANAGEMENT GROUP LLP | 4,036,000 | 6,939,000 | 0.74% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 2,814,000 | 4,833,000 | 0.51% | PRN | |
| 26 | Sage Capital Management, LLC | 2,060,000 | 3,539,000 | 0.38% | PRN | |
| 27 | GRACE BROTHERS MANAGEMENT LLC | 2,000,000 | 3,440,000 | 0.36% | PRN | |
| 28 | JPMORGAN CHASE & CO | 1,908,000 | 3,280,000 | 0.35% | PRN | |
| 29 | Jefferies Group LLC | 1,900,000 | 3,267,000 | 0.35% | PRN | |
| 30 | CREDIT AGRICOLE S A | 1,746,000 | 3,002,000 | 0.32% | PRN | |
| 31 | Bank of New York Mellon Corp | 1,000,000 | 1,721,000 | 0.18% | ||
| 32 | NOMURA HOLDINGS INC | 760,000 | 1,260,000 | 0.13% | PRN | |
| 33 | ROYAL BANK OF CANADA | 444,000 | 765,000 | 0.08% | PRN | |
| 34 | ADVENT CAPITAL MANAGEMENT /DE/ | 180,000 | 309,000 | 0.03% | 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.
