| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 66,975,000 | 140,313,000 | 22.33% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 50,797,000 | 106,242,000 | 16.91% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 34,000,000 | 71,236,000 | 11.34% | ||
| 4 | CITADEL ADVISORS LLC | 31,500,000 | 65,938,000 | 10.49% | PRN | |
| 5 | Graham Capital Management, L.P. | 29,000,000 | 60,756,000 | 9.67% | ||
| 6 | DEUTSCHE BANK AG\ | 24,361,000 | 50,913,000 | 8.10% | PRN | |
| 7 | York Capital Management Global Advisors, LLC | 15,075,000 | 33,651,000 | 5.36% | ||
| 8 | Calamos Advisors LLC | 10,000,000 | 20,952,000 | 3.33% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 10,000,000 | 20,900,000 | 3.33% | PRN | |
| 10 | Invesco Ltd. | 5,350,000 | 11,182,000 | 1.78% | ||
| 11 | MORGAN STANLEY | 5,000,000 | 10,469,000 | 1.67% | PRN | |
| 12 | Castle Creek Arbitrage, LLC | 4,500,000 | 9,423,000 | 1.50% | PRN | |
| 13 | WELLINGTON MANAGEMENT GROUP LLP | 4,036,000 | 8,435,000 | 1.34% | PRN | |
| 14 | JPMORGAN CHASE & CO | 3,300,000 | 6,897,000 | 1.10% | PRN | |
| 15 | SSI INVESTMENT MANAGEMENT LLC | 1,734,000 | 3,626,000 | 0.58% | PRN | |
| 16 | Bank of New York Mellon Corp | 1,000,000 | 2,090,000 | 0.33% | ||
| 17 | NOMURA HOLDINGS INC | 1,125,000 | 2,074,000 | 0.33% | PRN | |
| 18 | BARCLAYS PLC | 598,000 | 1,250,000 | 0.20% | PRN | |
| 19 | ROYAL BANK OF CANADA | 444,000 | 920,000 | 0.15% | PRN | |
| 20 | ADVENT CAPITAL MANAGEMENT /DE/ | 317,000 | 663,000 | 0.11% | PRN | |
| 21 | Jefferies Group LLC | 208,000 | 435,000 | 0.07% | 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.
