| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 76,050,000 | 118,781,000 | 13.74% | PRN | |
| 2 | CITADEL ADVISORS LLC | 62,500,000 | 97,339,000 | 11.26% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 51,701,000 | 80,551,000 | 9.31% | PRN | |
| 4 | ARISTEIA CAPITAL, L.L.C. | 41,200,000 | 64,206,000 | 7.42% | PRN | |
| 5 | STEELHEAD PARTNERS LLC | 36,300,000 | 56,537,000 | 6.54% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 26,800,000 | 41,858,000 | 4.84% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 20,500,000 | 31,923,000 | 3.69% | PRN | |
| 8 | SYMPHONY ASSET MANAGEMENT LLC | 20,000,000 | 31,238,000 | 3.61% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 18,017,000 | 28,049,000 | 3.24% | PRN | |
| 10 | Calamos Advisors LLC | 17,832,000 | 27,766,000 | 3.21% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 15,498,000 | 24,099,000 | 2.79% | PRN | |
| 12 | MINT TOWER CAPITAL MANAGEMENT B.V. | 14,500,000 | 22,590,000 | 2.61% | PRN | |
| 13 | Carlson Capital, L.P. | 14,006,000 | 21,817,000 | 2.52% | PRN | |
| 14 | Invesco Ltd. | 12,495,000 | 19,453,000 | 2.25% | PRN | |
| 15 | STATE STREET CORP | 11,650,000 | 18,116,000 | 2.09% | ||
| 16 | JPMORGAN CHASE & CO | 10,754,000 | 16,714,000 | 1.93% | PRN | |
| 17 | Allianz Asset Management GmbH | 10,525,000 | 16,359,000 | 1.89% | PRN | |
| 18 | Sculptor Capital LP | 8,944,000 | 13,935,000 | 1.61% | PRN | |
| 19 | UBS Group AG | 6,875,000 | 10,704,000 | 1.24% | PRN | |
| 20 | Nicholas Investment Partners, LP | 6,130,000 | 9,544,000 | 1.10% | PRN | |
| 21 | CSS LLC/IL | 5,899,000 | 9,184,000 | 1.06% | PRN | |
| 22 | RWC Asset Management LLP | 5,750,000 | 8,953,000 | 1.04% | PRN | |
| 23 | Verition Fund Management LLC | 5,500,000 | 8,590,000 | 0.99% | PRN | |
| 24 | AMERIPRISE FINANCIAL INC | 5,330,000 | 8,298,000 | 0.96% | PRN | |
| 25 | LORD, ABBETT & CO. LLC | 5,000,000 | 7,809,000 | 0.90% | PRN | |
| 26 | Jabre Capital Partners S.A. | 5,000,000 | 7,788,000 | 0.90% | PRN | |
| 27 | SHENKMAN CAPITAL MANAGEMENT INC | 4,758,000 | 7,431,000 | 0.86% | PRN | |
| 28 | ROYAL BANK OF CANADA | 4,070,000 | 6,326,000 | 0.73% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 6,217,000 | 0.72% | PRN | |
| 30 | MIZUHO SECURITIES USA LLC | 3,276,000 | 5,081,000 | 0.59% | ||
| 31 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,500,000 | 3,905,000 | 0.45% | PRN | |
| 32 | Man Investments (CH) AG | 2,500,000 | 3,894,000 | 0.45% | PRN | |
| 33 | Pine River Capital Management L.P. | 2,500,000 | 3,888,000 | 0.45% | PRN | |
| 34 | NOMURA HOLDINGS INC | 2,237,000 | 3,618,000 | 0.42% | PRN | |
| 35 | AGF INVESTMENTS INC. | 2,165,000 | 3,367,000 | 0.39% | PRN | |
| 36 | Passport Capital, LLC | 2,000,000 | 3,115,000 | 0.36% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 1,698,000 | 2,648,000 | 0.31% | PRN | |
| 38 | SSI INVESTMENT MANAGEMENT LLC | 1,593,000 | 2,482,000 | 0.29% | PRN | |
| 39 | BANK OF AMERICA CORP /DE/ | 1,500,000 | 2,335,000 | 0.27% | PRN | |
| 40 | GOLDMAN SACHS GROUP INC | 1,250,000 | 1,946,000 | 0.23% | PRN | |
| 41 | ALTEGRIS ADVISORS, L.L.C. | 1,000,000 | 1,557,000 | 0.18% | ||
| 42 | BARCLAYS PLC | 992,000 | 1,538,000 | 0.18% | PRN | |
| 43 | CREDIT SUISSE AG/ | 700,000 | 1,090,000 | 0.13% | PRN | |
| 44 | SG Americas Securities, LLC | 5,000 | 778,000 | 0.09% | PRN | |
| 45 | MORGAN STANLEY | 500,000 | 778,000 | 0.09% | PRN | |
| 46 | Counsel Portfolio Services Inc. | 255,000 | 396,000 | 0.05% | PRN | |
| 47 | BlackRock Fund Advisors | 100,000 | 156,000 | 0.02% | PRN | |
| 48 | I.G. INVESTMENT MANAGEMENT, LTD. | 120 | 1,000 | 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.
