| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 40,475,000 | 45,939,000 | 10.39% | PRN | |
| 2 | Myriad Asset Management Ltd. | 30,000,000 | 33,984,000 | 7.69% | PRN | |
| 3 | CITADEL ADVISORS LLC | 26,500,000 | 30,094,000 | 6.81% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 23,415,000 | 26,530,000 | 6.00% | PRN | |
| 5 | ARISTEIA CAPITAL, L.L.C. | 20,865,000 | 23,708,000 | 5.36% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 22,600,000 | 5.11% | PRN | |
| 7 | LAZARD ASSET MANAGEMENT LLC | 17,000,000 | 19,295,000 | 4.36% | PRN | |
| 8 | Invesco Ltd. | 15,000,000 | 16,950,000 | 3.83% | PRN | |
| 9 | CSS LLC/IL | 13,262,000 | 15,076,000 | 3.41% | PRN | |
| 10 | PFM Health Sciences, LP | 12,482,000 | 14,167,000 | 3.20% | PRN | |
| 11 | BARCLAYS PLC | 11,401,000 | 12,883,000 | 2.91% | PRN | |
| 12 | NOMURA HOLDINGS INC | 11,073,000 | 12,554,000 | 2.84% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 10,811,000 | 12,215,000 | 2.76% | PRN | |
| 14 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 10,000,000 | 11,300,000 | 2.56% | PRN | |
| 15 | Luxor Capital Group, LP | 10,000,000 | 11,300,000 | 2.56% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 11,300,000 | 2.56% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 9,415,000 | 10,662,000 | 2.41% | PRN | |
| 18 | FMR LLC | 9,230,000 | 10,430,000 | 2.36% | PRN | |
| 19 | BANK OF AMERICA CORP /DE/ | 9,000,000 | 10,170,000 | 2.30% | PRN | |
| 20 | Calamos Advisors LLC | 7,500,000 | 8,529,000 | 1.93% | PRN | |
| 21 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,200,000 | 8,175,000 | 1.85% | PRN | |
| 22 | Nicholas Investment Partners, LP | 6,915,000 | 7,814,000 | 1.77% | PRN | |
| 23 | PointState Capital LP | 6,500,000 | 7,385,000 | 1.67% | PRN | |
| 24 | OPERA TRADING CAPITAL | 6,000,000 | 6,817,000 | 1.54% | PRN | |
| 25 | Corvex Management LP | 5,000,000 | 5,688,000 | 1.29% | PRN | |
| 26 | KORNITZER CAPITAL MANAGEMENT INC /KS | 4,500,000 | 5,085,000 | 1.15% | PRN | |
| 27 | JPMORGAN CHASE & CO | 4,161,000 | 4,749,000 | 1.07% | PRN | |
| 28 | AMERIPRISE FINANCIAL INC | 4,110,000 | 4,646,000 | 1.05% | PRN | |
| 29 | PUTNAM INVESTMENTS LLC | 3,660,000 | 4,136,000 | 0.94% | ||
| 30 | SSI INVESTMENT MANAGEMENT LLC | 3,500,000 | 3,955,000 | 0.89% | PRN | |
| 31 | Rock Springs Capital Management LP | 3,000,000 | 3,405,000 | 0.77% | PRN | |
| 32 | Jefferies Group LLC | 2,933,000 | 3,344,000 | 0.76% | PRN | |
| 33 | CREDIT SUISSE AG/ | 2,541,000 | 2,871,000 | 0.65% | PRN | |
| 34 | UBS Group AG | 2,500,000 | 2,825,000 | 0.64% | PRN | |
| 35 | GABELLI FUNDS LLC | 2,000,000 | 2,274,000 | 0.51% | PRN | |
| 36 | BlueCrest Capital Management Ltd | 2,000,000 | 2,273,000 | 0.51% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 1,880,000 | 2,124,000 | 0.48% | PRN | |
| 38 | GOLDMAN SACHS GROUP INC | 1,520,000 | 1,718,000 | 0.39% | PRN | |
| 39 | Castle Creek Arbitrage, LLC | 1,000,000 | 1,136,000 | 0.26% | PRN | |
| 40 | GEODE CAPITAL MANAGEMENT, LLC | 1,000,000 | 1,130,000 | 0.26% | PRN | |
| 41 | Partner Investment Management, L.P. | 293,000 | 333,000 | 0.08% | PRN | |
| 42 | Bank of New York Mellon Corp | 250,000 | 285,000 | 0.06% | ||
| 43 | BlackRock Fund Advisors | 150,000 | 169,000 | 0.04% | PRN | |
| 44 | PRELUDE CAPITAL MANAGEMENT, LLC | 135,000 | 153,000 | 0.03% | PRN | |
| 45 | SEI INVESTMENTS CO | 25,000 | 28,000 | 0.01% |
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.
