| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 40,475,000 | 47,887,000 | 10.06% | PRN | |
| 2 | CITADEL ADVISORS LLC | 33,500,000 | 39,707,000 | 8.34% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 32,165,000 | 38,169,000 | 8.02% | PRN | |
| 4 | Myriad Asset Management Ltd. | 25,500,000 | 30,177,000 | 6.34% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 20,000,000 | 23,662,000 | 4.97% | PRN | |
| 6 | Luxor Capital Group, LP | 15,000,000 | 17,672,000 | 3.71% | PRN | |
| 7 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 12,500,000 | 14,727,000 | 3.09% | PRN | |
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 11,925,000 | 14,109,000 | 2.96% | PRN | |
| 9 | D. E. Shaw & Co., Inc. | 11,500,000 | 13,643,000 | 2.87% | PRN | |
| 10 | WOLVERINE ASSET MANAGEMENT LLC | 10,500,000 | 12,462,000 | 2.62% | PRN | |
| 11 | BANK OF AMERICA CORP /DE/ | 10,495,000 | 12,411,000 | 2.61% | PRN | |
| 12 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,000,000 | 11,998,000 | 2.52% | PRN | |
| 13 | Polar Asset Management Partners Inc. | 10,000,000 | 11,863,000 | 2.49% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 10,003,000 | 11,784,000 | 2.48% | PRN | |
| 15 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 11,781,000 | 2.47% | PRN | |
| 16 | CSS LLC/IL | 9,262,000 | 10,980,000 | 2.31% | PRN | |
| 17 | AMUNDI ASSET MANAGEMENT US, INC. | 8,200,000 | 9,662,000 | 2.03% | PRN | |
| 18 | Nicholas Investment Partners, LP | 7,915,000 | 9,325,000 | 1.96% | PRN | |
| 19 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 7,500,000 | 8,892,000 | 1.87% | PRN | |
| 20 | Calamos Advisors LLC | 7,500,000 | 8,858,000 | 1.86% | PRN | |
| 21 | JPMORGAN CHASE & CO | 7,394,000 | 8,745,000 | 1.84% | PRN | |
| 22 | ARISTEIA CAPITAL, L.L.C. | 6,365,000 | 7,532,000 | 1.58% | PRN | |
| 23 | PFM Health Sciences, LP | 6,166,000 | 7,295,000 | 1.53% | PRN | |
| 24 | Castle Creek Arbitrage, LLC | 6,000,000 | 7,109,000 | 1.49% | PRN | |
| 25 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,000,000 | 7,086,000 | 1.49% | ||
| 26 | Jefferies Group LLC | 5,883,000 | 6,984,000 | 1.47% | PRN | |
| 27 | FMR LLC | 5,230,000 | 6,162,000 | 1.29% | PRN | |
| 28 | Corvex Management LP | 5,000,000 | 5,934,000 | 1.25% | PRN | |
| 29 | LINDEN ADVISORS LP | 5,000,000 | 5,930,000 | 1.25% | PRN | |
| 30 | GOLDMAN SACHS GROUP INC | 4,582,000 | 5,398,000 | 1.13% | PRN | |
| 31 | KORNITZER CAPITAL MANAGEMENT INC /KS | 4,500,000 | 5,302,000 | 1.11% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 3,790,000 | 4,488,000 | 0.94% | PRN | |
| 33 | PUTNAM INVESTMENTS LLC | 3,440,000 | 4,053,000 | 0.85% | ||
| 34 | Context Capital Management, LLC | 3,000,000 | 3,557,000 | 0.75% | PRN | |
| 35 | BlueCrest Capital Management Ltd | 3,000,000 | 3,556,000 | 0.75% | PRN | |
| 36 | Rock Springs Capital Management LP | 3,000,000 | 3,549,000 | 0.75% | PRN | |
| 37 | AMERIPRISE FINANCIAL INC | 2,700,000 | 3,204,000 | 0.67% | PRN | |
| 38 | MIZUHO SECURITIES USA LLC | 2,000,000 | 2,366,000 | 0.50% | ||
| 39 | Kohlberg Kravis Roberts & Co. L.P. | 2,000,000 | 2,365,000 | 0.50% | PRN | |
| 40 | GABELLI FUNDS LLC | 2,000,000 | 2,362,000 | 0.50% | PRN | |
| 41 | Invesco Ltd. | 2,000,000 | 2,356,000 | 0.49% | PRN | |
| 42 | CREDIT AGRICOLE S A | 1,993,000 | 2,348,000 | 0.49% | PRN | |
| 43 | SSI INVESTMENT MANAGEMENT LLC | 1,700,000 | 2,003,000 | 0.42% | PRN | |
| 44 | GLG Partners LP | 1,500,000 | 1,779,000 | 0.37% | PRN | |
| 45 | UBS Group AG | 1,500,000 | 1,767,000 | 0.37% | PRN | |
| 46 | Bank of New York Mellon Corp | 750,000 | 887,000 | 0.19% | ||
| 47 | NOMURA HOLDINGS INC | 663,000 | 768,000 | 0.16% | PRN | |
| 48 | MORGAN STANLEY | 500,000 | 592,000 | 0.12% | PRN | |
| 49 | ADVENT CAPITAL MANAGEMENT /DE/ | 201,000 | 238,000 | 0.05% | PRN | |
| 50 | BlackRock Fund Advisors | 150,000 | 177,000 | 0.04% | 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.
