| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 50,500,000 | 53,120,000 | 18.97% | PRN | |
| 2 | ROYAL BANK OF CANADA | 38,742,000 | 40,765,000 | 14.55% | PRN | |
| 3 | FMR LLC | 27,790,000 | 29,606,000 | 10.57% | PRN | |
| 4 | CITADEL ADVISORS LLC | 23,500,000 | 24,921,000 | 8.90% | PRN | |
| 5 | ARISTEIA CAPITAL, L.L.C. | 18,647,000 | 19,792,000 | 7.07% | PRN | |
| 6 | Southpaw Asset Management LP | 18,300,000 | 19,329,000 | 6.90% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 14,652,000 | 15,518,000 | 5.54% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 13,359,000 | 13,984,000 | 4.99% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 10,250,000 | 10,827,000 | 3.87% | PRN | |
| 10 | Cutler Capital Management, LLC | 8,798,000 | 9,210,000 | 3.29% | PRN | |
| 11 | CITIGROUP INC | 8,300,000 | 8,842,000 | 3.16% | PRN | |
| 12 | Graham Capital Management, L.P. | 7,100,000 | 7,488,000 | 2.67% | ||
| 13 | Magnetar Financial LLC | 5,000,000 | 5,273,000 | 1.88% | PRN | |
| 14 | BNP PARIBAS FINANCIAL MARKETS | 4,970,000 | 5,225,872 | 1.87% | ||
| 15 | BlueCrest Capital Management Ltd | 279,717 | 4,543,000 | 1.62% | PRN | |
| 16 | CREDIT AGRICOLE S A | 2,746,000 | 2,875,000 | 1.03% | PRN | |
| 17 | CSS LLC/IL | 2,000,000 | 2,119,000 | 0.76% | PRN | |
| 18 | Jefferies Group LLC | 1,713,000 | 1,793,000 | 0.64% | PRN | |
| 19 | RUSSELL FRANK CO/ | 1,600,000 | 1,683,000 | 0.60% | ||
| 20 | Rotella Capital Management, Inc. | 77,000 | 1,251,000 | 0.45% | ||
| 21 | BARCLAYS PLC | 1,115,000 | 1,160,000 | 0.41% | PRN | |
| 22 | SCOTIA CAPITAL INC. | 720,000 | 765,000 | 0.27% | ||
| 23 | BANK OF AMERICA CORP /DE/ | 2,000 | 2,000 | 0.00% | 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.
