| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 50,500,000 | 53,940,000 | 18.47% | PRN | |
| 2 | ROYAL BANK OF CANADA | 44,863,000 | 47,885,000 | 16.40% | PRN | |
| 3 | FMR LLC | 34,980,000 | 37,831,000 | 12.96% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 24,413,000 | 25,953,000 | 8.89% | PRN | |
| 5 | CITADEL ADVISORS LLC | 23,500,000 | 25,338,000 | 8.68% | PRN | |
| 6 | Castle Creek Arbitrage, LLC | 14,652,000 | 15,771,000 | 5.40% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 11,751,000 | 12,709,000 | 4.35% | PRN | |
| 8 | BIRCH GROVE CAPITAL LP | 10,306,000 | 11,137,000 | 3.81% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 10,250,000 | 11,044,000 | 3.78% | PRN | |
| 10 | Cutler Capital Management, LLC | 9,173,000 | 9,752,000 | 3.34% | PRN | |
| 11 | CITIGROUP INC | 8,515,000 | 9,209,000 | 3.15% | PRN | |
| 12 | Graham Capital Management, L.P. | 7,100,000 | 7,645,000 | 2.62% | ||
| 13 | Magnetar Financial LLC | 5,000,000 | 5,406,000 | 1.85% | PRN | |
| 14 | OPERA TRADING CAPITAL | 4,970,000 | 5,313,000 | 1.82% | PRN | |
| 15 | BlueCrest Capital Management Ltd | 4,520,000 | 4,464,000 | 1.53% | PRN | |
| 16 | CREDIT AGRICOLE S A | 2,294,000 | 2,439,000 | 0.84% | PRN | |
| 17 | Southpaw Asset Management LP | 1,800,000 | 1,922,000 | 0.66% | PRN | |
| 18 | RUSSELL FRANK CO/ | 1,600,000 | 1,708,000 | 0.58% | ||
| 19 | BARCLAYS PLC | 1,115,000 | 1,182,000 | 0.40% | PRN | |
| 20 | SCOTIA CAPITAL INC. | 720,000 | 775,000 | 0.27% | ||
| 21 | Jefferies Group LLC | 513,000 | 555,000 | 0.19% | PRN | |
| 22 | 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.
