| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 42,075,000 | 44,573,000 | 14.25% | PRN | |
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 39,000,000 | 41,167,000 | 13.17% | PRN | |
| 3 | QVT Financial LP | 38,000,000 | 40,307,000 | 12.89% | PRN | |
| 4 | CITADEL ADVISORS LLC | 36,486,000 | 38,569,000 | 12.33% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 25,543,000 | 26,931,000 | 8.61% | PRN | |
| 6 | ROYAL BANK OF CANADA | 24,828,000 | 25,875,000 | 8.27% | PRN | |
| 7 | Graham Capital Management, L.P. | 18,500,000 | 19,518,000 | 6.24% | ||
| 8 | ARISTEIA CAPITAL, L.L.C. | 13,321,000 | 14,101,000 | 4.51% | PRN | |
| 9 | BIRCH GROVE CAPITAL LP | 12,306,000 | 13,072,000 | 4.18% | PRN | |
| 10 | FMR LLC | 11,510,000 | 12,136,000 | 3.88% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 10,250,000 | 10,801,000 | 3.45% | PRN | |
| 12 | Cutler Capital Management, LLC | 8,802,000 | 9,280,000 | 2.97% | PRN | |
| 13 | CREDIT AGRICOLE S A | 4,002,000 | 4,220,000 | 1.35% | PRN | |
| 14 | BlueCrest Capital Management Ltd | 2,500,000 | 2,648,000 | 0.85% | PRN | |
| 15 | CITIGROUP INC | 2,370,000 | 2,489,000 | 0.80% | PRN | |
| 16 | CREDIT SUISSE AG/ | 116,066 | 2,108,000 | 0.67% | PRN | |
| 17 | CSS LLC/IL | 1,300,000 | 1,371,000 | 0.44% | PRN | |
| 18 | EMERALD ACQUISITION LTD. | 1,182,000 | 1,249,000 | 0.40% | ||
| 19 | BARCLAYS PLC | 1,115,000 | 1,176,000 | 0.38% | PRN | |
| 20 | SCOTIA CAPITAL INC. | 720,000 | 758,000 | 0.24% | ||
| 21 | Jefferies Group LLC | 325,000 | 340,000 | 0.11% | 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.
