| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 48,000,000 | 55,872,000 | 34.10% | PRN | |
| 2 | AQR ARBITRAGE LLC | 14,725,000 | 17,237,000 | 10.52% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 12,500,000 | 14,570,000 | 8.89% | PRN | |
| 4 | TENOR CAPITAL MANAGEMENT Co., L.P. | 9,000,000 | 10,538,000 | 6.43% | PRN | |
| 5 | Calamos Advisors LLC | 7,000,000 | 8,183,000 | 4.99% | PRN | |
| 6 | DEERFIELD MANAGEMENT COMPANY, L.P. | 6,700,000 | 7,816,000 | 4.77% | PRN | |
| 7 | Mohican Financial Management, LLC | 6,500,000 | 7,577,000 | 4.62% | ||
| 8 | Daiwa Securities Group Inc. | 6,000,000 | 6,980,000 | 4.26% | PRN | |
| 9 | BNP PARIBAS FINANCIAL MARKETS | 5,500,000 | 6,410,965 | 3.91% | PRN | |
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 5,000,000 | 5,819,000 | 3.55% | PRN | |
| 11 | BARCLAYS PLC | 3,400,000 | 3,944,000 | 2.41% | PRN | |
| 12 | SYMPHONY ASSET MANAGEMENT LLC | 3,000,000 | 3,497,000 | 2.13% | PRN | |
| 13 | Sage Capital Management, LLC | 2,430,000 | 2,826,000 | 1.72% | PRN | |
| 14 | NOMURA HOLDINGS INC | 2,000,000 | 2,416,000 | 1.47% | PRN | |
| 15 | CSS LLC/IL | 2,000,000 | 2,331,000 | 1.42% | PRN | |
| 16 | Visium Asset Management, LP | 1,500,000 | 1,751,000 | 1.07% | PRN | |
| 17 | Bank of New York Mellon Corp | 1,250,000 | 1,457,000 | 0.89% | ||
| 18 | DEUTSCHE BANK AG\ | 1,155,000 | 1,346,000 | 0.82% | PRN | |
| 19 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,166,000 | 0.71% | PRN | |
| 20 | CITIGROUP INC | 1,000,000 | 1,166,000 | 0.71% | PRN | |
| 21 | JPMORGAN CHASE & CO | 550,000 | 641,000 | 0.39% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 220,000 | 257,000 | 0.16% | PRN | |
| 23 | Jefferies Group LLC | 50,000 | 58,000 | 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.
