| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 107,625,000 | 210,878,000 | 28.99% | PRN | |
| 2 | CITADEL ADVISORS LLC | 37,626,000 | 73,562,000 | 10.11% | PRN | |
| 3 | Daiwa Securities Group Inc. | 37,500,000 | 73,290,000 | 10.08% | PRN | |
| 4 | JD CAPITAL MANAGEMENT LLC | 30,000,000 | 58,646,000 | 8.06% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 20,879,000 | 40,805,000 | 5.61% | PRN | |
| 6 | ROYAL BANK OF CANADA | 16,345,000 | 32,025,000 | 4.40% | PRN | |
| 7 | FMR LLC | 15,360,000 | 30,019,000 | 4.13% | PRN | |
| 8 | QVT Financial LP | 14,264,000 | 27,995,000 | 3.85% | PRN | |
| 9 | WELLS FARGO & COMPANY/MN | 13,425,000 | 26,237,000 | 3.61% | PRN | |
| 10 | JPMORGAN CHASE & CO | 12,990,000 | 25,386,000 | 3.49% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 11,868,000 | 23,183,000 | 3.19% | PRN | |
| 12 | BTG Pactual Global Asset Management Ltd | 7,000 | 13,707,000 | 1.88% | PRN | |
| 13 | SCOTIA CAPITAL INC. | 6,666,000 | 13,031,000 | 1.79% | ||
| 14 | Magnetar Financial LLC | 5,627,000 | 10,987,000 | 1.51% | PRN | |
| 15 | Sculptor Capital LP | 5,500,000 | 10,753,000 | 1.48% | PRN | |
| 16 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,793,000 | 1.35% | PRN | |
| 17 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,772,000 | 1.34% | PRN | |
| 18 | Castle Creek Arbitrage, LLC | 4,488,000 | 8,774,000 | 1.21% | PRN | |
| 19 | AXA S.A. | 2,500,000 | 4,886,000 | 0.67% | PRN | |
| 20 | Calamos Advisors LLC | 2,104,000 | 4,123,000 | 0.57% | PRN | |
| 21 | MACKAY SHIELDS LLC | 1,938,000 | 3,788,000 | 0.52% | PRN | |
| 22 | LORD, ABBETT & CO. LLC | 1,472,000 | 2,884,000 | 0.40% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 1,318,000 | 2,580,000 | 0.35% | PRN | |
| 24 | Allianz Asset Management GmbH | 1,300,000 | 2,547,000 | 0.35% | PRN | |
| 25 | MANAGED ACCOUNT ADVISORS LLC | 835,000 | 1,632,000 | 0.22% | PRN | |
| 26 | MIZUHO SECURITIES USA LLC | 789,000 | 1,544,000 | 0.21% | ||
| 27 | AGF INVESTMENTS INC. | 587,000 | 1,149,000 | 0.16% | PRN | |
| 28 | ADVENT CAPITAL MANAGEMENT /DE/ | 338,000 | 661,000 | 0.09% | PRN | |
| 29 | MUFG Securities EMEA plc | 336,000 | 657,000 | 0.09% | PRN | |
| 30 | MITSUBISHI UFJ SECURITIES (USA), Inc. | 336,000 | 657,000 | 0.09% | PRN | |
| 31 | ACUITY INVESTMENT MANAGEMENT INC | 290,000 | 567,000 | 0.08% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 228,000 | 446,000 | 0.06% | PRN | |
| 33 | Ionic Capital Management LLC | 100,000 | 195,000 | 0.03% | PRN | |
| 34 | Calamos Wealth Management LLC | 61,000 | 120,000 | 0.02% | PRN | |
| 35 | CITIGROUP INC | 31,000 | 61,000 | 0.01% | PRN | |
| 36 | BARCLAYS PLC | 6,000 | 12,000 | 0.00% | PRN | |
| 37 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 38 | BANK OF AMERICA CORP /DE/ | 2,000 | 4,000 | 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.
