| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 107,625,000 | 189,151,000 | 28.43% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 47,609,000 | 83,434,000 | 12.54% | PRN | |
| 3 | CITADEL ADVISORS LLC | 37,626,000 | 65,976,000 | 9.92% | PRN | |
| 4 | JD CAPITAL MANAGEMENT LLC | 30,000,000 | 52,603,000 | 7.91% | PRN | |
| 5 | Allianz Asset Management GmbH | 26,175,000 | 45,552,000 | 6.85% | PRN | |
| 6 | QVT Financial LP | 18,264,000 | 32,159,000 | 4.83% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 16,263,000 | 28,460,000 | 4.28% | PRN | |
| 8 | ROYAL BANK OF CANADA | 14,845,000 | 26,149,000 | 3.93% | PRN | |
| 9 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 10,000,000 | 17,525,000 | 2.63% | PRN | |
| 10 | FMR LLC | 8,930,000 | 15,650,000 | 2.35% | PRN | |
| 11 | JPMORGAN CHASE & CO | 7,170,000 | 12,545,000 | 1.89% | PRN | |
| 12 | BTG Pactual Global Asset Management Ltd | 7,000 | 12,268,000 | 1.84% | ||
| 13 | Magnetar Financial LLC | 5,627,000 | 9,865,000 | 1.48% | PRN | |
| 14 | Sculptor Capital LP | 5,500,000 | 9,642,000 | 1.45% | PRN | |
| 15 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 8,763,000 | 1.32% | PRN | |
| 16 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 8,763,000 | 1.32% | PRN | |
| 17 | Castle Creek Arbitrage, LLC | 4,488,000 | 7,869,000 | 1.18% | PRN | |
| 18 | SCOTIA CAPITAL INC. | 3,726,000 | 6,536,000 | 0.98% | ||
| 19 | WELLS FARGO & COMPANY/MN | 3,554,000 | 6,229,000 | 0.94% | PRN | |
| 20 | AXA S.A. | 2,500,000 | 4,381,000 | 0.66% | PRN | |
| 21 | Calamos Advisors LLC | 2,004,000 | 3,522,000 | 0.53% | PRN | |
| 22 | Invesco Ltd. | 2,000,000 | 3,505,000 | 0.53% | PRN | |
| 23 | MACKAY SHIELDS LLC | 1,755,000 | 3,076,000 | 0.46% | PRN | |
| 24 | LORD, ABBETT & CO. LLC | 1,502,000 | 2,640,000 | 0.40% | PRN | |
| 25 | CITIGROUP INC | 1,035,000 | 1,814,000 | 0.27% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 791,000 | 1,390,000 | 0.21% | PRN | |
| 27 | MIZUHO SECURITIES USA LLC | 789,000 | 1,382,000 | 0.21% | ||
| 28 | BANK OF AMERICA CORP /DE/ | 739,000 | 1,286,000 | 0.19% | PRN | |
| 29 | BARCLAYS PLC | 578,000 | 1,012,000 | 0.15% | PRN | |
| 30 | SG Americas Securities, LLC | 5,000 | 879,000 | 0.13% | PRN | |
| 31 | Jefferies Group LLC | 203,000 | 356,000 | 0.05% | PRN | |
| 32 | FIRST TRUST ADVISORS LP | 201,740 | 355,000 | 0.05% | ||
| 33 | ADVENT CAPITAL MANAGEMENT /DE/ | 154,000 | 269,000 | 0.04% | PRN | |
| 34 | BlackRock Fund Advisors | 100,000 | 175,000 | 0.03% | PRN | |
| 35 | Calamos Wealth Management LLC | 78,000 | 137,000 | 0.02% | PRN | |
| 36 | Brown Advisory Securities, LLC | 10,000 | 19,000 | 0.00% | PRN | |
| 37 | UBS Group AG | 4,000 | 7,000 | 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.
