| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 87,600,000 | 174,707,000 | 22.58% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 72,134,000 | 143,501,000 | 18.55% | PRN | |
| 3 | JD CAPITAL MANAGEMENT LLC | 30,000,000 | 59,727,000 | 7.72% | PRN | |
| 4 | Allianz Asset Management GmbH | 26,075,000 | 51,838,000 | 6.70% | PRN | |
| 5 | Myriad Asset Management Ltd. | 21,941,000 | 43,632,000 | 5.64% | PRN | |
| 6 | CITADEL ADVISORS LLC | 18,726,000 | 37,256,000 | 4.82% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 16,272,000 | 32,362,000 | 4.18% | PRN | |
| 8 | QVT Financial LP | 15,764,000 | 31,435,000 | 4.06% | PRN | |
| 9 | ROYAL BANK OF CANADA | 14,845,000 | 29,488,000 | 3.81% | PRN | |
| 10 | Sculptor Capital LP | 13,500,000 | 26,855,000 | 3.47% | PRN | |
| 11 | SCOTIA CAPITAL INC. | 11,362,000 | 22,614,000 | 2.92% | ||
| 12 | FMR LLC | 9,310,000 | 18,521,000 | 2.39% | PRN | |
| 13 | CITIGROUP INC | 8,500,000 | 16,910,000 | 2.19% | PRN | |
| 14 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,947,000 | 1.29% | PRN | |
| 15 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,943,000 | 1.29% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 4,488,000 | 8,929,000 | 1.15% | PRN | |
| 17 | BlueCrest Capital Management Ltd | 4,245,000 | 8,463,000 | 1.09% | PRN | |
| 18 | CSS LLC/IL | 4,000,000 | 7,962,000 | 1.03% | PRN | |
| 19 | MINT TOWER CAPITAL MANAGEMENT B.V. | 4,000,000 | 7,957,000 | 1.03% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 3,600,000 | 7,180,000 | 0.93% | ||
| 21 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 5,968,000 | 0.77% | PRN | |
| 22 | Invesco Ltd. | 2,000,000 | 3,979,000 | 0.51% | PRN | |
| 23 | MACKAY SHIELDS LLC | 1,655,000 | 3,292,000 | 0.43% | PRN | |
| 24 | SSI INVESTMENT MANAGEMENT LLC | 1,640,000 | 3,267,000 | 0.42% | PRN | |
| 25 | AXA S.A. | 1,500,000 | 2,984,000 | 0.39% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 1,217,000 | 2,421,000 | 0.31% | PRN | |
| 27 | JPMORGAN CHASE & CO | 524,000 | 1,041,000 | 0.13% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 444,000 | 883,000 | 0.11% | PRN | |
| 29 | SG Americas Securities, LLC | 2,000 | 399,000 | 0.05% | PRN | |
| 30 | BlackRock Fund Advisors | 100,000 | 199,000 | 0.03% | PRN | |
| 31 | Brown Advisory Securities, LLC | 10,000 | 20,000 | 0.00% | PRN | |
| 32 | EQUITEC SPECIALISTS, LLC | 10,000 | 20,000 | 0.00% | PRN | |
| 33 | MORGAN STANLEY | 5,000 | 10,000 | 0.00% | PRN | |
| 34 | BARCLAYS PLC | 4,000 | 8,000 | 0.00% | PRN | |
| 35 | BANK OF AMERICA CORP /DE/ | 3,000 | 6,000 | 0.00% | PRN | |
| 36 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 37 | D.A. DAVIDSON & CO. | 1,000 | 1,000 | 0.00% |
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.
