| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 87,600,000 | 227,048,000 | 22.68% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 70,350,000 | 181,987,000 | 18.18% | PRN | |
| 3 | TENOR CAPITAL MANAGEMENT Co., L.P. | 53,363,000 | 138,397,000 | 13.83% | PRN | |
| 4 | Myriad Asset Management Ltd. | 44,251,000 | 114,466,000 | 11.44% | PRN | |
| 5 | QVT Financial LP | 31,764,000 | 82,376,000 | 8.23% | PRN | |
| 6 | JD CAPITAL MANAGEMENT LLC | 25,000,000 | 64,663,000 | 6.46% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 14,047,000 | 36,319,000 | 3.63% | PRN | |
| 8 | SCOTIA CAPITAL INC. | 12,672,000 | 32,765,000 | 3.27% | ||
| 9 | JPMORGAN CHASE & CO | 12,453,000 | 32,157,000 | 3.21% | PRN | |
| 10 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 12,934,000 | 1.29% | PRN | |
| 11 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 12,921,000 | 1.29% | PRN | |
| 12 | CITIGROUP INC | 4,625,000 | 11,964,000 | 1.20% | PRN | |
| 13 | Castle Creek Arbitrage, LLC | 4,488,000 | 11,607,000 | 1.16% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 3,300,000 | 8,553,000 | 0.85% | ||
| 15 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 7,760,000 | 0.78% | PRN | |
| 16 | Invesco Ltd. | 2,000,000 | 5,174,000 | 0.52% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 1,597,000 | 4,133,000 | 0.41% | PRN | |
| 18 | MINT TOWER CAPITAL MANAGEMENT B.V. | 1,500,000 | 3,881,000 | 0.39% | PRN | |
| 19 | AXA S.A. | 1,500,000 | 3,880,000 | 0.39% | PRN | |
| 20 | LORD, ABBETT & CO. LLC | 1,350,000 | 3,499,000 | 0.35% | PRN | |
| 21 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 2,586,880 | 0.26% | PRN | |
| 22 | GOLDMAN SACHS GROUP INC | 444,000 | 1,149,000 | 0.11% | PRN | |
| 23 | BlackRock Fund Advisors | 125,000 | 323,000 | 0.03% | PRN | |
| 24 | SG Americas Securities, LLC | 1,000 | 259,000 | 0.03% | PRN | |
| 25 | BARCLAYS PLC | 63,000 | 163,000 | 0.02% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 3,000 | 8,000 | 0.00% | PRN | |
| 27 | UBS Group AG | 3,000 | 8,000 | 0.00% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 1,000 | 3,000 | 0.00% | PRN | |
| 29 | ROYAL BANK OF CANADA | 1,000 | 3,000 | 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.
