| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BlueCrest Capital Management Ltd | 250,000 | 237,000 | 0.19% | PRN | |
| 2 | CREDIT AGRICOLE S A | 421,000 | 398,000 | 0.32% | PRN | |
| 3 | BARCLAYS PLC | 910,000 | 859,000 | 0.69% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 1,000,000 | 951,000 | 0.76% | PRN | |
| 5 | Bank of New York Mellon Corp | 1,550,000 | 1,431,000 | 1.15% | ||
| 6 | Verition Fund Management LLC | 1,620,000 | 1,538,000 | 1.24% | PRN | |
| 7 | Pomelo Capital LLC | 2,150,000 | 2,041,000 | 1.64% | PRN | |
| 8 | CREDIT SUISSE AG/ | 2,250,000 | 2,125,000 | 1.71% | PRN | |
| 9 | BNP PARIBAS FINANCIAL MARKETS | 2,500,000 | 2,360,950 | 1.90% | PRN | |
| 10 | Jefferies Group LLC | 3,000,000 | 2,844,000 | 2.29% | PRN | |
| 11 | GLG Partners LP | 3,500,000 | 3,329,000 | 2.68% | PRN | |
| 12 | Empyrean Capital Partners, LP | 3,950,000 | 3,750,000 | 3.01% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,200,000 | 4,008,000 | 3.22% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 4,650,000 | 4,401,000 | 3.54% | PRN | |
| 15 | Mohican Financial Management, LLC | 5,500,000 | 5,202,000 | 4.18% | ||
| 16 | Man Investments (CH) AG | 6,000,000 | 5,708,000 | 4.59% | PRN | |
| 17 | Allianz Asset Management GmbH | 6,750,000 | 6,234,000 | 5.01% | PRN | |
| 18 | LINDEN ADVISORS LP | 10,000,000 | 9,506,000 | 7.64% | PRN | |
| 19 | Polar Asset Management Partners Inc. | 10,750,000 | 10,203,000 | 8.20% | PRN | |
| 20 | WOLVERINE ASSET MANAGEMENT LLC | 15,250,000 | 14,497,000 | 11.65% | PRN | |
| 21 | CITADEL ADVISORS LLC | 45,000,000 | 42,787,000 | 34.39% | 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.
