| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FMR LLC | 578,100 | 62,273,000 | 13.75% | PRN | |
| 2 | CAMDEN ASSET MANAGEMENT L P /CA | 377,725 | 40,643,000 | 8.97% | ||
| 3 | BlueCrest Capital Management Ltd | 28,117,600 | 30,302,000 | 6.69% | ||
| 4 | MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | 276,993 | 29,838,000 | 6.59% | ||
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 260,000 | 28,009,000 | 6.18% | ||
| 6 | AQR ARBITRAGE LLC | 250,000 | 26,963,000 | 5.95% | ||
| 7 | CREDIT SUISSE AG/ | 187,400 | 20,187,000 | 4.46% | ||
| 8 | WOLVERINE ASSET MANAGEMENT LLC | 182,615 | 19,666,000 | 4.34% | ||
| 9 | Polar Asset Management Partners Inc. | 120,000 | 12,931,000 | 2.85% | ||
| 10 | OPERA TRADING CAPITAL | 120,000 | 12,926,000 | 2.85% | ||
| 11 | Neuberger Berman Group LLC | 112,110 | 12,077,000 | 2.67% | ||
| 12 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 10,780,000 | 2.38% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 100,000 | 10,777,000 | 2.38% | PRN | |
| 14 | CITADEL ADVISORS LLC | 100,000 | 10,773,000 | 2.38% | ||
| 15 | Archer Capital Management, L.P. | 100,000 | 10,772,000 | 2.38% | ||
| 16 | MORGAN STANLEY | 80,859 | 8,704,000 | 1.92% | ||
| 17 | Polar Capital LLP | 65,000 | 7,004,000 | 1.55% | ||
| 18 | CITIGROUP INC | 69,557 | 6,945,000 | 1.53% | ||
| 19 | BARCLAYS PLC | 60,500 | 6,517,000 | 1.44% | ||
| 20 | VERDE SERVICOS INTERNACIONAIS S.A. | 60,000 | 6,463,000 | 1.43% | ||
| 21 | TD ASSET MANAGEMENT INC | 59,900 | 6,452,000 | 1.42% | ||
| 22 | LINDEN ADVISORS LP | 60,000 | 6,446,000 | 1.42% | ||
| 23 | Invesco Ltd. | 51,000 | 5,494,000 | 1.21% | ||
| 24 | ADVENT CAPITAL MANAGEMENT /DE/ | 50,000 | 5,388,000 | 1.19% | ||
| 25 | Calamos Advisors LLC | 50,000 | 5,386,000 | 1.19% | ||
| 26 | MILLENNIUM MANAGEMENT LLC | 50,000 | 5,386,000 | 1.19% | ||
| 27 | BASSO CAPITAL MANAGEMENT, L.P. | 49,850 | 5,360,000 | 1.18% | ||
| 28 | ROYAL BANK OF CANADA | 42,000 | 4,524,000 | 1.00% | PRN | |
| 29 | PUTNAM INVESTMENTS LLC | 40,000 | 4,304,000 | 0.95% | ||
| 30 | Sculptor Capital LP | 40,000 | 4,301,000 | 0.95% | ||
| 31 | DEUTSCHE BANK AG\ | 36,530 | 3,935,000 | 0.87% | ||
| 32 | WELLS FARGO & COMPANY/MN | 33,550 | 3,614,000 | 0.80% | ||
| 33 | EQUITEC SPECIALISTS, LLC | 26,840 | 2,891,000 | 0.64% | ||
| 34 | GOLDMAN SACHS GROUP INC | 24,750 | 2,666,000 | 0.59% | ||
| 35 | SYMPHONY ASSET MANAGEMENT LLC | 20,235 | 2,180,000 | 0.48% | ||
| 36 | MAPLE ROCK CAPITAL PARTNERS, INC. | 20,000 | 2,154,000 | 0.48% | ||
| 37 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 17,600 | 1,888,000 | 0.42% | ||
| 38 | Clearbridge Investments, LLC | 15,000 | 1,616,000 | 0.36% | ||
| 39 | CSS LLC/IL | 10,000 | 1,076,000 | 0.24% | ||
| 40 | Bank of New York Mellon Corp | 7,400 | 797,000 | 0.18% | ||
| 41 | Ionic Capital Management LLC | 6,943 | 748,000 | 0.17% | ||
| 42 | ALTEGRIS ADVISORS, L.L.C. | 5,000 | 539,000 | 0.12% | ||
| 43 | MIZUHO SECURITIES USA LLC | 5,000 | 539,000 | 0.12% | ||
| 44 | CREDIT AGRICOLE S A | 2,408 | 259,000 | 0.06% | ||
| 45 | Jefferies Group LLC | 2,400 | 258,000 | 0.06% | ||
| 46 | BANK OF AMERICA CORP /DE/ | 1,981 | 213,000 | 0.05% |
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.
