| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 281,227,000 | 518,484,000 | 25.54% | PRN | |
| 2 | AQR ARBITRAGE LLC | 163,175,000 | 301,466,000 | 14.85% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 64,595,000 | 119,136,000 | 5.87% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 51,090,000 | 94,133,000 | 4.64% | PRN | |
| 5 | Allianz Asset Management GmbH | 48,450,000 | 89,340,000 | 4.40% | PRN | |
| 6 | Scepter Holdings, Inc. | 45,000,000 | 82,665,000 | 4.07% | PRN | |
| 7 | COASTLAND CAPITAL LLC | 44,377 | 82,578,000 | 4.07% | PRN | |
| 8 | BlackRock Finance, Inc. | 31,741,000 | 58,483,000 | 2.88% | PRN | |
| 9 | Assured Investment Management LLC | 30,000,000 | 55,695,000 | 2.74% | ||
| 10 | HBK INVESTMENTS L P | 29,750,000 | 54,849,000 | 2.70% | PRN | |
| 11 | Carlson Capital, L.P. | 25,000,000 | 46,104,000 | 2.27% | PRN | |
| 12 | Daiwa Securities Group Inc. | 25,000,000 | 46,093,000 | 2.27% | PRN | |
| 13 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 25,000,000 | 46,063,000 | 2.27% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 23,740,000 | 43,740,000 | 2.15% | PRN | |
| 15 | CAPSTONE INVESTMENT ADVISORS, LLC | 22,500,000 | 41,432,000 | 2.04% | ||
| 16 | BlueCrest Capital Management Ltd | 22,000 | 39,509,000 | 1.95% | PRN | |
| 17 | Amici Capital, LLC | 20,345,251 | 37,588,000 | 1.85% | PRN | |
| 18 | QVT Financial LP | 20,000,000 | 37,190,000 | 1.83% | PRN | |
| 19 | FMR LLC | 18,420,000 | 33,939,000 | 1.67% | PRN | |
| 20 | Capital International Investors | 18,020,000 | 33,292,000 | 1.64% | PRN | |
| 21 | Magnetar Financial LLC | 15,581,000 | 28,717,000 | 1.41% | PRN | |
| 22 | Sculptor Capital LP | 10,500,000 | 19,363,000 | 0.95% | PRN | |
| 23 | ALPINE ASSOCIATES MANAGEMENT INC. | 7,609,000 | 14,019,000 | 0.69% | PRN | |
| 24 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 7,500,000 | 13,817,000 | 0.68% | ||
| 25 | ANGELO GORDON & CO., L.P. | 7,000,000 | 12,898,000 | 0.64% | PRN | |
| 26 | JPMORGAN CHASE & CO | 5,249,000 | 9,671,000 | 0.48% | PRN | |
| 27 | ROYAL BANK OF CANADA | 5,173,000 | 9,450,000 | 0.47% | PRN | |
| 28 | Hutchin Hill Capital, LP | 5,000,000 | 9,225,000 | 0.45% | PRN | |
| 29 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,213,000 | 0.45% | PRN | |
| 30 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 7,376,000 | 0.36% | PRN | |
| 31 | SSI INVESTMENT MANAGEMENT LLC | 3,158,000 | 5,821,000 | 0.29% | PRN | |
| 32 | CANADA PENSION PLAN INVESTMENT BOARD | 3,000,000 | 5,528,000 | 0.27% | PRN | |
| 33 | MIZUHO SECURITIES USA LLC | 2,725,000 | 5,023,000 | 0.25% | ||
| 34 | BASSO CAPITAL MANAGEMENT, L.P. | 2,500,000 | 4,605,000 | 0.23% | PRN | |
| 35 | GRACE BROTHERS MANAGEMENT LLC | 1,500,000 | 2,766,000 | 0.14% | PRN | |
| 36 | BlackRock Institutional Trust Company, N.A. | 1,500,000 | 2,764,000 | 0.14% | PRN | |
| 37 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,848,000 | 0.09% | PRN | |
| 38 | Bank of New York Mellon Corp | 750,000 | 1,384,000 | 0.07% | ||
| 39 | FIFTH THIRD BANCORP | 5,000 | 921,000 | 0.05% | ||
| 40 | WELLINGTON MANAGEMENT GROUP LLP | 410,000 | 755,000 | 0.04% | PRN | |
| 41 | FIRST TRUST ADVISORS LP | 267,000 | 493,000 | 0.02% | ||
| 42 | NOMURA HOLDINGS INC | 243,000 | 448,000 | 0.02% | PRN | |
| 43 | PRICE T ROWE ASSOCIATES INC /MD/ | 214,000 | 395,000 | 0.02% | PRN | |
| 44 | Man Investments (CH) AG | 200,000 | 369,000 | 0.02% | PRN | |
| 45 | BlackRock Fund Advisors | 200,000 | 369,000 | 0.02% | PRN | |
| 46 | Jefferies Group LLC | 134,000 | 247,000 | 0.01% | PRN | |
| 47 | WELLS FARGO & COMPANY/MN | 125,000 | 230,000 | 0.01% | PRN | |
| 48 | AGF INVESTMENTS INC. | 95,000 | 175,000 | 0.01% | PRN | |
| 49 | SEI INVESTMENTS CO | 1,342 | 82,000 | 0.00% | ||
| 50 | MORGAN STANLEY | 21,000 | 39,000 | 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.
