| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 248,227,000 | 641,950,000 | 22.54% | PRN | |
| 2 | AQR ARBITRAGE LLC | 136,800,000 | 354,398,000 | 12.45% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 114,695,000 | 296,753,000 | 10.42% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 49,940,000 | 129,126,000 | 4.53% | PRN | |
| 5 | Allianz Asset Management GmbH | 45,210,000 | 116,416,000 | 4.09% | PRN | |
| 6 | QVT Financial LP | 40,000,000 | 103,695,000 | 3.64% | PRN | |
| 7 | Daiwa Securities Group Inc. | 40,000,000 | 103,479,000 | 3.63% | PRN | |
| 8 | Assured Investment Management LLC | 39,810,000 | 103,200,000 | 3.62% | PRN | |
| 9 | CQS Cayman LP | 30,000,000 | 77,747,000 | 2.73% | PRN | |
| 10 | HBK INVESTMENTS L P | 29,750,000 | 76,922,000 | 2.70% | PRN | |
| 11 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 28,500,000 | 73,690,000 | 2.59% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 24,094,000 | 62,297,000 | 2.19% | PRN | |
| 13 | Sculptor Capital LP | 23,548,000 | 60,895,000 | 2.14% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 21,204,000 | 54,812,000 | 1.92% | PRN | |
| 15 | FMR LLC | 20,740,000 | 53,626,000 | 1.88% | PRN | |
| 16 | Capital International Investors | 18,020,000 | 46,683,000 | 1.64% | PRN | |
| 17 | MINT TOWER CAPITAL MANAGEMENT B.V. | 16,800,000 | 43,452,000 | 1.53% | PRN | |
| 18 | Carlson Capital, L.P. | 16,000,000 | 41,372,000 | 1.45% | PRN | |
| 19 | Myriad Asset Management Ltd. | 15,000,000 | 38,772,000 | 1.36% | PRN | |
| 20 | JPMORGAN CHASE & CO | 13,505,000 | 35,058,000 | 1.23% | PRN | |
| 21 | ALPINE ASSOCIATES MANAGEMENT INC. | 12,609,000 | 32,601,000 | 1.14% | PRN | |
| 22 | ANGELO GORDON & CO., L.P. | 12,000,000 | 31,028,000 | 1.09% | PRN | |
| 23 | SCOTIA CAPITAL INC. | 11,479,000 | 29,684,000 | 1.04% | ||
| 24 | FRANKLIN RESOURCES INC | 11,000,000 | 28,497,000 | 1.00% | PRN | |
| 25 | LORD, ABBETT & CO. LLC | 9,734,000 | 25,217,000 | 0.89% | PRN | |
| 26 | ROYAL BANK OF CANADA | 9,673,000 | 24,974,000 | 0.88% | PRN | |
| 27 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,500,000 | 19,440,000 | 0.68% | PRN | |
| 28 | ELLIOTT MANAGEMENT CORP | 7,500,000 | 19,413,000 | 0.68% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 6,861,000 | 17,667,000 | 0.62% | PRN | |
| 30 | EQUITEC SPECIALISTS, LLC | 6,490,000 | 16,781,000 | 0.59% | PRN | |
| 31 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 12,928,000 | 0.45% | PRN | |
| 32 | WHITEBOX ADVISORS LLC | 4,850,000 | 12,540,000 | 0.44% | PRN | |
| 33 | BlueCrest Capital Management Ltd | 4,630,000 | 11,979,000 | 0.42% | PRN | |
| 34 | SSI INVESTMENT MANAGEMENT LLC | 4,329,000 | 11,198,000 | 0.39% | PRN | |
| 35 | BNP PARIBAS FINANCIAL MARKETS | 3,300,000 | 8,532,579 | 0.30% | PRN | |
| 36 | CANADA PENSION PLAN INVESTMENT BOARD | 3,000,000 | 7,755,000 | 0.27% | PRN | |
| 37 | BANK OF AMERICA CORP /DE/ | 2,309,000 | 5,970,000 | 0.21% | PRN | |
| 38 | Tetragon Partners GP Ltd | 2,000,000 | 5,186,000 | 0.18% | PRN | |
| 39 | MIZUHO SECURITIES USA LLC | 1,725,000 | 4,461,000 | 0.16% | ||
| 40 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 2,603,000 | 0.09% | PRN | |
| 41 | Bank of New York Mellon Corp | 750,000 | 1,947,000 | 0.07% | ||
| 42 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 345,000 | 894,000 | 0.03% | PRN | |
| 43 | WELLINGTON MANAGEMENT GROUP LLP | 245,000 | 634,000 | 0.02% | PRN | |
| 44 | PRICE T ROWE ASSOCIATES INC /MD/ | 199,000 | 516,000 | 0.02% | PRN | |
| 45 | AGF INVESTMENTS INC. | 95,000 | 245,000 | 0.01% | PRN | |
| 46 | Quality Growth Management, Inc. | 2,700 | 239,000 | 0.01% | ||
| 47 | CITIGROUP INC | 31,000 | 80,000 | 0.00% | PRN | |
| 48 | GOLDMAN SACHS GROUP INC | 15,000 | 39,000 | 0.00% | PRN | |
| 49 | WELLS FARGO & COMPANY/MN | 8,000 | 21,000 | 0.00% | PRN | |
| 50 | MSI Financial Services Inc | 5,000 | 13,000 | 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.
