| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 248,227,000 | 626,855,000 | 22.36% | PRN | |
| 2 | AQR ARBITRAGE LLC | 136,800,000 | 344,993,000 | 12.31% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 114,695,000 | 289,502,000 | 10.33% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 52,690,000 | 132,614,000 | 4.73% | PRN | |
| 5 | Allianz Asset Management GmbH | 52,210,000 | 131,077,000 | 4.68% | PRN | |
| 6 | Sculptor Capital LP | 45,304,000 | 114,391,000 | 4.08% | PRN | |
| 7 | QVT Financial LP | 40,000,000 | 101,651,000 | 3.63% | PRN | |
| 8 | Daiwa Securities Group Inc. | 37,500,000 | 94,657,000 | 3.38% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 35,000,000 | 88,363,000 | 3.15% | PRN | |
| 10 | CQS Cayman LP | 32,778,000 | 83,275,000 | 2.97% | PRN | |
| 11 | HBK INVESTMENTS L P | 29,750,000 | 75,075,000 | 2.68% | PRN | |
| 12 | ROYAL BANK OF CANADA | 25,325,000 | 63,740,000 | 2.27% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 24,990,000 | 62,895,000 | 2.24% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 21,204,000 | 53,514,000 | 1.91% | PRN | |
| 15 | Capital International Investors | 18,020,000 | 45,444,000 | 1.62% | PRN | |
| 16 | MINT TOWER CAPITAL MANAGEMENT B.V. | 16,800,000 | 42,381,000 | 1.51% | PRN | |
| 17 | Carlson Capital, L.P. | 16,000,000 | 40,390,000 | 1.44% | PRN | |
| 18 | TENOR CAPITAL MANAGEMENT Co., L.P. | 15,000,000 | 38,115,000 | 1.36% | PRN | |
| 19 | FMR LLC | 14,940,000 | 37,602,000 | 1.34% | PRN | |
| 20 | ALPINE ASSOCIATES MANAGEMENT INC. | 12,029,000 | 30,276,000 | 1.08% | PRN | |
| 21 | SCOTIA CAPITAL INC. | 11,979,000 | 30,233,000 | 1.08% | ||
| 22 | ANGELO GORDON & CO., L.P. | 12,000,000 | 30,203,000 | 1.08% | PRN | |
| 23 | JPMORGAN CHASE & CO | 11,893,000 | 29,795,000 | 1.06% | PRN | |
| 24 | FRANKLIN RESOURCES INC | 11,000,000 | 27,741,000 | 0.99% | PRN | |
| 25 | Myriad Asset Management Ltd. | 10,000,000 | 25,256,000 | 0.90% | PRN | |
| 26 | ELLIOTT MANAGEMENT CORP | 10,000,000 | 25,236,000 | 0.90% | PRN | |
| 27 | Kohlberg Kravis Roberts & Co. L.P. | 8,861,000 | 22,246,000 | 0.79% | PRN | |
| 28 | EQUITEC SPECIALISTS, LLC | 8,449,000 | 21,265,000 | 0.76% | PRN | |
| 29 | LORD, ABBETT & CO. LLC | 7,445,000 | 18,775,000 | 0.67% | PRN | |
| 30 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 12,584,000 | 0.45% | PRN | |
| 31 | WHITEBOX ADVISORS LLC | 4,850,000 | 12,207,000 | 0.44% | PRN | |
| 32 | BlueCrest Capital Management Ltd | 4,630,000 | 11,688,000 | 0.42% | PRN | |
| 33 | SSI INVESTMENT MANAGEMENT LLC | 4,193,000 | 10,556,000 | 0.38% | PRN | |
| 34 | CSS LLC/IL | 3,000,000 | 7,577,000 | 0.27% | PRN | |
| 35 | CANADA PENSION PLAN INVESTMENT BOARD | 3,000,000 | 7,538,000 | 0.27% | ||
| 36 | NumerixS Investment Technologies Inc | 55,412 | 4,791,000 | 0.17% | ||
| 37 | BANK OF AMERICA CORP /DE/ | 1,505,000 | 3,788,000 | 0.14% | PRN | |
| 38 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 2,491,000 | 0.09% | PRN | |
| 39 | Bank of New York Mellon Corp | 750,000 | 1,879,000 | 0.07% | ||
| 40 | WELLINGTON MANAGEMENT GROUP LLP | 245,000 | 617,000 | 0.02% | PRN | |
| 41 | AGF INVESTMENTS INC. | 95,000 | 239,000 | 0.01% | PRN | |
| 42 | GOLDMAN SACHS GROUP INC | 15,000 | 38,000 | 0.00% | PRN | |
| 43 | MORGAN STANLEY | 9,000 | 23,000 | 0.00% | PRN | |
| 44 | WELLS FARGO & COMPANY/MN | 8,000 | 20,000 | 0.00% | PRN | |
| 45 | ADVISOR GROUP, INC. | 8 | 19,000 | 0.00% | PRN | |
| 46 | UBS Group AG | 5,000 | 13,000 | 0.00% | PRN | |
| 47 | MSI Financial Services Inc | 5,000 | 13,000 | 0.00% | ||
| 48 | BANK OF MONTREAL /CAN/ | 2,000 | 5,000 | 0.00% | PRN | |
| 49 | BARCLAYS PLC | 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.
