| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 198,227,000 | 453,773,000 | 18.19% | PRN | |
| 2 | AQR ARBITRAGE LLC | 136,800,000 | 314,213,000 | 12.60% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 114,695,000 | 262,654,000 | 10.53% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 52,690,000 | 120,759,000 | 4.84% | PRN | |
| 5 | CQS Cayman LP | 45,000,000 | 103,285,000 | 4.14% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 45,000,000 | 102,962,000 | 4.13% | PRN | |
| 7 | Sculptor Capital LP | 44,069,000 | 100,948,000 | 4.05% | PRN | |
| 8 | Allianz Asset Management GmbH | 42,580,000 | 97,609,000 | 3.91% | PRN | |
| 9 | Polar Asset Management Partners Inc. | 40,000,000 | 91,576,000 | 3.67% | PRN | |
| 10 | MINT TOWER CAPITAL MANAGEMENT B.V. | 34,720,000 | 79,527,000 | 3.19% | PRN | |
| 11 | QVT Financial LP | 34,600,000 | 79,419,000 | 3.18% | PRN | |
| 12 | HBK INVESTMENTS L P | 29,750,000 | 68,135,000 | 2.73% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 24,000,000 | 55,102,000 | 2.21% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 22,015,000 | 50,455,000 | 2.02% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 19,204,000 | 43,910,000 | 1.76% | PRN | |
| 16 | Capital International Investors | 18,020,000 | 41,390,000 | 1.66% | PRN | |
| 17 | EQUITEC SPECIALISTS, LLC | 17,502,000 | 40,112,000 | 1.61% | PRN | |
| 18 | Carlson Capital, L.P. | 16,000,000 | 36,652,000 | 1.47% | PRN | |
| 19 | FMR LLC | 14,030,000 | 32,155,000 | 1.29% | PRN | |
| 20 | ROYAL BANK OF CANADA | 13,510,000 | 30,964,000 | 1.24% | PRN | |
| 21 | ANGELO GORDON & CO., L.P. | 12,000,000 | 27,503,000 | 1.10% | PRN | |
| 22 | FRANKLIN RESOURCES INC | 11,000,000 | 25,266,000 | 1.01% | PRN | |
| 23 | SCOTIA CAPITAL INC. | 10,775,000 | 24,677,000 | 0.99% | ||
| 24 | LORD, ABBETT & CO. LLC | 10,214,000 | 23,460,000 | 0.94% | PRN | |
| 25 | Myriad Asset Management Ltd. | 10,000,000 | 22,932,000 | 0.92% | PRN | |
| 26 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 22,918,000 | 0.92% | PRN | |
| 27 | Daiwa Securities Group Inc. | 10,000,000 | 22,903,000 | 0.92% | PRN | |
| 28 | ELLIOTT MANAGEMENT CORP | 10,000,000 | 22,896,000 | 0.92% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 6,936,000 | 15,900,000 | 0.64% | PRN | |
| 30 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 11,459,000 | 0.46% | PRN | |
| 31 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,000,000 | 11,459,000 | 0.46% | PRN | |
| 32 | BlueCrest Capital Management Ltd | 4,630,000 | 10,599,000 | 0.42% | PRN | |
| 33 | Context Capital Management, LLC | 3,415,000 | 7,822,000 | 0.31% | PRN | |
| 34 | SSI INVESTMENT MANAGEMENT LLC | 3,119,000 | 7,149,000 | 0.29% | PRN | |
| 35 | CANADA PENSION PLAN INVESTMENT BOARD | 3,000,000 | 6,840,000 | 0.27% | PRN | |
| 36 | BANK OF AMERICA CORP /DE/ | 2,286,000 | 5,239,000 | 0.21% | PRN | |
| 37 | JPMORGAN CHASE & CO | 2,272,000 | 5,203,000 | 0.21% | PRN | |
| 38 | WELLS FARGO & COMPANY/MN | 2,047,000 | 4,698,000 | 0.19% | PRN | |
| 39 | CSS LLC/IL | 1,074,000 | 2,459,000 | 0.10% | PRN | |
| 40 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,000,000 | 2,297,000 | 0.09% | PRN | |
| 41 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 2,297,000 | 0.09% | PRN | |
| 42 | Bank of New York Mellon Corp | 750,000 | 1,718,000 | 0.07% | ||
| 43 | WELLINGTON MANAGEMENT GROUP LLP | 245,000 | 562,000 | 0.02% | PRN | |
| 44 | GOLDMAN SACHS GROUP INC | 65,000 | 149,000 | 0.01% | PRN | |
| 45 | MORGAN STANLEY | 13,000 | 30,000 | 0.00% | PRN | |
| 46 | BARCLAYS PLC | 12,000 | 28,000 | 0.00% | PRN | |
| 47 | ADVISOR GROUP, INC. | 12 | 27,000 | 0.00% | PRN | |
| 48 | UBS Group AG | 5,000 | 11,000 | 0.00% | PRN | |
| 49 | MSI Financial Services Inc | 5,000 | 11,000 | 0.00% | ||
| 50 | BANK OF MONTREAL /CAN/ | 2,000 | 5,000 | 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.
