| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 175,627,000 | 478,587,000 | 15.71% | PRN | |
| 2 | AQR ARBITRAGE LLC | 136,300,000 | 371,758,000 | 12.21% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 114,695,000 | 312,523,000 | 10.26% | PRN | |
| 4 | MINT TOWER CAPITAL MANAGEMENT B.V. | 53,067,000 | 144,634,000 | 4.75% | PRN | |
| 5 | Allianz Asset Management GmbH | 52,335,000 | 143,472,000 | 4.71% | PRN | |
| 6 | Polar Asset Management Partners Inc. | 50,000,000 | 136,225,000 | 4.47% | PRN | |
| 7 | CAMDEN ASSET MANAGEMENT L P /CA | 49,690,000 | 135,281,000 | 4.44% | PRN | |
| 8 | ARROWGRASS CAPITAL PARTNERS (US) LP | 50,000 | 135,242,000 | 4.44% | PRN | |
| 9 | TENOR CAPITAL MANAGEMENT Co., L.P. | 48,273,000 | 132,422,000 | 4.35% | PRN | |
| 10 | DLD ASSET MANAGEMENT, LP | 45,000,000 | 122,653,000 | 4.03% | PRN | |
| 11 | STATE STREET CORP | 40,248,000 | 109,802,000 | 3.60% | ||
| 12 | HBK INVESTMENTS L P | 39,750,000 | 108,388,000 | 3.56% | PRN | |
| 13 | QVT Financial LP | 28,600,000 | 78,416,000 | 2.57% | PRN | |
| 14 | Sculptor Capital LP | 27,991,000 | 76,296,000 | 2.50% | PRN | |
| 15 | FMR LLC | 26,520,000 | 72,201,000 | 2.37% | PRN | |
| 16 | Lombard Odier Asset Management (USA) Corp | 19,797,000 | 54,001,000 | 1.77% | PRN | |
| 17 | Capital International Investors | 18,020,000 | 49,150,000 | 1.61% | PRN | |
| 18 | Carlson Capital, L.P. | 16,000,000 | 43,630,000 | 1.43% | PRN | |
| 19 | CQS Cayman LP | 14,755,000 | 40,325,000 | 1.32% | PRN | |
| 20 | BANK OF AMERICA CORP /DE/ | 12,754,000 | 34,723,000 | 1.14% | PRN | |
| 21 | FRANKLIN RESOURCES INC | 11,000,000 | 30,003,000 | 0.99% | PRN | |
| 22 | CITY FINANCIAL INVESTMENT CO LTD | 10,248,000 | 27,791,000 | 0.91% | PRN | |
| 23 | ELLIOTT MANAGEMENT CORP | 10,000,000 | 27,245,000 | 0.89% | PRN | |
| 24 | BASSO CAPITAL MANAGEMENT, L.P. | 9,759,000 | 26,573,000 | 0.87% | PRN | |
| 25 | LORD, ABBETT & CO. LLC | 9,608,000 | 26,206,000 | 0.86% | PRN | |
| 26 | WORTH VENTURE PARTNERS, LLC | 5,740,000 | 15,766,000 | 0.52% | PRN | |
| 27 | BANK OF NOVA SCOTIA | 5,563,000 | 15,150,000 | 0.50% | ||
| 28 | DEUTSCHE BANK AG\ | 5,330,000 | 14,510,000 | 0.48% | PRN | |
| 29 | AMERIPRISE FINANCIAL INC | 5,002,000 | 13,617,000 | 0.45% | PRN | |
| 30 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,000,000 | 13,613,000 | 0.45% | PRN | |
| 31 | BlueCrest Capital Management Ltd | 4,630,000 | 12,656,000 | 0.42% | PRN | |
| 32 | EQUITEC SPECIALISTS, LLC | 4,359,000 | 11,867,000 | 0.39% | PRN | |
| 33 | SSI INVESTMENT MANAGEMENT LLC | 3,430,000 | 9,340,000 | 0.31% | PRN | |
| 34 | PERISCOPE CAPITAL INC. | 2,500,000 | 6,812,000 | 0.22% | PRN | |
| 35 | JPMORGAN CHASE & CO | 1,955,000 | 5,332,000 | 0.18% | PRN | |
| 36 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 2,728,000 | 0.09% | PRN | |
| 37 | Bank of New York Mellon Corp | 850,000 | 2,319,000 | 0.08% | ||
| 38 | WELLINGTON MANAGEMENT GROUP LLP | 600,000 | 1,634,000 | 0.05% | PRN | |
| 39 | MML INVESTORS SERVICES, INC. | 5,000 | 1,361,000 | 0.04% | ||
| 40 | Penn Capital Management Company, LLC | 259,000 | 705,000 | 0.02% | PRN | |
| 41 | Penn Capital Management Company, LLC | 259,000 | 705,000 | 0.02% | ||
| 42 | MORGAN STANLEY | 21,000 | 57,000 | 0.00% | PRN | |
| 43 | CITIGROUP INC | 10,000 | 27,000 | 0.00% | PRN | |
| 44 | ROYAL BANK OF CANADA | 10,000 | 27,000 | 0.00% | PRN | |
| 45 | ADVISOR GROUP, INC. | 9 | 25,000 | 0.00% | PRN | |
| 46 | WELLS FARGO & COMPANY/MN | 4,000 | 11,000 | 0.00% | PRN | |
| 47 | UBS Group AG | 4,000 | 11,000 | 0.00% | PRN | |
| 48 | D'Orazio & Associates, Inc. | 85 | 8,000 | 0.00% | ||
| 49 | 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.
