| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ARROWGRASS CAPITAL PARTNERS (US) LP | 29,750 | 31,839,000 | 12.81% | PRN | |
| 2 | BIRCH GROVE CAPITAL LP | 24,000,000 | 26,340,000 | 10.60% | PRN | |
| 3 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 22,024,000 | 8.86% | ||
| 4 | SILVERBACK ASSET MANAGEMENT LLC | 17,767,000 | 19,566,000 | 7.87% | PRN | |
| 5 | AQR ARBITRAGE LLC | 15,775,000 | 17,313,000 | 6.97% | PRN | |
| 6 | AMUNDI ASSET MANAGEMENT US, INC. | 12,755,000 | 13,990,000 | 5.63% | PRN | |
| 7 | Ferox Capital Management LP | 11,470,000 | 12,505,000 | 5.03% | PRN | |
| 8 | Calamos Advisors LLC | 11,500,000 | 12,482,000 | 5.02% | PRN | |
| 9 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,350,000 | 12,450,000 | 5.01% | PRN | |
| 10 | Empyrean Capital Partners, LP | 10,000,000 | 10,982,000 | 4.42% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 9,062,000 | 9,912,000 | 3.99% | PRN | |
| 12 | Castle Creek Arbitrage, LLC | 8,290,000 | 9,100,000 | 3.66% | PRN | |
| 13 | Context Capital Management, LLC | 7,500,000 | 8,245,000 | 3.32% | PRN | |
| 14 | CAPSTONE INVESTMENT ADVISORS, LLC | 7,000,000 | 7,597,000 | 3.06% | ||
| 15 | BESSEMER GROUP INC | 5,000,000 | 5,516,000 | 2.22% | PRN | |
| 16 | Nicholas Investment Partners, LP | 5,000,000 | 5,484,000 | 2.21% | PRN | |
| 17 | Invesco Ltd. | 4,950,000 | 5,430,000 | 2.19% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 2,936,000 | 3,219,000 | 1.30% | PRN | |
| 19 | GABELLI FUNDS LLC | 2,850,000 | 3,126,000 | 1.26% | PRN | |
| 20 | ADVENT CAPITAL MANAGEMENT /DE/ | 2,769,000 | 3,038,000 | 1.22% | PRN | |
| 21 | Ionic Capital Management LLC | 2,500,000 | 2,741,000 | 1.10% | PRN | |
| 22 | ANGELO GORDON & CO., L.P. | 2,497,000 | 2,739,000 | 1.10% | PRN | |
| 23 | EQUITEC SPECIALISTS, LLC | 1,088,000 | 1,193,000 | 0.48% | PRN | |
| 24 | BANK OF AMERICA CORP /DE/ | 495,000 | 532,000 | 0.21% | PRN | |
| 25 | IRON Financial LLC | 320,000 | 354,000 | 0.14% | ||
| 26 | BARCLAYS PLC | 300,000 | 329,000 | 0.13% | PRN | |
| 27 | BLACKROCK ADVISORS LLC | 150,000 | 165,000 | 0.07% | PRN | |
| 28 | SUNTRUST BANKS INC | 102,000 | 111,000 | 0.04% | ||
| 29 | MORGAN STANLEY | 64,000 | 70,000 | 0.03% | PRN | |
| 30 | BlackRock Fund Advisors | 35,000 | 38,000 | 0.02% | PRN | |
| 31 | SSI INVESTMENT MANAGEMENT LLC | 17,000 | 18,000 | 0.01% | PRN | |
| 32 | Creative Planning | 13,000 | 14,000 | 0.01% | PRN | |
| 33 | UBS Group AG | 10,000 | 11,000 | 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.
