| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ARROWGRASS CAPITAL PARTNERS (US) LP | 49,700 | 66,301,000 | 22.51% | PRN | |
| 2 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 23,000,000 | 30,730,000 | 10.43% | ||
| 3 | AQR ARBITRAGE LLC | 15,775,000 | 21,099,000 | 7.16% | PRN | |
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 14,000,000 | 18,725,000 | 6.36% | ||
| 5 | AMUNDI ASSET MANAGEMENT US, INC. | 12,755,000 | 17,052,000 | 5.79% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 12,267,000 | 16,438,000 | 5.58% | PRN | |
| 7 | Calamos Advisors LLC | 11,500,000 | 15,416,000 | 5.23% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 11,514,000 | 15,367,000 | 5.22% | PRN | |
| 9 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,350,000 | 15,174,000 | 5.15% | PRN | |
| 10 | Empyrean Capital Partners, LP | 10,000,000 | 13,410,000 | 4.55% | PRN | |
| 11 | Ferox Capital Management LP | 9,000,000 | 12,065,000 | 4.10% | PRN | |
| 12 | Castle Creek Arbitrage, LLC | 8,290,000 | 11,114,000 | 3.77% | PRN | |
| 13 | Context Capital Management, LLC | 6,000,000 | 8,033,000 | 2.73% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 5,335,000 | 7,131,000 | 2.42% | PRN | |
| 15 | Invesco Ltd. | 3,950,000 | 5,281,000 | 1.79% | PRN | |
| 16 | Nicholas Investment Partners, LP | 3,895,000 | 5,207,000 | 1.77% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 2,982,000 | 3,986,000 | 1.35% | PRN | |
| 18 | GABELLI FUNDS LLC | 2,850,000 | 3,810,000 | 1.29% | PRN | |
| 19 | Ionic Capital Management LLC | 2,375,000 | 3,182,000 | 1.08% | PRN | |
| 20 | Weiss Asset Management LP | 2,000,000 | 2,684,000 | 0.91% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 922,000 | 1,233,000 | 0.42% | PRN | |
| 22 | CITIGROUP INC | 366,000 | 489,000 | 0.17% | PRN | |
| 23 | ADVENT CAPITAL MANAGEMENT /DE/ | 240,000 | 322,000 | 0.11% | PRN | |
| 24 | BLACKROCK ADVISORS LLC | 150,000 | 201,000 | 0.07% | PRN | |
| 25 | BlackRock Fund Advisors | 35,000 | 47,000 | 0.02% | PRN | |
| 26 | Creative Planning | 13,000 | 17,000 | 0.01% | PRN | |
| 27 | UBS Group AG | 10,000 | 13,000 | 0.00% | PRN | |
| 28 | MORGAN STANLEY | 4,000 | 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.
