| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CQS Cayman LP | 34,000,000 | 39,311,000 | 11.16% | PRN | |
| 2 | STEELHEAD PARTNERS LLC | 28,900,000 | 33,362,000 | 9.47% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 28,175,000 | 32,415,000 | 9.20% | PRN | |
| 4 | AQR ARBITRAGE LLC | 25,875,000 | 29,983,000 | 8.51% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 24,253,000 | 28,003,000 | 7.95% | PRN | |
| 6 | Myriad Asset Management Ltd. | 22,000,000 | 25,408,000 | 7.21% | PRN | |
| 7 | CITADEL ADVISORS LLC | 17,700,000 | 20,411,000 | 5.79% | PRN | |
| 8 | AMUNDI ASSET MANAGEMENT US, INC. | 12,075,000 | 13,931,000 | 3.95% | PRN | |
| 9 | ARISTEIA CAPITAL, L.L.C. | 11,000,000 | 12,674,000 | 3.60% | PRN | |
| 10 | MIZUHO SECURITIES USA LLC | 9,600,000 | 10,974,000 | 3.11% | ||
| 11 | Allianz Asset Management GmbH | 9,500,000 | 10,966,000 | 3.11% | PRN | |
| 12 | CREDIT AGRICOLE S A | 8,784,000 | 10,134,000 | 2.88% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 8,617,000 | 9,941,000 | 2.82% | PRN | |
| 14 | MACKAY SHIELDS LLC | 7,852,000 | 9,099,000 | 2.58% | PRN | |
| 15 | FMR LLC | 7,200,000 | 8,307,000 | 2.36% | PRN | |
| 16 | NOMURA HOLDINGS INC | 7,142,000 | 8,228,000 | 2.33% | PRN | |
| 17 | LAZARD ASSET MANAGEMENT LLC | 6,500,000 | 7,531,000 | 2.14% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 6,251,000 | 7,212,000 | 2.05% | PRN | |
| 19 | CSS LLC/IL | 6,112,000 | 7,046,000 | 2.00% | PRN | |
| 20 | Jabre Capital Partners S.A. | 4,300,000 | 4,950,000 | 1.40% | PRN | |
| 21 | UBS Group AG | 4,000,000 | 4,615,000 | 1.31% | PRN | |
| 22 | Invesco Ltd. | 4,000,000 | 4,615,000 | 1.31% | PRN | |
| 23 | CITIGROUP INC | 3,863,000 | 4,457,000 | 1.26% | PRN | |
| 24 | OPERA TRADING CAPITAL | 2,500,000 | 2,871,000 | 0.81% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 2,404,000 | 2,761,000 | 0.78% | PRN | |
| 26 | Jefferies Group LLC | 2,000,000 | 2,312,000 | 0.66% | PRN | |
| 27 | SHENKMAN CAPITAL MANAGEMENT INC | 422,000 | 489,000 | 0.14% | PRN | |
| 28 | WELLINGTON MANAGEMENT GROUP LLP | 211,000 | 244,000 | 0.07% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 93,000 | 108,000 | 0.03% | PRN | |
| 30 | BlackRock Fund Advisors | 25,000 | 29,000 | 0.01% | PRN | |
| 31 | BARCLAYS PLC | 7,000 | 8,000 | 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.
