| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SG Americas Securities, LLC | 619,750 | 155,635,000 | 20.44% | PRN | |
| 2 | Orchard Hill Capital Management LP | 47,857,000 | 120,286,000 | 15.80% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 43,734,000 | 109,953,000 | 14.44% | PRN | |
| 4 | WHITEBOX ADVISORS LLC | 40,962,000 | 102,763,000 | 13.50% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 22,477,000 | 56,389,000 | 7.41% | PRN | |
| 6 | BNP PARIBAS FINANCIAL MARKETS | 21,481,000 | 53,890,459 | 7.08% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 15,900,000 | 39,951,000 | 5.25% | PRN | |
| 8 | TENOR CAPITAL MANAGEMENT Co., L.P. | 14,584,000 | 36,697,000 | 4.82% | PRN | |
| 9 | CAPSTONE INVESTMENT ADVISORS, LLC | 7,000,000 | 17,623,000 | 2.31% | ||
| 10 | CREDIT SUISSE AG/ | 5,100,000 | 12,794,000 | 1.68% | PRN | |
| 11 | Pomelo Capital LLC | 5,000,000 | 12,556,000 | 1.65% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 4,000,000 | 10,079,000 | 1.32% | PRN | |
| 13 | ONTARIO TEACHERS PENSION PLAN BOARD | 3,000,000 | 7,534,000 | 0.99% | PRN | |
| 14 | JPMORGAN CHASE & CO | 2,744,000 | 6,884,000 | 0.90% | PRN | |
| 15 | MACKAY SHIELDS LLC | 1,723,000 | 4,323,000 | 0.57% | PRN | |
| 16 | Empire Capital Management, L.L.C. | 190,000 | 3,604,000 | 0.47% | ||
| 17 | WELLS FARGO & COMPANY/MN | 887,000 | 2,225,000 | 0.29% | PRN | |
| 18 | SSI INVESTMENT MANAGEMENT LLC | 809,000 | 2,039,000 | 0.27% | ||
| 19 | MANAGED ACCOUNT ADVISORS LLC | 727,000 | 1,824,000 | 0.24% | PRN | |
| 20 | BNP Paribas Asset Management Holding S.A. | 665,000 | 1,689,000 | 0.22% | PRN | |
| 21 | Allianz Asset Management GmbH | 300,000 | 753,000 | 0.10% | PRN | |
| 22 | BARCLAYS PLC | 253,000 | 633,000 | 0.08% | PRN | |
| 23 | WELLINGTON MANAGEMENT GROUP LLP | 240,000 | 602,000 | 0.08% | PRN | |
| 24 | Penn Capital Management Company, LLC | 145,000 | 364,000 | 0.05% | PRN | |
| 25 | EQUITEC SPECIALISTS, LLC | 75,000 | 188,000 | 0.02% | PRN | |
| 26 | DEUTSCHE BANK AG\ | 3,000 | 7,000 | 0.00% | PRN | |
| 27 | MORGAN STANLEY | 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.
