| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 43,734,000 | 106,723,000 | 21.26% | PRN | |
| 2 | WHITEBOX ADVISORS LLC | 40,212,000 | 98,017,000 | 19.53% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 21,577,000 | 52,594,000 | 10.48% | PRN | |
| 4 | BNP PARIBAS FINANCIAL MARKETS | 21,481,000 | 52,359,937 | 10.43% | PRN | |
| 5 | D. E. Shaw & Co., Inc. | 15,900,000 | 38,796,000 | 7.73% | PRN | |
| 6 | TENOR CAPITAL MANAGEMENT Co., L.P. | 14,584,000 | 35,706,000 | 7.11% | PRN | |
| 7 | SG Americas Securities, LLC | 119,750 | 29,219,000 | 5.82% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 7,000,000 | 17,070,000 | 3.40% | ||
| 9 | CREDIT SUISSE AG/ | 6,650,000 | 16,209,000 | 3.23% | PRN | |
| 10 | JPMORGAN CHASE & CO | 6,588,000 | 16,059,000 | 3.20% | PRN | |
| 11 | Pomelo Capital LLC | 5,000,000 | 12,200,000 | 2.43% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 519,083 | 9,572,000 | 1.91% | PRN | |
| 13 | MACKAY SHIELDS LLC | 1,596,000 | 3,890,000 | 0.78% | PRN | |
| 14 | Lombard Odier Asset Management (Europe) Ltd | 1,500,000 | 3,642,000 | 0.73% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 980,000 | 2,388,000 | 0.48% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 809,000 | 1,969,000 | 0.39% | PRN | |
| 17 | BNP Paribas Asset Management Holding S.A. | 665,000 | 1,609,000 | 0.32% | PRN | |
| 18 | MANAGED ACCOUNT ADVISORS LLC | 638,000 | 1,555,000 | 0.31% | PRN | |
| 19 | EQUITEC SPECIALISTS, LLC | 419,000 | 1,021,000 | 0.20% | PRN | |
| 20 | Allianz Asset Management GmbH | 300,000 | 732,000 | 0.15% | PRN | |
| 21 | BARCLAYS PLC | 232,000 | 564,000 | 0.11% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 3,000 | 7,000 | 0.00% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 1,000 | 2,000 | 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.
