| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Orchard Hill Capital Management LP | 98,885,000 | 224,005,000 | 28.77% | PRN | |
| 2 | BlackRock Institutional Trust Company, N.A. | 41,000,000 | 92,532,000 | 11.89% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 34,852,000 | 78,956,000 | 10.14% | PRN | |
| 4 | AQR CAPITAL MANAGEMENT LLC | 34,650,000 | 78,287,000 | 10.06% | PRN | |
| 5 | CITADEL ADVISORS LLC | 27,750,000 | 62,796,000 | 8.07% | PRN | |
| 6 | GEODE CAPITAL MANAGEMENT, LLC | 17,000,000 | 38,523,000 | 4.95% | PRN | |
| 7 | HBK INVESTMENTS L P | 13,400,000 | 30,343,000 | 3.90% | PRN | |
| 8 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 13,328,000 | 30,080,000 | 3.86% | PRN | |
| 9 | JPMORGAN CHASE & CO | 13,075,000 | 29,509,000 | 3.79% | PRN | |
| 10 | NOMURA HOLDINGS INC | 129,400 | 29,270,000 | 3.76% | Call | |
| 11 | DEUTSCHE BANK AG\ | 11,319,000 | 25,535,000 | 3.28% | PRN | |
| 12 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 7,210,000 | 16,331,000 | 2.10% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 4,234,000 | 9,577,000 | 1.23% | PRN | |
| 14 | AMERIPRISE FINANCIAL INC | 3,126,000 | 7,055,000 | 0.91% | PRN | |
| 15 | NOMURA HOLDINGS INC | 30,000 | 6,786,000 | 0.87% | Put | |
| 16 | CITIGROUP INC | 2,013,000 | 4,543,000 | 0.58% | PRN | |
| 17 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,000,000 | 4,525,000 | 0.58% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 1,642,000 | 3,706,000 | 0.48% | PRN | |
| 19 | NOMURA HOLDINGS INC | 1,258,000 | 2,846,000 | 0.37% | PRN | |
| 20 | Invesco Ltd. | 500,000 | 1,128,000 | 0.14% | ||
| 21 | WELLINGTON MANAGEMENT GROUP LLP | 345,000 | 779,000 | 0.10% | PRN | |
| 22 | EULAV Asset Management | 300,000 | 677,000 | 0.09% | PRN | |
| 23 | Bank of New York Mellon Corp | 250,000 | 568,000 | 0.07% | ||
| 24 | SEI TRUST CO | 50,000 | 113,000 | 0.01% | ||
| 25 | ROYAL BANK OF CANADA | 9,000 | 20,000 | 0.00% | PRN | |
| 26 | BARCLAYS PLC | 6,000 | 14,000 | 0.00% | PRN | |
| 27 | UBS AG | 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.
