| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WOLVERINE ASSET MANAGEMENT LLC | 35,325,000 | 66,904,000 | 12.38% | PRN | |
| 2 | ARROWGRASS CAPITAL PARTNERS (US) LP | 30,500 | 57,810,000 | 10.70% | PRN | |
| 3 | Waterstone Capital Management, L.P. | 25,929,000 | 49,347,000 | 9.13% | PRN | |
| 4 | AQR CAPITAL MANAGEMENT LLC | 24,720,000 | 47,092,000 | 8.72% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 22,100,000 | 42,045,000 | 7.78% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 21,160,000 | 40,256,000 | 7.45% | PRN | |
| 7 | PEAK6 Group LLC | 205,430 | 39,134,000 | 7.24% | PRN | |
| 8 | D. E. Shaw & Co., Inc. | 15,178,000 | 28,878,000 | 5.35% | PRN | |
| 9 | ROYAL BANK OF CANADA | 12,838,000 | 24,424,000 | 4.52% | PRN | |
| 10 | CSS LLC/IL | 11,182,000 | 21,290,000 | 3.94% | PRN | |
| 11 | GOLDMAN SACHS GROUP INC | 11,156,000 | 21,224,000 | 3.93% | PRN | |
| 12 | JPMORGAN CHASE & CO | 9,474,000 | 18,024,000 | 3.34% | PRN | |
| 13 | Kohlberg Kravis Roberts & Co. L.P. | 7,831,000 | 14,950,000 | 2.77% | PRN | |
| 14 | PIPER SANDLER & CO. | 7,800,000 | 14,840,000 | 2.75% | PRN | |
| 15 | Daiwa Securities Group Inc. | 5,000,000 | 9,525,000 | 1.76% | PRN | |
| 16 | OTA Financial Group L.P. | 50,000 | 9,512,000 | 1.76% | ||
| 17 | SHENKMAN CAPITAL MANAGEMENT INC | 4,095,000 | 7,788,000 | 1.44% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 2,875,000 | 5,468,000 | 1.01% | PRN | |
| 19 | Ferox Capital Management LP | 2,500,000 | 4,747,000 | 0.88% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 2,375,000 | 4,524,000 | 0.84% | ||
| 21 | WELLS FARGO & COMPANY/MN | 2,210,000 | 4,204,000 | 0.78% | PRN | |
| 22 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,000,000 | 3,810,000 | 0.71% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 839,000 | 1,601,000 | 0.30% | PRN | |
| 24 | BlackRock Institutional Trust Company, N.A. | 732,000 | 1,393,000 | 0.26% | PRN | |
| 25 | CITIGROUP INC | 537,000 | 1,022,000 | 0.19% | PRN | |
| 26 | Calamos Advisors LLC | 231,000 | 440,000 | 0.08% | 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.
