| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | D. E. Shaw & Co., Inc. | 11,000,000 | 20,290,000 | 13.33% | PRN | |
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,273,000 | 18,896,000 | 12.42% | PRN | |
| 3 | Pine River Capital Management L.P. | 10,010,000 | 18,438,000 | 12.11% | PRN | |
| 4 | CITADEL ADVISORS LLC | 9,000,000 | 16,564,000 | 10.88% | PRN | |
| 5 | BASSO CAPITAL MANAGEMENT, L.P. | 8,640,000 | 15,892,000 | 10.44% | PRN | |
| 6 | Daiwa Securities Group Inc. | 7,000,000 | 12,917,000 | 8.49% | PRN | |
| 7 | UBS AG | 5,219,000 | 9,600,000 | 6.31% | PRN | |
| 8 | ZAZOVE ASSOCIATES LLC | 4,962,000 | 9,136,000 | 6.00% | PRN | |
| 9 | NOMURA HOLDINGS INC | 45,700 | 8,411,000 | 5.53% | Call | |
| 10 | JPMORGAN CHASE & CO | 2,640,000 | 4,856,000 | 3.19% | PRN | |
| 11 | NOMURA HOLDINGS INC | 2,283,000 | 4,202,000 | 2.76% | PRN | |
| 12 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,250,000 | 4,150,000 | 2.73% | PRN | |
| 13 | SSI INVESTMENT MANAGEMENT LLC | 1,950,000 | 3,588,000 | 2.36% | PRN | |
| 14 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,844,000 | 1.21% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 0 | 1,839,000 | 1.21% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 400,000 | 738,000 | 0.48% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 260,000 | 478,000 | 0.31% | PRN | |
| 18 | Ionic Capital Management LLC | 200,000 | 362,000 | 0.24% | 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.
