| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | D. E. Shaw & Co., Inc. | 11,000,000 | 19,875,000 | 14.01% | PRN | |
| 2 | BASSO CAPITAL MANAGEMENT, L.P. | 10,640,000 | 19,232,000 | 13.55% | PRN | |
| 3 | Pine River Capital Management L.P. | 10,010,000 | 18,070,000 | 12.73% | PRN | |
| 4 | CITADEL ADVISORS LLC | 9,000,000 | 16,280,000 | 11.47% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 8,023,000 | 14,501,000 | 10.22% | PRN | |
| 6 | Daiwa Securities Group Inc. | 7,000,000 | 12,639,000 | 8.91% | PRN | |
| 7 | UBS AG | 5,855,000 | 10,583,000 | 7.46% | PRN | |
| 8 | JPMORGAN CHASE & CO | 5,038,000 | 9,106,000 | 6.42% | PRN | |
| 9 | WHITEBOX ADVISORS LLC | 4,000,000 | 7,230,000 | 5.09% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 2,009,000 | 3,632,000 | 2.56% | PRN | |
| 11 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 3,625,000 | 2.55% | PRN | |
| 12 | GRACE BROTHERS MANAGEMENT LLC | 2,000,000 | 3,614,000 | 2.55% | PRN | |
| 13 | NOMURA HOLDINGS INC | 738,000 | 1,333,000 | 0.94% | PRN | |
| 14 | AQR CAPITAL MANAGEMENT LLC | 700,000 | 1,269,000 | 0.89% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 311,000 | 562,000 | 0.40% | PRN | |
| 16 | Ionic Capital Management LLC | 200,000 | 361,000 | 0.25% | 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.
