| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TENOR CAPITAL MANAGEMENT Co., L.P. | 90,882,000 | 244,479,000 | 22.16% | PRN | |
| 2 | AQR ARBITRAGE LLC | 87,600,000 | 235,644,000 | 21.36% | PRN | |
| 3 | DEUTSCHE BANK AG\ | 69,500,000 | 186,607,000 | 16.92% | PRN | |
| 4 | JPMORGAN CHASE & CO | 36,444,000 | 97,670,000 | 8.85% | PRN | |
| 5 | Myriad Asset Management Ltd. | 35,251,000 | 94,730,000 | 8.59% | PRN | |
| 6 | QVT Financial LP | 31,764,000 | 85,401,000 | 7.74% | PRN | |
| 7 | STATE STREET CORP | 14,567,000 | 39,145,000 | 3.55% | ||
| 8 | BANK OF NOVA SCOTIA | 10,594,000 | 28,477,000 | 2.58% | PRN | |
| 9 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 13,425,000 | 1.22% | PRN | |
| 10 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 13,421,000 | 1.22% | PRN | |
| 11 | Castle Creek Arbitrage, LLC | 4,488,000 | 12,067,000 | 1.09% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 3,637,000 | 9,770,000 | 0.89% | PRN | |
| 13 | THRIVENT FINANCIAL FOR LUTHERANS | 3,300,000 | 8,860,000 | 0.80% | ||
| 14 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 8,055,000 | 0.73% | PRN | |
| 15 | PERISCOPE CAPITAL INC. | 2,000,000 | 5,376,000 | 0.49% | PRN | |
| 16 | Invesco Ltd. | 2,000,000 | 5,370,000 | 0.49% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 1,635,000 | 4,389,000 | 0.40% | PRN | |
| 18 | AXA S.A. | 1,500,000 | 4,028,000 | 0.37% | PRN | |
| 19 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 2,685,000 | 0.24% | PRN | |
| 20 | BlackRock Finance, Inc. | 550,000 | 1,477,000 | 0.13% | PRN | |
| 21 | BlackRock Group LTD | 260,000 | 699,000 | 0.06% | PRN | |
| 22 | BLACKROCK ADVISORS LLC | 175,000 | 470,000 | 0.04% | PRN | |
| 23 | SG Americas Securities, LLC | 1,000 | 269,000 | 0.02% | PRN | |
| 24 | BlackRock Fund Advisors | 87,000 | 234,000 | 0.02% | PRN | |
| 25 | BARCLAYS PLC | 63,000 | 169,000 | 0.02% | PRN | |
| 26 | GOLDMAN SACHS GROUP INC | 44,000 | 118,000 | 0.01% | PRN | |
| 27 | MORGAN STANLEY | 3,000 | 8,000 | 0.00% | PRN | |
| 28 | BANK OF AMERICA CORP /DE/ | 3,000 | 8,000 | 0.00% | PRN | |
| 29 | UBS Group AG | 3,000 | 8,000 | 0.00% | PRN | |
| 30 | Vantage Investment Advisors, LLC | 85 | 5,000 | 0.00% | ||
| 31 | WELLS FARGO & COMPANY/MN | 1,000 | 3,000 | 0.00% | PRN | |
| 32 | ROYAL BANK OF CANADA | 1,000 | 3,000 | 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.
