| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Polar Asset Management Partners Inc. | 50,000,000 | 178,365,000 | 14.03% | PRN | |
| 2 | AQR CAPITAL MANAGEMENT LLC | 39,775,000 | 141,947,000 | 11.16% | PRN | |
| 3 | Fore Research & Management, LP | 37,000,000 | 132,043,000 | 10.38% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 34,000,000 | 121,777,000 | 9.58% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 33,570,000 | 120,083,000 | 9.44% | PRN | |
| 6 | Castle Creek Arbitrage, LLC | 33,366,000 | 119,404,000 | 9.39% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 25,396,000 | 90,864,000 | 7.15% | PRN | |
| 8 | ARROWGRASS CAPITAL PARTNERS (US) LP | 25,000 | 88,982,000 | 7.00% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 21,030,000 | 74,945,000 | 5.89% | PRN | |
| 10 | WOLVERINE ASSET MANAGEMENT LLC | 12,550,000 | 44,856,000 | 3.53% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 10,952,000 | 39,029,000 | 3.07% | PRN | |
| 12 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,422,000 | 26,603,000 | 2.09% | PRN | |
| 13 | LOOMIS SAYLES & CO L P | 691,705 | 23,697,000 | 1.86% | ||
| 14 | LORD, ABBETT & CO. LLC | 5,694,000 | 20,320,000 | 1.60% | PRN | |
| 15 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 14,275,000 | 1.12% | PRN | |
| 16 | CQS Cayman LP | 2,250,000 | 8,063,000 | 0.63% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 1,923,000 | 6,889,000 | 0.54% | PRN | |
| 18 | BNP PARIBAS FINANCIAL MARKETS | 18,000 | 6,414,840 | 0.50% | ||
| 19 | GRACE BROTHERS MANAGEMENT LLC | 1,550,000 | 5,539,000 | 0.44% | PRN | |
| 20 | Bank of New York Mellon Corp | 1,200,000 | 4,291,000 | 0.34% | ||
| 21 | SANDLER CAPITAL MANAGEMENT | 400,000 | 1,426,000 | 0.11% | PRN | |
| 22 | JPMORGAN CHASE & CO | 264,000 | 941,000 | 0.07% | PRN | |
| 23 | CREDIT SUISSE AG/ | 224,000 | 799,000 | 0.06% | PRN | |
| 24 | CITIGROUP INC | 11,000 | 39,000 | 0.00% | PRN | |
| 25 | VICTORY CAPITAL MANAGEMENT INC | 4,000 | 15,000 | 0.00% | ||
| 26 | BANK OF AMERICA CORP /DE/ | 4,000 | 14,000 | 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.
