| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 58,627,000 | 213,582,000 | 16.74% | PRN | |
| 2 | Polar Asset Management Partners Inc. | 50,000,000 | 182,015,000 | 14.26% | PRN | |
| 3 | AQR CAPITAL MANAGEMENT LLC | 39,775,000 | 145,129,000 | 11.37% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 34,000,000 | 123,791,000 | 9.70% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 33,570,000 | 122,069,000 | 9.57% | PRN | |
| 6 | ARROWGRASS CAPITAL PARTNERS (US) LP | 25,000 | 90,930,000 | 7.13% | PRN | |
| 7 | Sculptor Capital LP | 22,000,000 | 80,069,000 | 6.27% | PRN | |
| 8 | ARISTEIA CAPITAL, L.L.C. | 21,096,000 | 76,870,000 | 6.02% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 16,008,000 | 58,329,000 | 4.57% | PRN | |
| 10 | WOLVERINE ASSET MANAGEMENT LLC | 12,550,000 | 45,823,000 | 3.59% | PRN | |
| 11 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 36,438,000 | 2.86% | PRN | |
| 12 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,422,000 | 27,069,000 | 2.12% | PRN | |
| 13 | LORD, ABBETT & CO. LLC | 5,557,000 | 20,276,000 | 1.59% | PRN | |
| 14 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 14,595,000 | 1.14% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 2,280,000 | 8,323,000 | 0.65% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 2,104,000 | 7,665,000 | 0.60% | PRN | |
| 17 | CQS Cayman LP | 2,000,000 | 7,296,000 | 0.57% | PRN | |
| 18 | Bank of New York Mellon Corp | 1,200,000 | 4,389,000 | 0.34% | ||
| 19 | SCOTIA CAPITAL INC. | 1,022,000 | 3,721,000 | 0.29% | ||
| 20 | GRACE BROTHERS MANAGEMENT LLC | 850,000 | 3,095,000 | 0.24% | PRN | |
| 21 | SANDLER CAPITAL MANAGEMENT | 400,000 | 1,458,000 | 0.11% | PRN | |
| 22 | JPMORGAN CHASE & CO | 322,000 | 1,173,000 | 0.09% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 226,000 | 823,000 | 0.06% | PRN | |
| 24 | CREDIT SUISSE AG/ | 200,000 | 729,000 | 0.06% | PRN | |
| 25 | BANK OF AMERICA CORP /DE/ | 55,928 | 204,000 | 0.02% | PRN | |
| 26 | BNP PARIBAS FINANCIAL MARKETS | 18,000 | 65,587 | 0.01% | PRN | |
| 27 | CITIGROUP INC | 15,000 | 55,000 | 0.00% | PRN | |
| 28 | M&T BANK CORP | 11,000 | 40,000 | 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.
