| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 35,491,000 | 43,443,000 | 18.85% | PRN | |
| 2 | PEAK6 Group LLC | 354,200 | 43,190,000 | 18.74% | PRN | |
| 3 | LINDEN ADVISORS LP | 20,580,000 | 25,150,000 | 10.91% | PRN | |
| 4 | CSS LLC/IL | 17,822,000 | 21,791,000 | 9.45% | PRN | |
| 5 | ARROWGRASS CAPITAL PARTNERS (US) LP | 15,564 | 19,019,000 | 8.25% | PRN | |
| 6 | CITIGROUP INC | 13,352,000 | 16,273,000 | 7.06% | PRN | |
| 7 | WOLVERINE ASSET MANAGEMENT LLC | 10,500,000 | 12,842,000 | 5.57% | PRN | |
| 8 | BlackRock Institutional Trust Company, N.A. | 10,000,000 | 12,188,000 | 5.29% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 9,610,000 | 11,712,000 | 5.08% | PRN | |
| 10 | AQR CAPITAL MANAGEMENT LLC | 7,875,000 | 9,603,000 | 4.17% | PRN | |
| 11 | Verition Fund Management LLC | 3,500,000 | 4,268,000 | 1.85% | PRN | |
| 12 | JPMORGAN CHASE & CO | 2,775,000 | 3,382,000 | 1.47% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 1,710,000 | 2,082,000 | 0.90% | PRN | |
| 14 | CREDIT AGRICOLE S A | 1,461,000 | 1,780,000 | 0.77% | PRN | |
| 15 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,219,000 | 0.53% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 997,000 | 1,216,000 | 0.53% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 978,000 | 1,188,000 | 0.52% | PRN | |
| 18 | MORGAN STANLEY | 102,000 | 124,000 | 0.05% | PRN | |
| 19 | BANK OF AMERICA CORP /DE/ | 23,000 | 28,000 | 0.01% | 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.
