| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 62,950,000 | 113,092,000 | 10.08% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 61,400,000 | 110,417,000 | 9.84% | PRN | |
| 3 | Pine River Capital Management L.P. | 48,950,000 | 87,886,000 | 7.83% | PRN | |
| 4 | COASTLAND CAPITAL LLC | 35,000 | 62,934,000 | 5.61% | PRN | |
| 5 | Myriad Asset Management Ltd. | 30,000,000 | 53,963,000 | 4.81% | PRN | |
| 6 | WHITEBOX ADVISORS LLC | 29,500,000 | 52,880,000 | 4.71% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 26,000,000 | 46,635,000 | 4.16% | PRN | |
| 8 | AQR CAPITAL MANAGEMENT LLC | 23,175,000 | 41,657,000 | 3.71% | PRN | |
| 9 | ARROWGRASS CAPITAL PARTNERS (US) LP | 22,500 | 37,664,000 | 3.36% | PRN | |
| 10 | Ionic Capital Management LLC | 20,500,000 | 36,768,000 | 3.28% | PRN | |
| 11 | Fore Research & Management, LP | 20,000,000 | 35,949,000 | 3.20% | PRN | |
| 12 | Sculptor Capital LP | 20,000,000 | 35,903,000 | 3.20% | PRN | |
| 13 | NOMURA HOLDINGS INC | 170,101 | 30,491,000 | 2.72% | Put | |
| 14 | Tetragon Partners GP Ltd | 16,000,000 | 28,806,000 | 2.57% | PRN | |
| 15 | Pentwater Capital Management LP | 16,000,000 | 28,774,000 | 2.56% | PRN | |
| 16 | MANGROVE PARTNERS IM, LLC | 13,500 | 24,231,000 | 2.16% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 12,500,000 | 22,406,000 | 2.00% | PRN | |
| 18 | Castle Creek Arbitrage, LLC | 12,027,000 | 21,592,000 | 1.92% | PRN | |
| 19 | DSAM Partners (London) Ltd | 10,500 | 18,869,000 | 1.68% | ||
| 20 | JPMORGAN CHASE & CO | 10,149,000 | 18,192,000 | 1.62% | PRN | |
| 21 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 10,000,000 | 17,942,000 | 1.60% | PRN | |
| 22 | CITIGROUP INC | 10,000,000 | 17,925,000 | 1.60% | PRN | |
| 23 | BlueCrest Capital Management LLP | 9,250,000 | 16,638,000 | 1.48% | PRN | |
| 24 | Pomelo Capital LLC | 9,000,000 | 16,178,000 | 1.44% | PRN | |
| 25 | CSS LLC/IL | 8,505,000 | 15,265,000 | 1.36% | PRN | |
| 26 | Jabre Capital Partners S.A. | 8,000,000 | 14,404,000 | 1.28% | PRN | |
| 27 | Carlson Capital, L.P. | 8,000,000 | 14,383,000 | 1.28% | PRN | |
| 28 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 13,460,000 | 1.20% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 5,700,000 | 10,214,000 | 0.91% | PRN | |
| 30 | CQS Cayman LP | 5,350,000 | 9,632,000 | 0.86% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 5,209,000 | 9,337,000 | 0.83% | PRN | |
| 32 | GLG Partners LP | 5,000,000 | 8,988,000 | 0.80% | PRN | |
| 33 | Assured Investment Management LLC | 5,000,000 | 8,981,000 | 0.80% | PRN | |
| 34 | Visium Asset Management, LP | 5,000,000 | 8,978,000 | 0.80% | PRN | |
| 35 | LINDEN ADVISORS LP | 5,000,000 | 8,972,000 | 0.80% | PRN | |
| 36 | GRACE BROTHERS MANAGEMENT LLC | 2,750,000 | 4,940,000 | 0.44% | PRN | |
| 37 | ROYAL BANK OF CANADA | 2,000,000 | 3,585,000 | 0.32% | PRN | |
| 38 | TD Securities (USA) LLC | 2,000,000 | 3,569,000 | 0.32% | PRN | |
| 39 | NOMURA HOLDINGS INC | 1,645,000 | 2,949,000 | 0.26% | PRN | |
| 40 | SSI INVESTMENT MANAGEMENT LLC | 1,370,000 | 2,458,000 | 0.22% | PRN | |
| 41 | WELLS FARGO & COMPANY/MN | 1,000,000 | 1,793,000 | 0.16% | PRN | |
| 42 | Allianz Asset Management GmbH | 600,000 | 1,079,000 | 0.10% | PRN | |
| 43 | CREDIT AGRICOLE S A | 492,000 | 882,000 | 0.08% | PRN | |
| 44 | CREDIT SUISSE AG/ | 350,000 | 627,000 | 0.06% | PRN | |
| 45 | MORGAN STANLEY | 3,000 | 5,000 | 0.00% | PRN | |
| 46 | NOMURA HOLDINGS INC | 1 | 0 | 0.00% |
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.
