| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WOLVERINE ASSET MANAGEMENT LLC | 69,400,000 | 140,415,000 | 11.13% | PRN | |
| 2 | Fore Research & Management, LP | 51,253,000 | 104,043,000 | 8.25% | PRN | |
| 3 | CITADEL ADVISORS LLC | 46,550,000 | 94,150,000 | 7.46% | PRN | |
| 4 | Pine River Capital Management L.P. | 41,999,000 | 84,942,000 | 6.73% | PRN | |
| 5 | AQR CAPITAL MANAGEMENT LLC | 32,300,000 | 65,569,000 | 5.20% | PRN | |
| 6 | COASTLAND CAPITAL LLC | 30,000 | 60,724,000 | 4.81% | PRN | |
| 7 | WHITEBOX ADVISORS LLC | 29,500,000 | 59,738,000 | 4.74% | PRN | |
| 8 | BNP PARIBAS FINANCIAL MARKETS | 245,000 | 49,612,500 | 3.93% | ||
| 9 | CAPSTONE INVESTMENT ADVISORS, LLC | 22,000,000 | 44,519,000 | 3.53% | PRN | |
| 10 | ARROWGRASS CAPITAL PARTNERS (US) LP | 22,500 | 43,376,000 | 3.44% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 40,485,000 | 3.21% | PRN | |
| 12 | Sculptor Capital LP | 19,000,000 | 38,404,000 | 3.04% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 16,913,000 | 34,248,000 | 2.72% | PRN | |
| 14 | BANK OF AMERICA CORP /DE/ | 16,858,000 | 34,137,000 | 2.71% | PRN | |
| 15 | Pentwater Capital Management LP | 16,000,000 | 32,629,000 | 2.59% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 14,527,000 | 29,395,000 | 2.33% | PRN | |
| 17 | MANGROVE PARTNERS IM, LLC | 13,500 | 27,276,000 | 2.16% | PRN | |
| 18 | DSAM Partners (London) Ltd | 10,500 | 21,355,000 | 1.69% | ||
| 19 | Ionic Capital Management LLC | 10,100,000 | 20,426,000 | 1.62% | PRN | |
| 20 | CITIGROUP INC | 10,000,000 | 20,250,000 | 1.61% | PRN | |
| 21 | Pomelo Capital LLC | 9,000,000 | 18,270,000 | 1.45% | PRN | |
| 22 | Myriad Asset Management Ltd. | 8,000,000 | 16,220,000 | 1.29% | PRN | |
| 23 | Jabre Capital Partners S.A. | 8,000,000 | 16,174,000 | 1.28% | PRN | |
| 24 | Carlson Capital, L.P. | 8,000,000 | 16,169,000 | 1.28% | PRN | |
| 25 | LAZARD ASSET MANAGEMENT LLC | 7,500,000 | 15,187,000 | 1.20% | PRN | |
| 26 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 15,163,000 | 1.20% | PRN | |
| 27 | ARISTEIA CAPITAL, L.L.C. | 7,000,000 | 14,152,000 | 1.12% | PRN | |
| 28 | CSS LLC/IL | 5,505,000 | 11,125,000 | 0.88% | PRN | |
| 29 | CQS Cayman LP | 5,350,000 | 10,841,000 | 0.86% | PRN | |
| 30 | GLG Partners LP | 5,000,000 | 10,125,000 | 0.80% | PRN | |
| 31 | Visium Asset Management, LP | 5,000,000 | 10,113,000 | 0.80% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 4,050,000 | 8,201,000 | 0.65% | PRN | |
| 33 | BlueCrest Capital Management LLP | 3,750,000 | 7,593,000 | 0.60% | PRN | |
| 34 | MUFG Securities EMEA plc | 3,750,000 | 7,588,538 | 0.60% | PRN | |
| 35 | GRACE BROTHERS MANAGEMENT LLC | 2,750,000 | 5,569,000 | 0.44% | PRN | |
| 36 | JPMORGAN CHASE & CO | 2,303,000 | 4,663,000 | 0.37% | PRN | |
| 37 | CREDIT SUISSE AG/ | 2,000,000 | 4,050,000 | 0.32% | PRN | |
| 38 | TD Securities (USA) LLC | 2,000,000 | 4,021,000 | 0.32% | PRN | |
| 39 | NOMURA HOLDINGS INC | 17,001 | 3,443,000 | 0.27% | Put | |
| 40 | NOMURA HOLDINGS INC | 17,000 | 3,443,000 | 0.27% | Call | |
| 41 | ROYAL BANK OF CANADA | 1,598,000 | 3,236,000 | 0.26% | PRN | |
| 42 | NOMURA HOLDINGS INC | 1,562,000 | 3,163,000 | 0.25% | PRN | |
| 43 | Tetragon Partners GP Ltd | 1,500,000 | 3,039,000 | 0.24% | PRN | |
| 44 | SSI INVESTMENT MANAGEMENT LLC | 1,414,000 | 2,860,000 | 0.23% | PRN | |
| 45 | Allianz Asset Management GmbH | 600,000 | 1,218,000 | 0.10% | PRN | |
| 46 | BARCLAYS PLC | 25,000 | 51,000 | 0.00% | PRN | |
| 47 | 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.
