| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WOLVERINE ASSET MANAGEMENT LLC | 64,000,000 | 102,925,000 | 10.99% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 57,577,000 | 92,492,000 | 9.87% | PRN | |
| 3 | AQR ARBITRAGE LLC | 55,925,000 | 90,039,000 | 9.61% | PRN | |
| 4 | Pine River Capital Management L.P. | 53,433,000 | 85,790,000 | 9.16% | PRN | |
| 5 | WHITEBOX ADVISORS LLC | 51,956,000 | 83,389,000 | 8.90% | PRN | |
| 6 | COASTLAND CAPITAL LLC | 39,400 | 63,437,000 | 6.77% | PRN | |
| 7 | Myriad Asset Management Ltd. | 30,000,000 | 48,171,000 | 5.14% | PRN | |
| 8 | Sculptor Capital LP | 28,867,000 | 46,298,000 | 4.94% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 28,330,000 | 45,469,000 | 4.85% | PRN | |
| 10 | MANGROVE PARTNERS IM, LLC | 27,000 | 43,415,000 | 4.63% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 22,500,000 | 36,130,000 | 3.86% | PRN | |
| 12 | Pentwater Capital Management LP | 16,000,000 | 25,726,000 | 2.75% | PRN | |
| 13 | BARCLAYS PLC | 12,743,000 | 20,389,000 | 2.18% | PRN | |
| 14 | DSAM Partners (London) Ltd | 10,500 | 16,879,000 | 1.80% | ||
| 15 | Pomelo Capital LLC | 9,000,000 | 14,490,000 | 1.55% | PRN | |
| 16 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 12,035,000 | 1.28% | PRN | |
| 17 | ARROWGRASS CAPITAL PARTNERS (US) LP | 7,500 | 11,369,000 | 1.21% | PRN | |
| 18 | BlueCrest Capital Management Ltd | 58,222 | 10,991,000 | 1.17% | PRN | |
| 19 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 6,000,000 | 9,630,000 | 1.03% | PRN | |
| 20 | Carlson Capital, L.P. | 6,000,000 | 9,622,000 | 1.03% | PRN | |
| 21 | GOLDMAN SACHS GROUP INC | 5,500,000 | 8,828,000 | 0.94% | PRN | |
| 22 | Visium Asset Management, LP | 5,000,000 | 8,033,000 | 0.86% | PRN | |
| 23 | GLG Partners LP | 5,000,000 | 8,019,000 | 0.86% | PRN | |
| 24 | CQS Cayman LP | 4,800,000 | 7,740,000 | 0.83% | PRN | |
| 25 | FMR LLC | 3,150,000 | 5,056,000 | 0.54% | PRN | |
| 26 | Invesco Ltd. | 3,000,000 | 4,815,000 | 0.51% | ||
| 27 | SG Americas Securities, LLC | 22,500 | 3,622,000 | 0.39% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 2,206,000 | 3,544,000 | 0.38% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 2,015,000 | 3,234,000 | 0.35% | PRN | |
| 30 | GRACE BROTHERS MANAGEMENT LLC | 2,000,000 | 3,209,000 | 0.34% | PRN | |
| 31 | Context Capital Management, LLC | 1,500,000 | 2,408,000 | 0.26% | PRN | |
| 32 | EQUITEC SPECIALISTS, LLC | 1,500,000 | 2,408,000 | 0.26% | PRN | |
| 33 | JPMORGAN CHASE & CO | 1,236,000 | 1,983,000 | 0.21% | PRN | |
| 34 | ROYAL BANK OF CANADA | 1,000,000 | 1,609,000 | 0.17% | PRN | |
| 35 | PRELUDE CAPITAL MANAGEMENT, LLC | 900,000 | 1,445,000 | 0.15% | PRN | |
| 36 | SSI INVESTMENT MANAGEMENT LLC | 796,000 | 1,279,000 | 0.14% | PRN | |
| 37 | CREDIT SUISSE AG/ | 400,000 | 642,000 | 0.07% | PRN | |
| 38 | Ionic Capital Management LLC | 200,000 | 321,000 | 0.03% | 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.
