| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SYMPHONY ASSET MANAGEMENT LLC | 50,000 | 109,000 | 0.01% | PRN | |
| 2 | FIL Ltd | 100,000 | 218,000 | 0.02% | PRN | |
| 3 | BlackRock Fund Advisors | 100,000 | 218,000 | 0.02% | PRN | |
| 4 | BARCLAYS PLC | 299,000 | 649,000 | 0.05% | PRN | |
| 5 | Ionic Capital Management LLC | 750,000 | 1,633,000 | 0.13% | PRN | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 812,000 | 1,767,000 | 0.14% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 1,000,000 | 2,177,000 | 0.17% | PRN | |
| 8 | SG Americas Securities, LLC | 21,000 | 4,583,000 | 0.35% | PRN | |
| 9 | Hutchin Hill Capital, LP | 2,500,000 | 5,453,000 | 0.42% | PRN | |
| 10 | Invesco Ltd. | 3,000,000 | 6,533,000 | 0.50% | ||
| 11 | JPMORGAN CHASE & CO | 3,916,000 | 8,527,000 | 0.66% | PRN | |
| 12 | CQS Cayman LP | 4,100,000 | 8,948,000 | 0.69% | PRN | |
| 13 | CREDIT SUISSE AG/ | 4,400,000 | 9,581,000 | 0.74% | PRN | |
| 14 | Visium Asset Management, LP | 5,000,000 | 10,905,000 | 0.84% | PRN | |
| 15 | FMR LLC | 5,250,000 | 11,432,000 | 0.88% | PRN | |
| 16 | BlueCrest Capital Management Ltd | 6,500 | 14,003,000 | 1.08% | PRN | |
| 17 | BTG Pactual Global Asset Management Ltd | 6,900,000 | 15,051,000 | 1.16% | PRN | |
| 18 | Achievement Holdings L.P. | 60,230 | 16,157,000 | 1.24% | ||
| 19 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 16,356,000 | 1.26% | PRN | |
| 20 | Pomelo Capital LLC | 9,000,000 | 19,643,000 | 1.51% | ||
| 21 | ARROWGRASS CAPITAL PARTNERS (US) LP | 10,000 | 21,543,000 | 1.66% | PRN | |
| 22 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 21,775,000 | 1.68% | PRN | |
| 23 | DSAM Partners (London) Ltd | 10,500 | 22,974,000 | 1.77% | ||
| 24 | DEUTSCHE BANK AG\ | 12,131,000 | 26,413,000 | 2.03% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 12,500,000 | 27,219,000 | 2.09% | PRN | |
| 26 | Allianz Asset Management GmbH | 16,175,000 | 34,737,000 | 2.67% | PRN | |
| 27 | Pentwater Capital Management LP | 16,000,000 | 34,896,000 | 2.68% | PRN | |
| 28 | CAPSTONE INVESTMENT ADVISORS, LLC | 24,000,000 | 52,355,000 | 4.03% | ||
| 29 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 25,500,000 | 55,633,000 | 4.28% | PRN | |
| 30 | MANGROVE PARTNERS IM, LLC | 27,000 | 58,865,000 | 4.53% | PRN | |
| 31 | AQR ARBITRAGE LLC | 43,825,000 | 95,648,000 | 7.36% | PRN | |
| 32 | COASTLAND CAPITAL LLC | 44,400 | 96,873,000 | 7.45% | PRN | |
| 33 | Sculptor Capital LP | 45,367,000 | 98,925,000 | 7.61% | PRN | |
| 34 | WHITEBOX ADVISORS LLC | 51,956,000 | 113,134,000 | 8.70% | PRN | |
| 35 | Pine River Capital Management L.P. | 53,050,000 | 115,595,000 | 8.89% | PRN | |
| 36 | Castle Creek Arbitrage, LLC | 59,577,000 | 129,945,000 | 10.00% | PRN | |
| 37 | WOLVERINE ASSET MANAGEMENT LLC | 64,000,000 | 139,437,000 | 10.73% | 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.
