| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FIL Ltd | 100,000 | 203,000 | 0.02% | PRN | |
| 2 | BlackRock Fund Advisors | 100,000 | 203,000 | 0.02% | PRN | |
| 3 | BLACKROCK ADVISORS LLC | 100,000 | 203,000 | 0.02% | PRN | |
| 4 | SG Americas Securities, LLC | 1,000 | 204,000 | 0.02% | PRN | |
| 5 | CREDIT AGRICOLE S A | 223,000 | 453,000 | 0.04% | PRN | |
| 6 | BARCLAYS PLC | 313,000 | 635,000 | 0.05% | PRN | |
| 7 | JPMORGAN CHASE & CO | 791,000 | 1,600,000 | 0.13% | PRN | |
| 8 | Ionic Capital Management LLC | 800,000 | 1,630,000 | 0.13% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 812,000 | 1,642,000 | 0.13% | PRN | |
| 10 | CITIGROUP INC | 1,000,000 | 2,031,000 | 0.17% | PRN | |
| 11 | CSS LLC/IL | 2,000,000 | 4,072,000 | 0.33% | PRN | |
| 12 | Invesco Ltd. | 3,000,000 | 6,094,000 | 0.50% | PRN | |
| 13 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 6,162,000 | 0.50% | PRN | |
| 14 | CREDIT SUISSE AG/ | 3,700,000 | 7,515,000 | 0.61% | PRN | |
| 15 | CQS Cayman LP | 3,800,000 | 7,770,000 | 0.63% | PRN | |
| 16 | LINDEN ADVISORS LP | 5,000,000 | 10,193,000 | 0.83% | PRN | |
| 17 | Visium Asset Management, LP | 5,000,000 | 10,202,000 | 0.83% | PRN | |
| 18 | FMR LLC | 5,250,000 | 10,664,000 | 0.87% | PRN | |
| 19 | GEODE CAPITAL MANAGEMENT, LLC | 7,300,000 | 14,828,000 | 1.21% | PRN | |
| 20 | BlueCrest Capital Management Ltd | 60,230 | 14,837,000 | 1.21% | PRN | |
| 21 | Achievement Holdings L.P. | 60,230 | 14,961,000 | 1.22% | ||
| 22 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 15,294,000 | 1.25% | PRN | |
| 23 | Pomelo Capital LLC | 9,000,000 | 18,326,000 | 1.49% | PRN | |
| 24 | DSAM Partners (London) Ltd | 10,500 | 21,566,000 | 1.76% | ||
| 25 | BTG Pactual Global Asset Management Ltd | 18,900 | 25,416,000 | 2.07% | ||
| 26 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,000,000 | 30,469,000 | 2.48% | PRN | |
| 27 | Pentwater Capital Management LP | 16,000,000 | 32,694,000 | 2.67% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 16,253,000 | 33,014,000 | 2.69% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 16,637,000 | 33,793,000 | 2.76% | PRN | |
| 30 | Allianz Asset Management GmbH | 16,725,000 | 34,352,000 | 2.80% | PRN | |
| 31 | ARISTEIA CAPITAL, L.L.C. | 23,000,000 | 46,865,000 | 3.82% | PRN | |
| 32 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,000,000 | 51,082,000 | 4.17% | ||
| 33 | MANGROVE PARTNERS IM, LLC | 27,000 | 54,949,000 | 4.48% | PRN | |
| 34 | COASTLAND CAPITAL LLC | 28,350 | 57,927,000 | 4.72% | PRN | |
| 35 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 29,000,000 | 59,095,000 | 4.82% | PRN | |
| 36 | Pine River Capital Management L.P. | 31,100,000 | 63,388,000 | 5.17% | PRN | |
| 37 | Sculptor Capital LP | 41,783,000 | 85,115,000 | 6.94% | PRN | |
| 38 | AQR ARBITRAGE LLC | 43,825,000 | 89,239,000 | 7.28% | PRN | |
| 39 | WHITEBOX ADVISORS LLC | 51,956,000 | 105,838,000 | 8.63% | PRN | |
| 40 | Castle Creek Arbitrage, LLC | 59,577,000 | 121,356,000 | 9.90% | PRN | |
| 41 | WOLVERINE ASSET MANAGEMENT LLC | 64,000,000 | 130,381,000 | 10.63% | 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.
