| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SG Americas Securities, LLC | 1,000 | 197,000 | 0.02% | PRN | |
| 2 | FIL Ltd | 100,000 | 197,000 | 0.02% | PRN | |
| 3 | BlackRock Fund Advisors | 100,000 | 197,000 | 0.02% | PRN | |
| 4 | CREDIT SUISSE AG/ | 200,000 | 394,000 | 0.03% | PRN | |
| 5 | BLACKROCK ADVISORS LLC | 200,000 | 394,000 | 0.03% | PRN | |
| 6 | Jefferies Group LLC | 300,000 | 589,000 | 0.05% | PRN | |
| 7 | SSI INVESTMENT MANAGEMENT LLC | 823,000 | 1,618,000 | 0.14% | PRN | |
| 8 | UBS Group AG | 1,350,000 | 2,659,000 | 0.23% | PRN | |
| 9 | Ionic Capital Management LLC | 1,400,000 | 2,742,000 | 0.23% | PRN | |
| 10 | BANK OF AMERICA CORP /DE/ | 1,550,000 | 3,031,000 | 0.26% | PRN | |
| 11 | CQS Cayman LP | 1,900,000 | 3,722,000 | 0.32% | PRN | |
| 12 | CITIGROUP INC | 1,900,000 | 3,742,000 | 0.32% | PRN | |
| 13 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 5,867,000 | 0.50% | PRN | |
| 14 | Invesco Ltd. | 3,000,000 | 5,908,000 | 0.50% | PRN | |
| 15 | BARCLAYS PLC | 4,084,000 | 8,005,000 | 0.68% | PRN | |
| 16 | JPMORGAN CHASE & CO | 4,366,000 | 8,538,000 | 0.73% | PRN | |
| 17 | Visium Asset Management, LP | 5,000,000 | 9,541,000 | 0.81% | PRN | |
| 18 | ROYAL BANK OF CANADA | 5,000,000 | 9,778,000 | 0.83% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 5,007,000 | 9,827,000 | 0.83% | PRN | |
| 20 | Carlson Capital, L.P. | 7,500,000 | 14,681,000 | 1.25% | PRN | |
| 21 | Pomelo Capital LLC | 9,000,000 | 17,769,000 | 1.51% | PRN | |
| 22 | CSS LLC/IL | 9,500,000 | 18,646,000 | 1.58% | PRN | |
| 23 | DSAM Partners (London) Ltd | 10,500 | 20,634,000 | 1.75% | ||
| 24 | JD CAPITAL MANAGEMENT LLC | 12,500,000 | 24,490,000 | 2.08% | PRN | |
| 25 | GEODE CAPITAL MANAGEMENT, LLC | 14,000,000 | 27,571,000 | 2.34% | PRN | |
| 26 | Pentwater Capital Management LP | 16,000,000 | 31,376,000 | 2.66% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 17,137,000 | 33,748,000 | 2.87% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 18,553,000 | 36,538,000 | 3.10% | PRN | |
| 29 | MINT TOWER CAPITAL MANAGEMENT B.V. | 19,250,000 | 37,691,000 | 3.20% | PRN | |
| 30 | ARISTEIA CAPITAL, L.L.C. | 21,000,000 | 41,106,000 | 3.49% | PRN | |
| 31 | Allianz Asset Management GmbH | 21,375,000 | 41,803,000 | 3.55% | PRN | |
| 32 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 23,000,000 | 45,296,000 | 3.85% | PRN | |
| 33 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,000,000 | 49,359,000 | 4.19% | ||
| 34 | MANGROVE PARTNERS IM, LLC | 27,000 | 52,920,000 | 4.49% | PRN | |
| 35 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 30,000,000 | 58,823,000 | 5.00% | PRN | |
| 36 | Pine River Capital Management L.P. | 31,100,000 | 60,917,000 | 5.17% | PRN | |
| 37 | Sculptor Capital LP | 41,783,000 | 81,798,000 | 6.95% | PRN | |
| 38 | AQR ARBITRAGE LLC | 43,050,000 | 84,997,000 | 7.22% | PRN | |
| 39 | WHITEBOX ADVISORS LLC | 51,956,000 | 101,671,000 | 8.64% | PRN | |
| 40 | WOLVERINE ASSET MANAGEMENT LLC | 52,000,000 | 101,874,000 | 8.65% | PRN | |
| 41 | Castle Creek Arbitrage, LLC | 59,577,000 | 116,735,000 | 9.91% | 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.
