| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SG Americas Securities, LLC | 1,000 | 184,000 | 0.02% | PRN | |
| 2 | FIL Ltd | 100,000 | 184,000 | 0.02% | PRN | |
| 3 | BlackRock Fund Advisors | 100,000 | 184,000 | 0.02% | PRN | |
| 4 | BLACKROCK ADVISORS LLC | 200,000 | 368,000 | 0.03% | PRN | |
| 5 | SSI INVESTMENT MANAGEMENT LLC | 913,000 | 1,682,000 | 0.15% | PRN | |
| 6 | CQS Cayman LP | 1,100,000 | 2,033,000 | 0.18% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 2,500,000 | 4,606,000 | 0.41% | PRN | |
| 8 | Invesco Ltd. | 3,000,000 | 5,513,000 | 0.49% | PRN | |
| 9 | Tetragon Partners GP Ltd | 3,250,000 | 6,004,000 | 0.54% | PRN | |
| 10 | CREDIT SUISSE AG/ | 3,500,000 | 6,431,000 | 0.58% | PRN | |
| 11 | Ferox Capital Management LP | 4,000,000 | 7,432,000 | 0.67% | PRN | |
| 12 | BARCLAYS PLC | 4,859,000 | 8,892,000 | 0.80% | PRN | |
| 13 | ROYAL BANK OF CANADA | 5,000,000 | 9,174,000 | 0.82% | PRN | |
| 14 | Ionic Capital Management LLC | 5,500,000 | 10,151,000 | 0.91% | PRN | |
| 15 | BNP PARIBAS FINANCIAL MARKETS | 6,050,000 | 11,116,875 | 0.99% | PRN | |
| 16 | Hudson Bay Capital Management LP | 8,500,000 | 15,649,000 | 1.40% | PRN | |
| 17 | Pomelo Capital LLC | 9,000,000 | 16,583,000 | 1.48% | PRN | |
| 18 | Calamos Advisors LLC | 10,000,000 | 18,400,000 | 1.65% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 10,950,000 | 20,119,000 | 1.80% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 11,063,000 | 20,379,000 | 1.82% | PRN | |
| 21 | JD CAPITAL MANAGEMENT LLC | 12,500,000 | 23,033,000 | 2.06% | PRN | |
| 22 | CITADEL ADVISORS LLC | 13,000,000 | 23,912,000 | 2.14% | PRN | |
| 23 | Allianz Asset Management GmbH | 14,530,000 | 27,009,000 | 2.42% | PRN | |
| 24 | CSS LLC/IL | 15,500,000 | 28,497,000 | 2.55% | PRN | |
| 25 | JPMORGAN CHASE & CO | 15,575,000 | 28,952,000 | 2.59% | PRN | |
| 26 | Pine River Capital Management L.P. | 16,600,000 | 30,544,000 | 2.73% | PRN | |
| 27 | MANGROVE PARTNERS IM, LLC | 18,800 | 34,804,000 | 3.11% | PRN | |
| 28 | GEODE CAPITAL MANAGEMENT, LLC | 20,000,000 | 36,787,000 | 3.29% | PRN | |
| 29 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,000,000 | 36,800,000 | 3.29% | ||
| 30 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 27,500,000 | 50,719,000 | 4.54% | PRN | |
| 31 | MASON CAPITAL MANAGEMENT LLC | 377,438 | 86,724,000 | 7.76% | ||
| 32 | Sculptor Capital LP | 50,283,000 | 92,378,000 | 8.27% | PRN | |
| 33 | WOLVERINE ASSET MANAGEMENT LLC | 52,000,000 | 95,572,000 | 8.55% | PRN | |
| 34 | AQR ARBITRAGE LLC | 52,150,000 | 96,086,000 | 8.60% | PRN | |
| 35 | WHITEBOX ADVISORS LLC | 61,483,000 | 112,975,000 | 10.11% | PRN | |
| 36 | Castle Creek Arbitrage, LLC | 80,030,000 | 147,469,000 | 13.20% | 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.
