| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BARCLAYS PLC | 44,000 | 74,000 | 0.01% | PRN | |
| 2 | BlackRock Fund Advisors | 100,000 | 169,000 | 0.02% | PRN | |
| 3 | BLACKROCK ADVISORS LLC | 105,000 | 178,000 | 0.02% | PRN | |
| 4 | MIZUHO SECURITIES USA LLC | 2,250,000 | 356,000 | 0.03% | Call | |
| 5 | MIZUHO SECURITIES USA LLC | 2,250,000 | 671,000 | 0.06% | Put | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 903,000 | 1,527,000 | 0.14% | PRN | |
| 7 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 3,381,260 | 0.32% | PRN | |
| 8 | MIZUHO SECURITIES USA LLC | 2,250,000 | 3,819,000 | 0.36% | ||
| 9 | Hudson Bay Capital Management LP | 2,500,000 | 4,247,000 | 0.40% | PRN | |
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 2,730,000 | 4,639,000 | 0.44% | PRN | |
| 11 | CITIGROUP INC | 3,000,000 | 5,072,000 | 0.48% | PRN | |
| 12 | Invesco Ltd. | 3,000,000 | 5,072,000 | 0.48% | PRN | |
| 13 | Ferox Capital Management LP | 3,000,000 | 5,192,000 | 0.49% | PRN | |
| 14 | RWC Asset Management LLP | 3,290,000 | 5,581,000 | 0.52% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 4,000,000 | 6,763,000 | 0.64% | PRN | |
| 16 | Pine River Capital Management L.P. | 4,000,000 | 6,798,000 | 0.64% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 4,026,000 | 6,805,000 | 0.64% | PRN | |
| 18 | Ionic Capital Management LLC | 4,600,000 | 7,860,000 | 0.74% | PRN | |
| 19 | ROYAL BANK OF CANADA | 5,000,000 | 8,482,000 | 0.80% | PRN | |
| 20 | SOUND POINT CAPITAL MANAGEMENT, LP | 5,000,000 | 8,507,000 | 0.80% | PRN | |
| 21 | Allianz Asset Management GmbH | 6,500,000 | 11,067,000 | 1.04% | PRN | |
| 22 | JPMORGAN CHASE & CO | 6,875,000 | 11,663,000 | 1.10% | PRN | |
| 23 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 7,000,000 | 11,947,000 | 1.12% | PRN | |
| 24 | MANGROVE PARTNERS IM, LLC | 8,800 | 14,931,000 | 1.40% | PRN | |
| 25 | Calamos Advisors LLC | 10,000,000 | 17,067,000 | 1.60% | PRN | |
| 26 | CITADEL ADVISORS LLC | 13,000,000 | 22,129,000 | 2.08% | PRN | |
| 27 | WELLS FARGO & COMPANY/MN | 13,115,000 | 22,497,000 | 2.11% | PRN | |
| 28 | STATE STREET CORP | 13,658,000 | 23,227,000 | 2.18% | ||
| 29 | CSS LLC/IL | 14,630,000 | 24,799,000 | 2.33% | PRN | |
| 30 | CAPSTONE INVESTMENT ADVISORS, LLC | 15,000,000 | 25,600,000 | 2.41% | ||
| 31 | CREDIT AGRICOLE S A | 16,958,000 | 28,670,000 | 2.69% | PRN | |
| 32 | GEODE CAPITAL MANAGEMENT, LLC | 19,750,000 | 33,389,000 | 3.14% | PRN | |
| 33 | WHITEBOX ADVISORS LLC | 36,483,000 | 61,679,000 | 5.80% | PRN | |
| 34 | AQR ARBITRAGE LLC | 52,150,000 | 88,427,000 | 8.31% | PRN | |
| 35 | WOLVERINE ASSET MANAGEMENT LLC | 52,000,000 | 88,502,000 | 8.32% | PRN | |
| 36 | Castle Creek Arbitrage, LLC | 82,630,000 | 140,293,000 | 13.18% | PRN | |
| 37 | Sculptor Capital LP | 99,937,000 | 169,723,000 | 15.95% | PRN | |
| 38 | ARISTEIA CAPITAL, L.L.C. | 107,774,000 | 183,419,000 | 17.24% | 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.
