| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FMR LLC | 42,000,000 | 54,207,000 | 15.52% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 32,891,000 | 42,825,000 | 12.26% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 32,390,000 | 41,743,000 | 11.95% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 26,409,000 | 34,312,000 | 9.82% | PRN | |
| 5 | CITADEL ADVISORS LLC | 22,250,000 | 28,936,000 | 8.28% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 21,500,000 | 27,708,000 | 7.93% | PRN | |
| 7 | AMUNDI ASSET MANAGEMENT US, INC. | 16,000,000 | 20,620,000 | 5.90% | PRN | |
| 8 | ANGELO GORDON & CO., L.P. | 13,500,000 | 17,398,000 | 4.98% | PRN | |
| 9 | ROYAL BANK OF CANADA | 11,990,000 | 15,452,000 | 4.42% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 9,200,000 | 11,849,000 | 3.39% | PRN | |
| 11 | CREDIT AGRICOLE S A | 5,447,000 | 7,020,000 | 2.01% | PRN | |
| 12 | BANK OF AMERICA CORP /DE/ | 5,430,000 | 6,998,000 | 2.00% | PRN | |
| 13 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 5,000,000 | 6,456,000 | 1.85% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 4,950,000 | 6,379,000 | 1.83% | PRN | |
| 15 | AQR CAPITAL MANAGEMENT LLC | 4,700,000 | 6,081,000 | 1.74% | PRN | |
| 16 | JPMORGAN CHASE & CO | 4,320,000 | 5,567,000 | 1.59% | PRN | |
| 17 | Mohican Financial Management, LLC | 2,800,000 | 3,609,000 | 1.03% | ||
| 18 | Verition Fund Management LLC | 2,700,000 | 3,493,000 | 1.00% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 2,693,000 | 3,459,000 | 0.99% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 1,449,000 | 1,885,000 | 0.54% | PRN | |
| 21 | Man Investments (CH) AG | 1,200,000 | 1,564,000 | 0.45% | PRN | |
| 22 | NOMURA HOLDINGS INC | 10,000 | 1,291,000 | 0.37% | Put | |
| 23 | SYMPHONY ASSET MANAGEMENT LLC | 300,000 | 387,000 | 0.11% | PRN | |
| 24 | NOMURA HOLDINGS INC | 20,000 | 26,000 | 0.01% | PRN | |
| 25 | BARCLAYS PLC | 15,000 | 19,000 | 0.01% | 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.
