| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAMDEN ASSET MANAGEMENT L P /CA | 41,257,000 | 81,921,000 | 18.63% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 39,250,000 | 77,831,000 | 17.70% | PRN | |
| 3 | WHITEBOX ADVISORS LLC | 34,354,000 | 68,214,000 | 15.51% | PRN | |
| 4 | Castle Creek Arbitrage, LLC | 31,200,000 | 61,948,000 | 14.08% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 21,000,000 | 41,698,000 | 9.48% | PRN | |
| 6 | CITADEL ADVISORS LLC | 17,998,000 | 35,733,000 | 8.12% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 12,000,000 | 23,782,000 | 5.41% | PRN | |
| 8 | Kohlberg Kravis Roberts & Co. L.P. | 5,000,000 | 9,937,000 | 2.26% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 5,000,000 | 9,897,000 | 2.25% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 3,419,000 | 6,786,000 | 1.54% | PRN | |
| 11 | Ferox Capital Management LP | 3,000,000 | 5,859,000 | 1.33% | PRN | |
| 12 | Verition Fund Management LLC | 2,500,000 | 4,977,000 | 1.13% | PRN | |
| 13 | CQS Cayman LP | 2,100,000 | 4,120,000 | 0.94% | PRN | |
| 14 | CSS LLC/IL | 1,750,000 | 3,478,000 | 0.79% | PRN | |
| 15 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,986,000 | 0.45% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 830,000 | 1,652,000 | 0.38% | PRN | |
| 17 | Wellesley Asset Management | 4,400 | 8,759 | 0.00% | 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.
