| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 39,384,000 | 106,078,000 | 16.42% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 39,250,000 | 105,446,000 | 16.32% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 36,807,000 | 99,034,000 | 15.33% | PRN | |
| 4 | CITADEL ADVISORS LLC | 22,998,000 | 62,090,000 | 9.61% | PRN | |
| 5 | QVT Financial LP | 22,500,000 | 60,614,000 | 9.38% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 19,725,000 | 53,097,000 | 8.22% | PRN | |
| 7 | WHITEBOX ADVISORS LLC | 10,329,000 | 27,791,000 | 4.30% | PRN | |
| 8 | Assured Investment Management LLC | 10,000,000 | 26,947,000 | 4.17% | ||
| 9 | LAZARD ASSET MANAGEMENT LLC | 9,500,000 | 25,560,000 | 3.96% | PRN | |
| 10 | Jefferies Group LLC | 5,700,000 | 15,336,000 | 2.37% | PRN | |
| 11 | BANK OF AMERICA CORP /DE/ | 5,416,000 | 14,572,000 | 2.26% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 4,107,000 | 11,049,000 | 1.71% | PRN | |
| 13 | CSS LLC/IL | 3,250,000 | 8,766,000 | 1.36% | PRN | |
| 14 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 8,242,000 | 1.28% | PRN | |
| 15 | Ferox Capital Management LP | 2,700,000 | 7,423,000 | 1.15% | PRN | |
| 16 | CQS Cayman LP | 2,100,000 | 5,655,000 | 0.88% | PRN | |
| 17 | GRACE BROTHERS MANAGEMENT LLC | 1,500,000 | 4,042,000 | 0.63% | PRN | |
| 18 | JPMORGAN CHASE & CO | 1,001,000 | 2,693,000 | 0.42% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 599,000 | 1,612,000 | 0.25% | PRN | |
| 20 | Wellesley Asset Management | 4,400 | 11,860 | 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.
