| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | COASTLAND CAPITAL LLC | 35,600 | 25,710,000 | 12.03% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 29,610,000 | 21,380,000 | 10.00% | PRN | |
| 3 | AQR ARBITRAGE LLC | 28,575,000 | 20,306,000 | 9.50% | PRN | |
| 4 | SILVERBACK ASSET MANAGEMENT LLC | 21,688,000 | 15,333,000 | 7.17% | PRN | |
| 5 | ANGELO GORDON & CO., L.P. | 20,000,000 | 14,113,000 | 6.60% | PRN | |
| 6 | Assured Investment Management LLC | 17,000,000 | 12,330,000 | 5.77% | PRN | |
| 7 | CSS LLC/IL | 16,544,000 | 11,634,000 | 5.44% | PRN | |
| 8 | Castle Creek Arbitrage, LLC | 13,381,000 | 9,404,000 | 4.40% | PRN | |
| 9 | JPMORGAN CHASE & CO | 11,990,000 | 8,431,000 | 3.94% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 10,488,000 | 7,525,000 | 3.52% | PRN | |
| 11 | York Capital Management Global Advisors, LLC | 10,175,000 | 7,155,000 | 3.35% | ||
| 12 | BlueCrest Capital Management Ltd | 923,125 | 6,480,000 | 3.03% | PRN | |
| 13 | LINDEN ADVISORS LP | 8,500,000 | 6,088,000 | 2.85% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 7,050,000 | 4,974,000 | 2.33% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 7,000,000 | 4,939,000 | 2.31% | PRN | |
| 16 | NOMURA HOLDINGS INC | 4,139,000 | 4,852,000 | 2.27% | PRN | |
| 17 | Magnetar Financial LLC | 6,500,000 | 4,616,000 | 2.16% | PRN | |
| 18 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 3,722,000 | 1.74% | PRN | |
| 19 | CITADEL ADVISORS LLC | 5,000,000 | 3,538,000 | 1.65% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 5,000,000 | 3,528,000 | 1.65% | PRN | |
| 21 | Graham Capital Management, L.P. | 4,000,000 | 2,887,000 | 1.35% | ||
| 22 | WELLINGTON MANAGEMENT GROUP LLP | 4,037,000 | 2,849,000 | 1.33% | PRN | |
| 23 | CREDIT SUISSE AG/ | 3,410,000 | 2,406,000 | 1.13% | PRN | |
| 24 | Hudson Bay Capital Management LP | 3,357,000 | 2,389,000 | 1.12% | PRN | |
| 25 | ROYAL BANK OF CANADA | 2,600,000 | 1,844,000 | 0.86% | PRN | |
| 26 | TENOR CAPITAL MANAGEMENT Co., L.P. | 2,500,000 | 1,791,000 | 0.84% | PRN | |
| 27 | Clearbridge Investments, LLC | 2,000,000 | 1,406,000 | 0.66% | PRN | |
| 28 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 711,000 | 0.33% | PRN | |
| 29 | CITIGROUP INC | 1,000,000 | 706,000 | 0.33% | PRN | |
| 30 | Man Investments (CH) AG | 500,000 | 359,000 | 0.17% | PRN | |
| 31 | CREDIT AGRICOLE S A | 379,000 | 267,000 | 0.12% | PRN | |
| 32 | BlackRock Fund Advisors | 175,000 | 123,000 | 0.06% | 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.
