| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT AGRICOLE S A | 164,000 | 155,000 | 0.12% | PRN | |
| 2 | Glendon Capital Management LP | 600,000 | 567,000 | 0.42% | PRN | |
| 3 | BlueCrest Capital Management Ltd | 1,750,000 | 1,660,000 | 1.24% | PRN | |
| 4 | AQR ARBITRAGE LLC | 2,000,000 | 1,909,000 | 1.43% | PRN | |
| 5 | LINDEN ADVISORS LP | 2,100,000 | 2,000,000 | 1.49% | PRN | |
| 6 | MILLENNIUM MANAGEMENT LLC | 4,034 | 3,832,000 | 2.86% | ||
| 7 | CSS LLC/IL | 6,000,000 | 5,646,000 | 4.22% | PRN | |
| 8 | Jefferies Group LLC | 8,104,000 | 7,732,000 | 5.78% | PRN | |
| 9 | CANYON CAPITAL ADVISORS LLC | 9,000,000 | 8,499,000 | 6.35% | PRN | |
| 10 | GEODE CAPITAL MANAGEMENT, LLC | 9,500,000 | 8,971,000 | 6.70% | PRN | |
| 11 | Oceanic Investment Management LTD | 10,712,000 | 10,116,000 | 7.56% | PRN | |
| 12 | BIRCH GROVE CAPITAL LP | 12,450,000 | 11,882,000 | 8.88% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 13,000,000 | 12,276,000 | 9.17% | PRN | |
| 14 | QVT Financial LP | 17,000,000 | 16,000,000 | 11.96% | PRN | |
| 15 | Solus Alternative Asset Management LP | 20,000,000 | 18,888,000 | 14.11% | PRN | |
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 25,100,000 | 23,688,000 | 17.70% | 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.
