| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT SUISSE AG/ | 31,762 | 627,000 | 0.70% | PRN | |
| 2 | PEAK6 Group LLC | 1,000,000 | 713,000 | 0.79% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 3,000,000 | 2,153,000 | 2.39% | PRN | |
| 4 | AQR ARBITRAGE LLC | 3,000,000 | 2,168,000 | 2.40% | PRN | |
| 5 | Jefferies Group LLC | 3,360,000 | 2,410,000 | 2.67% | PRN | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 3,750,000 | 2,672,000 | 2.96% | PRN | |
| 7 | WHITEBOX ADVISORS LLC | 4,500,000 | 3,206,000 | 3.55% | PRN | |
| 8 | GABELLI FUNDS LLC | 4,510,000 | 3,213,000 | 3.56% | PRN | |
| 9 | SILVERBACK ASSET MANAGEMENT LLC | 4,509,000 | 3,224,000 | 3.57% | PRN | |
| 10 | AMERIPRISE FINANCIAL INC | 6,100,000 | 4,351,000 | 4.82% | PRN | |
| 11 | Mohican Financial Management, LLC | 6,680,000 | 4,760,000 | 5.28% | ||
| 12 | GLG Partners LP | 7,330,000 | 5,287,000 | 5.86% | PRN | |
| 13 | Pine River Capital Management L.P. | 11,875,000 | 8,445,000 | 9.36% | PRN | |
| 14 | OAKTREE CAPITAL MANAGEMENT LP | 13,036,000 | 9,362,000 | 10.38% | PRN | |
| 15 | CITADEL ADVISORS LLC | 13,500,000 | 9,757,000 | 10.82% | PRN | |
| 16 | WOLVERINE ASSET MANAGEMENT LLC | 16,280,000 | 11,769,000 | 13.05% | PRN | |
| 17 | ZAZOVE ASSOCIATES LLC | 22,240,000 | 16,068,000 | 17.82% | 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.
