| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SSI INVESTMENT MANAGEMENT LLC | 250,000 | 233,000 | 0.16% | PRN | |
| 2 | BASSO CAPITAL MANAGEMENT, L.P. | 1,000,000 | 911,000 | 0.64% | PRN | |
| 3 | Bank of New York Mellon Corp | 1,250,000 | 1,167,000 | 0.82% | ||
| 4 | DEUTSCHE BANK AG\ | 1,745,000 | 1,626,000 | 1.14% | PRN | |
| 5 | CREDIT SUISSE AG/ | 1,880,000 | 1,752,000 | 1.23% | PRN | |
| 6 | Pine River Capital Management L.P. | 2,500,000 | 2,328,000 | 1.63% | PRN | |
| 7 | JPMORGAN CHASE & CO | 4,685,000 | 4,366,000 | 3.07% | PRN | |
| 8 | LAZARD ASSET MANAGEMENT LLC | 5,972,000 | 5,565,000 | 3.91% | PRN | |
| 9 | Visium Asset Management, LP | 6,500,000 | 6,054,000 | 4.25% | PRN | |
| 10 | Mohican Financial Management, LLC | 6,500,000 | 6,057,000 | 4.25% | ||
| 11 | TENOR CAPITAL MANAGEMENT Co., L.P. | 9,000,000 | 8,448,000 | 5.93% | PRN | |
| 12 | AQR ARBITRAGE LLC | 9,775,000 | 9,158,000 | 6.43% | PRN | |
| 13 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 14,003,000 | 9.83% | PRN | |
| 14 | CAMDEN ASSET MANAGEMENT L P /CA | 17,700,000 | 16,494,000 | 11.58% | PRN | |
| 15 | CITADEL ADVISORS LLC | 20,000,000 | 18,640,000 | 13.09% | PRN | |
| 16 | OAKTREE CAPITAL MANAGEMENT LP | 21,000,000 | 19,689,000 | 13.82% | PRN | |
| 17 | DEERFIELD MANAGEMENT COMPANY, L.P. | 27,915,000 | 25,929,000 | 18.21% | 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.
