| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WHITEBOX ADVISORS LLC | 36,250,000 | 38,244,000 | 13.01% | PRN | |
| 2 | Hutchin Hill Capital, LP | 28,500,000 | 30,210,000 | 10.27% | PRN | |
| 3 | CITADEL ADVISORS LLC | 27,500,000 | 29,163,000 | 9.92% | PRN | |
| 4 | ARISTEIA CAPITAL, L.L.C. | 25,500,000 | 27,094,000 | 9.21% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 16,021,000 | 5.45% | PRN | |
| 6 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 15,000,000 | 15,728,000 | 5.35% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 10,000,000 | 10,672,000 | 3.63% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 10,550,000 | 3.59% | PRN | |
| 9 | CSS LLC/IL | 8,500,000 | 9,032,000 | 3.07% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 8,100,000 | 8,545,000 | 2.91% | PRN | |
| 11 | BlueCrest Capital Management Ltd | 8,000,000 | 8,474,000 | 2.88% | PRN | |
| 12 | Invesco Ltd. | 8,000,000 | 8,440,000 | 2.87% | PRN | |
| 13 | Myriad Asset Management Ltd. | 7,500,000 | 7,997,000 | 2.72% | PRN | |
| 14 | Ionic Capital Management LLC | 7,300,000 | 7,735,000 | 2.63% | PRN | |
| 15 | NOMURA HOLDINGS INC | 6,300,000 | 6,647,000 | 2.26% | PRN | |
| 16 | OPERA TRADING CAPITAL | 6,000,000 | 6,362,000 | 2.16% | PRN | |
| 17 | CASPIAN CAPITAL LP | 6,500,000 | 6,000,000 | 2.04% | PRN | |
| 18 | CREDIT AGRICOLE S A | 5,043,000 | 5,320,000 | 1.81% | PRN | |
| 19 | Calamos Advisors LLC | 5,000,000 | 5,306,000 | 1.80% | PRN | |
| 20 | CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | 5,305,000 | 1.80% | ||
| 21 | Allianz Asset Management GmbH | 5,000,000 | 5,250,000 | 1.79% | PRN | |
| 22 | CITIGROUP INC | 4,872,000 | 5,140,000 | 1.75% | PRN | |
| 23 | AQR ARBITRAGE LLC | 4,000,000 | 4,240,000 | 1.44% | PRN | |
| 24 | BRIGADE CAPITAL MANAGEMENT, LP | 3,200,000 | 3,285,000 | 1.12% | PRN | |
| 25 | Verition Fund Management LLC | 2,563,000 | 2,717,000 | 0.92% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 2,495,000 | 2,632,000 | 0.90% | PRN | |
| 27 | Jefferies Group LLC | 2,018,000 | 2,137,000 | 0.73% | PRN | |
| 28 | JPMORGAN CHASE & CO | 2,000,000 | 2,068,000 | 0.70% | PRN | |
| 29 | Mohican Financial Management, LLC | 1,000,000 | 1,055,000 | 0.36% | ||
| 30 | SSI INVESTMENT MANAGEMENT LLC | 1,000,000 | 1,055,000 | 0.36% | PRN | |
| 31 | EQUITEC SPECIALISTS, LLC | 778,000 | 821,000 | 0.28% | PRN | |
| 32 | MORGAN STANLEY | 314,000 | 332,000 | 0.11% | PRN | |
| 33 | BLACKROCK ADVISORS LLC | 200,000 | 211,000 | 0.07% | PRN | |
| 34 | MIZUHO SECURITIES USA LLC | 200,000 | 211,000 | 0.07% | ||
| 35 | BlackRock Fund Advisors | 50,000 | 53,000 | 0.02% | 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.
