| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 22,195,000 | 23,681,000 | 10.11% | PRN | |
| 2 | CITADEL ADVISORS LLC | 20,000,000 | 21,396,000 | 9.14% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 19,540,000 | 21,037,000 | 8.99% | PRN | |
| 4 | Invesco Ltd. | 19,500,000 | 20,438,000 | 8.73% | ||
| 5 | DEUTSCHE BANK AG\ | 16,981,000 | 17,797,000 | 7.60% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 13,600,000 | 14,254,000 | 6.09% | PRN | |
| 7 | BTG Pactual Global Asset Management Ltd | 10,000 | 10,716,000 | 4.58% | PRN | |
| 8 | MILLENNIUM MANAGEMENT LLC | 10,000 | 10,714,000 | 4.58% | ||
| 9 | SILVERBACK ASSET MANAGEMENT LLC | 9,600,000 | 10,272,000 | 4.39% | PRN | |
| 10 | AMERIPRISE FINANCIAL INC | 9,145,000 | 9,812,000 | 4.19% | PRN | |
| 11 | PEAK6 Group LLC | 82,500 | 8,688,000 | 3.71% | PRN | |
| 12 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 8,385,000 | 3.58% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 6,500,000 | 6,914,000 | 2.95% | PRN | |
| 14 | Nokota Management, LP | 6,000 | 6,366,000 | 2.72% | ||
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,424,000 | 5,796,000 | 2.48% | PRN | |
| 16 | Pine River Capital Management L.P. | 5,000,000 | 5,344,000 | 2.28% | PRN | |
| 17 | CREDIT AGRICOLE S A | 4,646,000 | 4,870,000 | 2.08% | PRN | |
| 18 | Andalusian Capital Partners, LP | 4,500,000 | 4,739,000 | 2.02% | ||
| 19 | Daiwa Securities Group Inc. | 4,000,000 | 4,275,000 | 1.83% | PRN | |
| 20 | BESSEMER GROUP INC | 4,000,000 | 4,193,000 | 1.79% | ||
| 21 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 3,500,000 | 3,741,000 | 1.60% | PRN | |
| 22 | Assured Investment Management LLC | 3,000,000 | 3,178,000 | 1.36% | PRN | |
| 23 | STEELHEAD PARTNERS LLC | 2,500,000 | 2,694,000 | 1.15% | PRN | |
| 24 | NOMURA HOLDINGS INC | 1,500,000 | 1,603,000 | 0.68% | PRN | |
| 25 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,071,000 | 0.46% | PRN | |
| 26 | CREDIT SUISSE AG/ | 1,005,000 | 1,053,000 | 0.45% | PRN | |
| 27 | JPMORGAN CHASE & CO | 1,000,000 | 1,048,000 | 0.45% | PRN | |
| 28 | SEI TRUST CO | 42,000 | 44,000 | 0.02% |
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.
