| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 34,195,000 | 36,340,000 | 16.68% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 22,150,000 | 23,465,000 | 10.77% | PRN | |
| 3 | CITADEL ADVISORS LLC | 20,000,000 | 21,330,000 | 9.79% | PRN | |
| 4 | Invesco Ltd. | 17,685,000 | 18,735,000 | 8.60% | ||
| 5 | AMERIPRISE FINANCIAL INC | 13,095,000 | 13,937,000 | 6.40% | PRN | |
| 6 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 11,653,000 | 5.35% | PRN | |
| 7 | MILLENNIUM MANAGEMENT LLC | 10,000 | 10,680,000 | 4.90% | ||
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 10,000,000 | 10,631,000 | 4.88% | PRN | |
| 9 | SILVERBACK ASSET MANAGEMENT LLC | 9,200,000 | 9,798,000 | 4.50% | PRN | |
| 10 | OAKTREE CAPITAL MANAGEMENT LP | 8,500,000 | 9,078,000 | 4.17% | PRN | |
| 11 | Andalusian Capital Partners, LP | 7,500,000 | 8,011,000 | 3.68% | PRN | |
| 12 | NOMURA HOLDINGS INC | 6,020,000 | 6,377,000 | 2.93% | PRN | |
| 13 | Achievement Holdings L.P. | 289,922 | 6,178,000 | 2.84% | ||
| 14 | BESSEMER GROUP INC | 5,000,000 | 5,336,000 | 2.45% | PRN | |
| 15 | Jefferies Group LLC | 5,004,000 | 5,301,000 | 2.43% | PRN | |
| 16 | Assured Investment Management LLC | 4,900,000 | 5,225,000 | 2.40% | ||
| 17 | GOLDMAN SACHS GROUP INC | 3,030,000 | 3,210,000 | 1.47% | PRN | |
| 18 | Context Capital Management, LLC | 3,000,000 | 3,186,000 | 1.46% | PRN | |
| 19 | CREDIT AGRICOLE S A | 2,634,000 | 2,779,000 | 1.28% | PRN | |
| 20 | STEELHEAD PARTNERS LLC | 1,500,000 | 1,605,000 | 0.74% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 1,400,000 | 1,483,000 | 0.68% | PRN | |
| 22 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,068,000 | 0.49% | PRN | |
| 23 | JPMORGAN CHASE & CO | 1,000,000 | 1,059,000 | 0.49% | PRN | |
| 24 | CREDIT SUISSE AG/ | 620,000 | 657,000 | 0.30% | PRN | |
| 25 | ADVENT CAPITAL MANAGEMENT /DE/ | 427,000 | 455,000 | 0.21% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 206,000 | 219,000 | 0.10% | PRN | |
| 27 | SEI INVESTMENTS CO | 77,000 | 82,000 | 0.04% |
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.
