| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 35,295,000 | 39,240,000 | 16.05% | PRN | |
| 2 | CITADEL ADVISORS LLC | 23,030,000 | 25,815,000 | 10.56% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 22,000,000 | 23,916,000 | 9.78% | PRN | |
| 4 | Invesco Ltd. | 17,685,000 | 19,741,000 | 8.07% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 14,650,000 | 16,426,000 | 6.72% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 14,670,000 | 15,892,000 | 6.50% | PRN | |
| 7 | Allianz Asset Management GmbH | 11,700,000 | 12,870,000 | 5.26% | PRN | |
| 8 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,279,000 | 5.02% | PRN | |
| 9 | SILVERBACK ASSET MANAGEMENT LLC | 9,200,000 | 10,304,000 | 4.21% | PRN | |
| 10 | LORD, ABBETT & CO. LLC | 9,150,000 | 10,259,000 | 4.20% | PRN | |
| 11 | BESSEMER GROUP INC | 9,000,000 | 10,100,000 | 4.13% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 7,300,000 | 8,169,000 | 3.34% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 6,641,000 | 7,348,000 | 3.01% | PRN | |
| 14 | SONORA INVESTMENT MANAGEMENT, LLC | 6,395,000 | 7,096,000 | 2.90% | ||
| 15 | Context Capital Management, LLC | 5,250,000 | 5,888,000 | 2.41% | PRN | |
| 16 | Jefferies Group LLC | 4,271,000 | 4,767,000 | 1.95% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 2,980,000 | 3,326,000 | 1.36% | PRN | |
| 18 | SSI INVESTMENT MANAGEMENT LLC | 2,649,000 | 2,958,000 | 1.21% | PRN | |
| 19 | JPMORGAN CHASE & CO | 2,250,000 | 2,475,000 | 1.01% | PRN | |
| 20 | CREDIT SUISSE AG/ | 2,165,000 | 2,417,000 | 0.99% | PRN | |
| 21 | CREDIT AGRICOLE S A | 1,628,000 | 1,817,000 | 0.74% | PRN | |
| 22 | STEELHEAD PARTNERS LLC | 500,000 | 561,000 | 0.23% | PRN | |
| 23 | BARCLAYS PLC | 300,000 | 333,000 | 0.14% | PRN | |
| 24 | AGF INVESTMENTS INC. | 200,000 | 218,000 | 0.09% | PRN | |
| 25 | NOMURA HOLDINGS INC | 135,000 | 151,000 | 0.06% | PRN | |
| 26 | SEI INVESTMENTS CO | 88,000 | 98,000 | 0.04% | ||
| 27 | BlackRock Fund Advisors | 50,000 | 56,000 | 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.
