| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 36,095,000 | 41,415,000 | 15.05% | PRN | |
| 2 | BIRCH GROVE CAPITAL LP | 26,606,000 | 30,547,000 | 11.10% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 23,000,000 | 26,428,000 | 9.61% | PRN | |
| 4 | CITADEL ADVISORS LLC | 23,030,000 | 26,335,000 | 9.57% | PRN | |
| 5 | Invesco Ltd. | 17,685,000 | 20,216,000 | 7.35% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 13,620,000 | 15,599,000 | 5.67% | PRN | |
| 7 | Allianz Asset Management GmbH | 11,700,000 | 13,474,000 | 4.90% | PRN | |
| 8 | LORD, ABBETT & CO. LLC | 11,225,000 | 12,888,000 | 4.68% | PRN | |
| 9 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,574,000 | 4.57% | PRN | |
| 10 | SILVERBACK ASSET MANAGEMENT LLC | 9,200,000 | 10,534,000 | 3.83% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 8,936,000 | 10,259,000 | 3.73% | PRN | |
| 12 | BESSEMER GROUP INC | 9,000,000 | 10,100,000 | 3.67% | PRN | |
| 13 | AQR ARBITRAGE LLC | 8,475,000 | 9,730,000 | 3.54% | PRN | |
| 14 | SONORA INVESTMENT MANAGEMENT, LLC | 6,195,000 | 7,095,000 | 2.58% | ||
| 15 | Jefferies Group LLC | 4,402,000 | 5,067,000 | 1.84% | PRN | |
| 16 | Context Capital Management, LLC | 4,004,000 | 4,587,000 | 1.67% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 3,281,000 | 3,750,000 | 1.36% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 3,000,000 | 3,429,000 | 1.25% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 2,683,000 | 3,063,000 | 1.11% | PRN | |
| 20 | CREDIT SUISSE AG/ | 2,165,000 | 2,475,000 | 0.90% | PRN | |
| 21 | CREDIT AGRICOLE S A | 1,645,000 | 1,880,000 | 0.68% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 1,591,000 | 1,826,000 | 0.66% | PRN | |
| 23 | JPMORGAN CHASE & CO | 1,125,000 | 1,296,000 | 0.47% | PRN | |
| 24 | AGF INVESTMENTS INC. | 200,000 | 229,000 | 0.08% | PRN | |
| 25 | NOMURA HOLDINGS INC | 135,000 | 154,000 | 0.06% | PRN | |
| 26 | SEI INVESTMENTS CO | 97,000 | 111,000 | 0.04% | ||
| 27 | BlackRock Fund Advisors | 50,000 | 57,000 | 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.
