| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 16,000,000 | 3,012,960,000 | 87.74% | ||
| 2 | CAMDEN ASSET MANAGEMENT L P /CA | 41,257,000 | 77,692,000 | 2.26% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 39,250,000 | 74,033,000 | 2.16% | PRN | |
| 4 | Castle Creek Arbitrage, LLC | 31,200,000 | 58,823,000 | 1.71% | PRN | |
| 5 | CITADEL ADVISORS LLC | 22,998,000 | 43,366,000 | 1.26% | PRN | |
| 6 | WHITEBOX ADVISORS LLC | 21,854,000 | 41,154,000 | 1.20% | PRN | |
| 7 | QVT Financial LP | 10,000,000 | 18,883,000 | 0.55% | PRN | |
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 8,725,000 | 16,452,000 | 0.48% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 7,500,000 | 14,123,000 | 0.41% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 7,457,000 | 14,042,000 | 0.41% | PRN | |
| 11 | CSS LLC/IL | 7,250,000 | 13,670,000 | 0.40% | PRN | |
| 12 | SG Americas Securities, LLC | 70,000 | 13,217,000 | 0.38% | PRN | |
| 13 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 5,000,000 | 9,416,000 | 0.27% | PRN | |
| 14 | Ferox Capital Management LP | 3,000,000 | 5,637,000 | 0.16% | PRN | |
| 15 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 5,483,000 | 0.16% | PRN | |
| 16 | BANK OF AMERICA CORP /DE/ | 2,416,000 | 4,550,000 | 0.13% | PRN | |
| 17 | CQS Cayman LP | 2,100,000 | 3,966,000 | 0.12% | PRN | |
| 18 | GRACE BROTHERS MANAGEMENT LLC | 1,750,000 | 3,300,000 | 0.10% | PRN | |
| 19 | JPMORGAN CHASE & CO | 1,184,000 | 2,230,000 | 0.06% | PRN | |
| 20 | SSI INVESTMENT MANAGEMENT LLC | 600,000 | 1,134,000 | 0.03% | PRN | |
| 21 | Wellesley Asset Management | 4,400 | 8,308 | 0.00% | 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.
