| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WHITEBOX ADVISORS LLC | 21,903,000 | 32,362,000 | 16.31% | PRN | |
| 2 | Daiwa Securities Group Inc. | 21,500,000 | 31,833,000 | 16.04% | PRN | |
| 3 | Kohlberg Kravis Roberts & Co. L.P. | 13,000,000 | 19,955,000 | 10.05% | PRN | |
| 4 | ROYAL BANK OF CANADA | 12,036,000 | 17,878,000 | 9.01% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 11,692,000 | 17,275,000 | 8.70% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,050,000 | 16,407,000 | 8.27% | ||
| 7 | WELLS FARGO & COMPANY/MN | 9,426,000 | 13,927,000 | 7.02% | PRN | |
| 8 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,250,000 | 13,667,000 | 6.89% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 4,400,000 | 6,501,000 | 3.28% | PRN | |
| 10 | BlueCrest Capital Management Ltd | 3,753,000 | 6,101,000 | 3.07% | PRN | |
| 11 | BlueCrest Capital Management LLP | 3,753,000 | 6,101,000 | 3.07% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 2,650,000 | 3,927,000 | 1.98% | ||
| 13 | Invesco Ltd. | 2,500,000 | 3,694,000 | 1.86% | ||
| 14 | Bank of New York Mellon Corp | 1,850,000 | 2,748,000 | 1.38% | ||
| 15 | GOLDMAN SACHS GROUP INC | 1,819,000 | 2,688,000 | 1.35% | PRN | |
| 16 | Canal Insurance CO | 1,000,000 | 1,478,000 | 0.74% | PRN | |
| 17 | CSS LLC/IL | 850,000 | 1,258,000 | 0.63% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 225,000 | 332,000 | 0.17% | PRN | |
| 19 | CITIGROUP INC | 161,000 | 238,000 | 0.12% | PRN | |
| 20 | Investors Capital Advisory Services | 36,000 | 52,000 | 0.03% | ||
| 21 | BANK OF AMERICA CORP /DE/ | 26,000 | 38,000 | 0.02% | PRN | |
| 22 | Wellesley Asset Management | 2,915 | 4,339 | 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.
