| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 45,500,000 | 67,082,000 | 12.51% | PRN | |
| 2 | Calamos Advisors LLC | 27,508,000 | 40,542,000 | 7.56% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 24,750,000 | 36,429,000 | 6.79% | PRN | |
| 4 | Pine River Capital Management L.P. | 24,000,000 | 35,359,000 | 6.59% | PRN | |
| 5 | JPMORGAN CHASE & CO | 21,191,000 | 31,191,000 | 5.81% | PRN | |
| 6 | Lombard Odier Asset Management (Europe) Ltd | 16,950,000 | 25,206,000 | 4.70% | PRN | |
| 7 | AVIVA PLC | 16,000,000 | 23,590,000 | 4.40% | PRN | |
| 8 | ROYAL BANK OF CANADA | 14,503,000 | 21,401,000 | 3.99% | PRN | |
| 9 | PRUDENTIAL PLC | 13,243,000 | 19,492,000 | 3.63% | ||
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 11,858,000 | 17,470,000 | 3.26% | PRN | |
| 11 | GAM Holding AG | 11,240,000 | 16,638,000 | 3.10% | PRN | |
| 12 | BNP PARIBAS FINANCIAL MARKETS | 10,261,000 | 15,102,960 | 2.82% | PRN | |
| 13 | Invesco Ltd. | 10,250,000 | 15,087,000 | 2.81% | ||
| 14 | HBK INVESTMENTS L P | 10,000,000 | 14,734,000 | 2.75% | PRN | |
| 15 | AQR ARBITRAGE LLC | 9,150,000 | 13,491,000 | 2.51% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 7,670,000 | 11,301,000 | 2.11% | PRN | |
| 17 | AMUNDI ASSET MANAGEMENT US, INC. | 7,003,000 | 10,308,000 | 1.92% | PRN | |
| 18 | Daiwa Securities Group Inc. | 6,500,000 | 9,579,000 | 1.79% | PRN | |
| 19 | PROSPECTOR PARTNERS LLC | 5,450,000 | 8,022,000 | 1.50% | ||
| 20 | Man Investments (CH) AG | 5,400,000 | 7,958,000 | 1.48% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 5,300,000 | 7,814,000 | 1.46% | ||
| 22 | AMERIPRISE FINANCIAL INC | 5,094,000 | 7,497,000 | 1.40% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 5,031,000 | 7,415,000 | 1.38% | PRN | |
| 24 | RWC Asset Management LLP | 5,000,000 | 7,372,000 | 1.37% | PRN | |
| 25 | CSS LLC/IL | 5,000,000 | 7,367,000 | 1.37% | PRN | |
| 26 | GLG Partners LP | 4,710,000 | 6,903,000 | 1.29% | PRN | |
| 27 | Sculptor Capital LP | 4,500,000 | 6,636,000 | 1.24% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 4,486,000 | 6,601,000 | 1.23% | PRN | |
| 29 | AXA S.A. | 3,500,000 | 5,152,000 | 0.96% | PRN | |
| 30 | SG Americas Securities, LLC | 30,000 | 4,423,000 | 0.82% | PRN | |
| 31 | Paloma Partners Management Co | 3,000,000 | 4,413,000 | 0.82% | PRN | |
| 32 | NOMURA HOLDINGS INC | 2,883,000 | 4,243,000 | 0.79% | PRN | |
| 33 | BlackRock Finance, Inc. | 2,660,000 | 3,915,000 | 0.73% | PRN | |
| 34 | WELLINGTON MANAGEMENT GROUP LLP | 2,205,000 | 3,246,000 | 0.61% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 1,503,000 | 2,211,000 | 0.41% | PRN | |
| 36 | Calamos Wealth Management LLC | 1,414,000 | 2,084,000 | 0.39% | PRN | |
| 37 | BARCLAYS PLC | 1,100,000 | 1,617,000 | 0.30% | PRN | |
| 38 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 1,474,000 | 0.27% | ||
| 39 | Allianz Asset Management GmbH | 900,000 | 1,327,000 | 0.25% | PRN | |
| 40 | BANK OF AMERICA CORP /DE/ | 721,000 | 1,061,000 | 0.20% | PRN | |
| 41 | CREDIT SUISSE AG/ | 600,000 | 883,000 | 0.16% | PRN | |
| 42 | Compagnie Lombard Odier SCmA | 560,000 | 829,000 | 0.15% | PRN | |
| 43 | RUSSELL FRANK CO/ | 540,000 | 796,000 | 0.15% | ||
| 44 | CITIGROUP INC | 437,000 | 643,000 | 0.12% | PRN | |
| 45 | BlackRock Group LTD | 155,000 | 228,000 | 0.04% | PRN | |
| 46 | Jefferies Group LLC | 124,000 | 183,000 | 0.03% | PRN | |
| 47 | SALZHAUER MICHAEL | 13,600 | 106,000 | 0.02% | Call | |
| 48 | MSI Financial Services Inc | 2,000 | 3,000 | 0.00% |
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.
