| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 20,500,000 | 29,410,000 | 13.52% | PRN | |
| 2 | Ionic Capital Management LLC | 17,000,000 | 24,378,000 | 11.21% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 17,000,000 | 24,342,000 | 11.19% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 16,428,000 | 23,522,000 | 10.81% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 15,700,000 | 22,487,000 | 10.34% | PRN | |
| 6 | JPMORGAN CHASE & CO | 10,775,000 | 15,429,000 | 7.09% | PRN | |
| 7 | Calamos Advisors LLC | 10,500,000 | 15,091,000 | 6.94% | PRN | |
| 8 | ROYAL BANK OF CANADA | 10,195,000 | 14,598,000 | 6.71% | PRN | |
| 9 | Fore Research & Management, LP | 9,500,000 | 13,626,000 | 6.26% | PRN | |
| 10 | Paloma Partners Management Co | 6,500,000 | 9,321,000 | 4.29% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 7,159,000 | 3.29% | PRN | |
| 12 | CITIGROUP INC | 4,045,000 | 5,792,000 | 2.66% | PRN | |
| 13 | AQR CAPITAL MANAGEMENT LLC | 2,875,000 | 4,124,000 | 1.90% | PRN | |
| 14 | Kohlberg Kravis Roberts & Co. L.P. | 2,000,000 | 2,887,000 | 1.33% | PRN | |
| 15 | SSI INVESTMENT MANAGEMENT LLC | 1,840,000 | 2,635,000 | 1.21% | PRN | |
| 16 | BANK OF AMERICA CORP /DE/ | 1,500,000 | 2,148,000 | 0.99% | PRN | |
| 17 | GOLDMAN SACHS GROUP INC | 219,000 | 314,000 | 0.14% | PRN | |
| 18 | Investors Capital Advisory Services | 64,000 | 91,000 | 0.04% | ||
| 19 | BARCLAYS PLC | 49,000 | 70,000 | 0.03% | PRN | |
| 20 | Jefferies Group LLC | 27,000 | 39,000 | 0.02% | PRN | |
| 21 | Creative Planning | 15,000 | 21,000 | 0.01% | PRN | |
| 22 | MSI Financial Services Inc | 8,000 | 11,000 | 0.01% | ||
| 23 | Wellesley Asset Management | 1,781 | 2,550 | 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.
