| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 101,013,000 | 193,944,000 | 11.21% | PRN | |
| 2 | AQR CAPITAL MANAGEMENT LLC | 91,031,000 | 175,235,000 | 10.13% | PRN | |
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 81,446,000 | 156,376,000 | 9.04% | PRN | |
| 4 | Castle Creek Arbitrage, LLC | 74,994,000 | 144,141,000 | 8.33% | PRN | |
| 5 | COASTLAND CAPITAL LLC | 74,700 | 143,584,000 | 8.30% | PRN | |
| 6 | CAMDEN ASSET MANAGEMENT L P /CA | 74,056,000 | 142,188,000 | 8.22% | PRN | |
| 7 | Sculptor Capital LP | 70,071,000 | 134,547,000 | 7.78% | PRN | |
| 8 | Myriad Asset Management Ltd. | 32,500,000 | 62,413,000 | 3.61% | PRN | |
| 9 | Kohlberg Kravis Roberts & Co. L.P. | 23,500,000 | 45,943,000 | 2.66% | PRN | |
| 10 | Calamos Advisors LLC | 20,070,000 | 38,539,000 | 2.23% | PRN | |
| 11 | SG Americas Securities, LLC | 200,000 | 38,500,000 | 2.23% | PRN | |
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,000,000 | 38,404,000 | 2.22% | ||
| 13 | Daiwa Securities Group Inc. | 18,500,000 | 35,534,000 | 2.05% | PRN | |
| 14 | Pine River Capital Management L.P. | 17,000,000 | 32,691,000 | 1.89% | PRN | |
| 15 | GLG Partners LP | 16,500,000 | 31,690,000 | 1.83% | PRN | |
| 16 | D. E. Shaw & Co., Inc. | 13,285,000 | 25,522,000 | 1.48% | PRN | |
| 17 | BNP PARIBAS FINANCIAL MARKETS | 12,621,000 | 24,232,320 | 1.40% | PRN | |
| 18 | LAZARD ASSET MANAGEMENT LLC | 11,500,000 | 22,080,000 | 1.28% | PRN | |
| 19 | Assured Investment Management LLC | 10,000,000 | 19,235,000 | 1.11% | ||
| 20 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 17,856,000 | 1.03% | PRN | |
| 21 | TD Securities (USA) LLC | 9,000,000 | 17,266,000 | 1.00% | PRN | |
| 22 | ELLIOTT MANAGEMENT CORP | 7,500,000 | 14,373,000 | 0.83% | PRN | |
| 23 | EQUITEC SPECIALISTS, LLC | 7,066,000 | 13,567,000 | 0.78% | PRN | |
| 24 | PUTNAM INVESTMENTS LLC | 6,656,000 | 12,779,000 | 0.74% | ||
| 25 | Invesco Ltd. | 6,250,000 | 12,000,000 | 0.69% | ||
| 26 | WHITEBOX ADVISORS LLC | 6,240,000 | 11,981,000 | 0.69% | PRN | |
| 27 | UBS Group AG | 5,816,000 | 11,167,000 | 0.65% | PRN | |
| 28 | BASSO CAPITAL MANAGEMENT, L.P. | 5,763,000 | 11,065,000 | 0.64% | PRN | |
| 29 | CANADA PENSION PLAN INVESTMENT BOARD | 5,500,000 | 10,553,000 | 0.61% | PRN | |
| 30 | THRIVENT FINANCIAL FOR LUTHERANS | 5,400,000 | 10,395,000 | 0.60% | ||
| 31 | SSI INVESTMENT MANAGEMENT LLC | 4,403,000 | 8,457,000 | 0.49% | ||
| 32 | ANGELO GORDON & CO., L.P. | 4,400,000 | 8,448,000 | 0.49% | PRN | |
| 33 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 7,700,000 | 0.45% | PRN | |
| 34 | GRACE BROTHERS MANAGEMENT LLC | 3,750,000 | 7,207,000 | 0.42% | PRN | |
| 35 | Paloma Partners Management Co | 3,500,000 | 6,727,000 | 0.39% | PRN | |
| 36 | SCOTIA CAPITAL INC. | 2,966,000 | 5,695,000 | 0.33% | ||
| 37 | Clearbridge Investments, LLC | 2,800,000 | 5,374,000 | 0.31% | PRN | |
| 38 | JPMORGAN CHASE & CO | 2,618,000 | 5,026,000 | 0.29% | PRN | |
| 39 | AXA S.A. | 2,500,000 | 4,800,000 | 0.28% | PRN | |
| 40 | LAFFER TENGLER INVESTMENTS, INC. | 1,824 | 3,527,567 | 0.20% | PRN | |
| 41 | MIZUHO SECURITIES USA LLC | 1,750,000 | 3,369,000 | 0.19% | ||
| 42 | EUBEL BRADY & SUTTMAN ASSET MANAGEMENT INC | 1,100,000 | 2,112,000 | 0.12% | PRN | |
| 43 | Sage Capital Management, LLC | 980,000 | 1,884,000 | 0.11% | PRN | |
| 44 | Allianz Asset Management GmbH | 900,000 | 1,733,000 | 0.10% | PRN | |
| 45 | MANAGED ACCOUNT ADVISORS LLC | 784,000 | 1,505,000 | 0.09% | PRN | |
| 46 | JANE STREET GROUP, LLC | 600,000 | 1,173,000 | 0.07% | ||
| 47 | Bellecapital International Ltd. | 600,000 | 1,173,000 | 0.07% | PRN | |
| 48 | WELLS FARGO & COMPANY/MN | 539,000 | 1,043,000 | 0.06% | PRN | |
| 49 | SANDLER CAPITAL MANAGEMENT | 500,000 | 960,000 | 0.06% | PRN | |
| 50 | BARCLAYS PLC | 364,000 | 699,000 | 0.04% | 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.
