| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BLACKROCK ADVISORS LLC | 35,368,000 | 49,692,000 | 14.50% | PRN | |
| 2 | CAMDEN ASSET MANAGEMENT L P /CA | 28,046,000 | 39,405,000 | 11.50% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 16,500,000 | 23,230,000 | 6.78% | ||
| 4 | Sculptor Capital LP | 15,922,000 | 22,394,000 | 6.53% | PRN | |
| 5 | BlackRock Group LTD | 12,276,000 | 17,248,000 | 5.03% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 11,500,000 | 16,179,000 | 4.72% | PRN | |
| 7 | AQR ARBITRAGE LLC | 11,400,000 | 16,074,000 | 4.69% | PRN | |
| 8 | CITADEL ADVISORS LLC | 11,283,000 | 15,863,000 | 4.63% | PRN | |
| 9 | D. E. Shaw & Co., Inc. | 10,000,000 | 14,052,000 | 4.10% | PRN | |
| 10 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 9,500,000 | 13,348,000 | 3.89% | PRN | |
| 11 | Calamos Advisors LLC | 9,000,000 | 12,671,000 | 3.70% | PRN | |
| 12 | SYMPHONY ASSET MANAGEMENT LLC | 9,000,000 | 12,645,000 | 3.69% | PRN | |
| 13 | ONTARIO TEACHERS PENSION PLAN BOARD | 7,500,000 | 10,575,000 | 3.09% | PRN | |
| 14 | WOLVERINE ASSET MANAGEMENT LLC | 7,057,000 | 9,924,000 | 2.90% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 6,570,000 | 9,214,000 | 2.69% | PRN | |
| 16 | JPMORGAN CHASE & CO | 5,607,000 | 7,878,000 | 2.30% | PRN | |
| 17 | MORGAN STANLEY | 5,300,000 | 7,440,000 | 2.17% | PRN | |
| 18 | BARCLAYS PLC | 4,035,000 | 5,649,000 | 1.65% | PRN | |
| 19 | BlackRock Investment Management, LLC | 3,414,000 | 4,797,000 | 1.40% | PRN | |
| 20 | CITIGROUP INC | 3,107,000 | 4,365,000 | 1.27% | PRN | |
| 21 | Mohican Financial Management, LLC | 3,000,000 | 4,215,000 | 1.23% | ||
| 22 | BANK OF AMERICA CORP /DE/ | 2,500,000 | 3,513,000 | 1.03% | PRN | |
| 23 | BNP PARIBAS FINANCIAL MARKETS | 2,500,000 | 3,512,500 | 1.02% | PRN | |
| 24 | NOMURA HOLDINGS INC | 2,437,000 | 3,421,000 | 1.00% | PRN | |
| 25 | WELLS FARGO & COMPANY/MN | 2,055,000 | 2,891,000 | 0.84% | PRN | |
| 26 | ROYAL BANK OF CANADA | 2,000,000 | 2,804,000 | 0.82% | PRN | |
| 27 | SSI INVESTMENT MANAGEMENT LLC | 1,666,000 | 2,340,000 | 0.68% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 1,107,000 | 1,554,000 | 0.45% | PRN | |
| 29 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 1,410,000 | 0.41% | PRN | |
| 30 | FMR LLC | 1,000,000 | 1,405,000 | 0.41% | PRN | |
| 31 | BlackRock Institutional Trust Company, N.A. | 973,000 | 1,367,000 | 0.40% | PRN | |
| 32 | BlackRock Finance, Inc. | 512,000 | 719,000 | 0.21% | PRN | |
| 33 | RWC Asset Management LLP | 400,000 | 561,000 | 0.16% | PRN | |
| 34 | Ionic Capital Management LLC | 250,000 | 352,000 | 0.10% | 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.
