| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | OAKTREE CAPITAL MANAGEMENT LP | 102,845,000 | 93,478,000 | 9.66% | PRN | |
| 2 | GOLDMAN SACHS GROUP INC | 86,588,000 | 78,362,000 | 8.10% | PRN | |
| 3 | Calamos Advisors LLC | 69,823,000 | 63,667,000 | 6.58% | PRN | |
| 4 | LORD, ABBETT & CO. LLC | 40,351,000 | 36,719,000 | 3.79% | PRN | |
| 5 | ROYAL BANK OF CANADA | 37,951,000 | 34,345,000 | 3.55% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 36,000,000 | 32,826,000 | 3.39% | PRN | |
| 7 | JPMORGAN CHASE & CO | 35,705,000 | 32,313,000 | 3.34% | PRN | |
| 8 | CAMDEN ASSET MANAGEMENT L P /CA | 35,700,000 | 32,309,000 | 3.34% | PRN | |
| 9 | BlueCrest Capital Management LLP | 34,495,000 | 31,485,000 | 3.25% | PRN | |
| 10 | CREDIT SUISSE AG/ | 31,246,000 | 28,278,000 | 2.92% | PRN | |
| 11 | COASTLAND CAPITAL LLC | 29,500 | 26,819,000 | 2.77% | PRN | |
| 12 | Pine River Capital Management L.P. | 25,500,000 | 23,161,000 | 2.39% | PRN | |
| 13 | GLG Partners LP | 24,600,000 | 22,333,000 | 2.31% | PRN | |
| 14 | PEAK6 Group LLC | 245,000 | 22,295,000 | 2.30% | PRN | |
| 15 | Assured Investment Management LLC | 22,500,000 | 20,489,000 | 2.12% | PRN | |
| 16 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 18,173,000 | 1.88% | PRN | |
| 17 | D. E. Shaw & Co., Inc. | 20,000,000 | 18,171,000 | 1.88% | PRN | |
| 18 | SYMPHONY ASSET MANAGEMENT LLC | 19,000,000 | 17,195,000 | 1.78% | PRN | |
| 19 | BARCLAYS PLC | 18,942,000 | 17,048,000 | 1.76% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 17,802,000 | 16,267,000 | 1.68% | PRN | |
| 21 | HARVARD MANAGEMENT CO INC | 17,500,000 | 15,848,000 | 1.64% | PRN | |
| 22 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 17,500,000 | 15,838,000 | 1.64% | PRN | |
| 23 | NOMURA HOLDINGS INC | 170,101 | 15,394,000 | 1.59% | Put | |
| 24 | ARROWGRASS CAPITAL PARTNERS (US) LP | 25,000 | 14,481,000 | 1.50% | PRN | |
| 25 | Jabre Capital Partners S.A. | 15,000,000 | 13,655,000 | 1.41% | PRN | |
| 26 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 13,646,000 | 1.41% | PRN | |
| 27 | Ionic Capital Management LLC | 15,000,000 | 13,636,000 | 1.41% | PRN | |
| 28 | Polar Asset Management Partners Inc. | 15,000,000 | 13,622,000 | 1.41% | PRN | |
| 29 | MORGAN STANLEY | 15,000,000 | 13,590,000 | 1.40% | PRN | |
| 30 | BNP Paribas Asset Management Holding S.A. | 14,823,000 | 13,427,000 | 1.39% | PRN | |
| 31 | TENOR CAPITAL MANAGEMENT Co., L.P. | 13,000,000 | 11,828,000 | 1.22% | PRN | |
| 32 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 12,000,000 | 10,905,000 | 1.13% | PRN | |
| 33 | SSI INVESTMENT MANAGEMENT LLC | 12,000,000 | 10,899,000 | 1.13% | PRN | |
| 34 | CSS LLC/IL | 11,500,000 | 10,484,000 | 1.08% | PRN | |
| 35 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 9,955,000 | 1.03% | PRN | |
| 36 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 9,083,000 | 0.94% | PRN | |
| 37 | Man Investments (CH) AG | 9,000,000 | 8,179,000 | 0.85% | PRN | |
| 38 | Castle Creek Arbitrage, LLC | 8,500,000 | 7,723,000 | 0.80% | PRN | |
| 39 | Ferox Capital Management LP | 7,800,000 | 7,096,000 | 0.73% | PRN | |
| 40 | NOMURA HOLDINGS INC | 7,591,000 | 6,870,000 | 0.71% | PRN | |
| 41 | PUTNAM INVESTMENTS LLC | 6,000,000 | 5,430,000 | 0.56% | ||
| 42 | UBS AG | 5,340,000 | 4,833,000 | 0.50% | PRN | |
| 43 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,001,000 | 4,547,000 | 0.47% | PRN | |
| 44 | MILLENNIUM MANAGEMENT LLC | 5,000 | 4,545,000 | 0.47% | ||
| 45 | Pentwater Capital Management LP | 5,000,000 | 4,545,000 | 0.47% | PRN | |
| 46 | FIL Ltd | 5,000,000 | 4,534,000 | 0.47% | PRN | |
| 47 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 3,700,000 | 0.38% | PRN | |
| 48 | Nicholas Investment Partners, LP | 4,000,000 | 3,620,000 | 0.37% | PRN | |
| 49 | DEUTSCHE BANK AG\ | 3,500,000 | 3,167,000 | 0.33% | PRN | |
| 50 | Clearbridge Investments, LLC | 3,300,000 | 2,999,000 | 0.31% | 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.
