| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Allianz Asset Management GmbH | 33,490,000 | 34,217,000 | 9.60% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 32,065,000 | 32,630,000 | 9.16% | PRN | |
| 3 | AQR ARBITRAGE LLC | 29,525,000 | 30,189,000 | 8.47% | PRN | |
| 4 | CQS Cayman LP | 28,500,000 | 29,124,000 | 8.17% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 22,109,000 | 22,561,000 | 6.33% | PRN | |
| 6 | CITADEL ADVISORS LLC | 20,000,000 | 20,405,000 | 5.73% | PRN | |
| 7 | SHENKMAN CAPITAL MANAGEMENT INC | 19,812,000 | 20,258,000 | 5.68% | PRN | |
| 8 | Invesco Ltd. | 17,580,000 | 17,910,000 | 5.03% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 13,771,000 | 14,080,000 | 3.95% | PRN | |
| 10 | BlueCrest Capital Management Ltd | 10,416,000 | 10,655,000 | 2.99% | PRN | |
| 11 | JPMORGAN CHASE & CO | 10,232,000 | 10,454,000 | 2.93% | PRN | |
| 12 | Polar Asset Management Partners Inc. | 10,000,000 | 10,204,000 | 2.86% | PRN | |
| 13 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 10,188,000 | 2.86% | PRN | |
| 14 | SYMPHONY ASSET MANAGEMENT LLC | 9,180,000 | 9,387,000 | 2.63% | PRN | |
| 15 | RWC Asset Management LLP | 9,000,000 | 9,183,000 | 2.58% | PRN | |
| 16 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 8,500,000 | 8,628,000 | 2.42% | PRN | |
| 17 | MORGAN STANLEY | 7,627,000 | 7,741,000 | 2.17% | PRN | |
| 18 | Myriad Asset Management Ltd. | 7,000,000 | 7,070,000 | 1.98% | PRN | |
| 19 | PRICE MICHAEL F | 477,500 | 6,308,000 | 1.77% | ||
| 20 | DEUTSCHE BANK AG\ | 5,673,000 | 5,778,000 | 1.62% | PRN | |
| 21 | WOLVERINE ASSET MANAGEMENT LLC | 5,400,000 | 5,513,000 | 1.55% | PRN | |
| 22 | BNP PARIBAS FINANCIAL MARKETS | 5,265,000 | 5,363,718 | 1.51% | PRN | |
| 23 | CREDIT SUISSE AG/ | 5,180,000 | 5,278,000 | 1.48% | PRN | |
| 24 | Calamos Advisors LLC | 5,000,000 | 5,102,000 | 1.43% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 3,262,000 | 3,318,000 | 0.93% | PRN | |
| 26 | Polar Capital LLP | 3,200,000 | 3,266,000 | 0.92% | PRN | |
| 27 | CAMDEN ASSET MANAGEMENT L P /CA | 2,650,000 | 2,700,000 | 0.76% | PRN | |
| 28 | Jefferies Group LLC | 2,370,000 | 2,418,000 | 0.68% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 2,070,000 | 2,109,000 | 0.59% | PRN | |
| 30 | BESSEMER GROUP INC | 2,000,000 | 1,991,000 | 0.56% | PRN | |
| 31 | Bank of New York Mellon Corp | 1,000,000 | 1,022,000 | 0.29% | ||
| 32 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 798,000 | 809,000 | 0.23% | PRN | |
| 33 | WELLS FARGO & COMPANY/MN | 325,000 | 331,000 | 0.09% | PRN | |
| 34 | BlackRock Fund Advisors | 75,000 | 76,000 | 0.02% | PRN | |
| 35 | M&T BANK CORP | 34,000 | 35,000 | 0.01% | PRN | |
| 36 | GOLDMAN SACHS GROUP INC | 30,000 | 31,000 | 0.01% | PRN | |
| 37 | BANK OF AMERICA CORP /DE/ | 12,000 | 12,000 | 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.
