| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 61,000,000 | 68,969,000 | 17.46% | PRN | |
| 2 | Calamos Advisors LLC | 36,213,000 | 40,952,000 | 10.37% | PRN | |
| 3 | STEELHEAD PARTNERS LLC | 33,338,000 | 37,713,000 | 9.55% | PRN | |
| 4 | Allianz Asset Management GmbH | 27,060,000 | 30,536,000 | 7.73% | PRN | |
| 5 | Assured Investment Management LLC | 24,000,000 | 27,179,000 | 6.88% | PRN | |
| 6 | WOLVERINE ASSET MANAGEMENT LLC | 18,611,000 | 21,047,000 | 5.33% | PRN | |
| 7 | Waterstone Capital Management, L.P. | 17,000,000 | 19,216,000 | 4.86% | PRN | |
| 8 | Pine River Capital Management L.P. | 16,560,000 | 18,733,000 | 4.74% | PRN | |
| 9 | CAMDEN ASSET MANAGEMENT L P /CA | 15,700,000 | 17,692,000 | 4.48% | PRN | |
| 10 | JPMORGAN CHASE & CO | 14,217,000 | 16,021,000 | 4.06% | PRN | |
| 11 | Invesco Ltd. | 11,500,000 | 12,959,000 | 3.28% | ||
| 12 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 11,269,000 | 2.85% | PRN | |
| 13 | ZAZOVE ASSOCIATES LLC | 8,700,000 | 9,826,000 | 2.49% | PRN | |
| 14 | SYMPHONY ASSET MANAGEMENT LLC | 7,500,000 | 8,452,000 | 2.14% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 6,990,000 | 7,876,000 | 1.99% | PRN | |
| 16 | SHENKMAN CAPITAL MANAGEMENT INC | 6,420,000 | 7,251,000 | 1.84% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 5,931,000 | 6,699,000 | 1.70% | PRN | |
| 18 | CITIGROUP INC | 4,730,000 | 5,330,000 | 1.35% | PRN | |
| 19 | NOMURA HOLDINGS INC | 4,497,000 | 5,068,000 | 1.28% | PRN | |
| 20 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 4,000,000 | 4,516,000 | 1.14% | PRN | |
| 21 | BARCLAYS PLC | 3,582,000 | 4,012,000 | 1.02% | PRN | |
| 22 | CREDIT AGRICOLE S A | 2,700,000 | 3,043,000 | 0.77% | PRN | |
| 23 | CSS LLC/IL | 2,298,000 | 2,603,000 | 0.66% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 1,596,000 | 1,797,000 | 0.45% | PRN | |
| 25 | BASSO CAPITAL MANAGEMENT, L.P. | 1,500,000 | 1,692,000 | 0.43% | PRN | |
| 26 | WELLINGTON MANAGEMENT GROUP LLP | 1,345,000 | 1,516,000 | 0.38% | PRN | |
| 27 | Bank of New York Mellon Corp | 1,250,000 | 1,416,000 | 0.36% | ||
| 28 | Jefferies Group LLC | 555,000 | 625,000 | 0.16% | PRN | |
| 29 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 563,000 | 0.14% | ||
| 30 | CREDIT SUISSE AG/ | 313,000 | 353,000 | 0.09% | PRN | |
| 31 | BlackRock Fund Advisors | 100,000 | 113,000 | 0.03% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 22,000 | 25,000 | 0.01% | PRN | |
| 33 | M&T BANK CORP | 20,000 | 23,000 | 0.01% | 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.
