| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WOLVERINE ASSET MANAGEMENT LLC | 27,435,000 | 33,111,000 | 8.31% | PRN | |
| 2 | Calamos Advisors LLC | 26,329,000 | 31,575,000 | 7.93% | PRN | |
| 3 | ARISTEIA CAPITAL, L.L.C. | 26,300,000 | 31,384,000 | 7.88% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 26,000,000 | 30,940,000 | 7.77% | PRN | |
| 5 | Luxor Capital Group, LP | 22,500,000 | 26,775,000 | 6.72% | PRN | |
| 6 | LINDEN ADVISORS LP | 20,418,000 | 24,360,000 | 6.12% | PRN | |
| 7 | Allianz Asset Management GmbH | 17,085,000 | 20,363,000 | 5.11% | PRN | |
| 8 | FRANKLIN RESOURCES INC | 16,000,000 | 19,080,000 | 4.79% | PRN | |
| 9 | CSS LLC/IL | 13,879,000 | 16,529,000 | 4.15% | PRN | |
| 10 | BARCLAYS PLC | 12,326,000 | 14,668,000 | 3.68% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 11,004,000 | 13,122,000 | 3.29% | PRN | |
| 12 | Assured Investment Management LLC | 10,000,000 | 11,966,000 | 3.00% | PRN | |
| 13 | CITADEL ADVISORS LLC | 10,000,000 | 11,947,000 | 3.00% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 8,638,000 | 10,340,000 | 2.60% | PRN | |
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,595,000 | 10,264,000 | 2.58% | PRN | |
| 16 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,500,000 | 10,193,000 | 2.56% | ||
| 17 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 9,520,000 | 2.39% | PRN | |
| 18 | MACKAY SHIELDS LLC | 6,987,000 | 8,332,000 | 2.09% | PRN | |
| 19 | Mohican Financial Management, LLC | 6,000,000 | 7,140,000 | 1.79% | ||
| 20 | DEUTSCHE BANK AG\ | 5,383,000 | 6,405,000 | 1.61% | PRN | |
| 21 | Verition Fund Management LLC | 5,008,000 | 5,972,000 | 1.50% | PRN | |
| 22 | Senvest Management, LLC | 5,000,000 | 5,959,000 | 1.50% | PRN | |
| 23 | JPMORGAN CHASE & CO | 4,651,000 | 5,543,000 | 1.39% | PRN | |
| 24 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 4,000,000 | 4,000,000 | 1.00% | PRN | |
| 25 | Penn Capital Management Company, LLC | 3,247,000 | 3,864,000 | 0.97% | PRN | |
| 26 | SONORA INVESTMENT MANAGEMENT, LLC | 2,330,000 | 3,577,000 | 0.90% | ||
| 27 | Polar Capital LLP | 3,000,000 | 3,574,000 | 0.90% | ||
| 28 | Sage Capital Management, LLC | 2,840,000 | 3,384,000 | 0.85% | PRN | |
| 29 | BlueCrest Capital Management Ltd | 155,956 | 2,846,000 | 0.71% | PRN | |
| 30 | ZAZOVE ASSOCIATES LLC | 1,510,000 | 1,804,000 | 0.45% | PRN | |
| 31 | NOMURA HOLDINGS INC | 1,494,000 | 1,778,000 | 0.45% | PRN | |
| 32 | Ionic Capital Management LLC | 1,300,000 | 1,548,000 | 0.39% | PRN | |
| 33 | Jefferies Group LLC | 1,263,000 | 1,503,000 | 0.38% | PRN | |
| 34 | GEODE CAPITAL MANAGEMENT, LLC | 1,000,000 | 1,190,000 | 0.30% | PRN | |
| 35 | CREDIT AGRICOLE S A | 911,000 | 1,084,000 | 0.27% | PRN | |
| 36 | MORGAN STANLEY | 707,000 | 843,000 | 0.21% | PRN | |
| 37 | Bank of New York Mellon Corp | 500,000 | 596,000 | 0.15% | ||
| 38 | CITIGROUP INC | 500,000 | 595,000 | 0.15% | PRN | |
| 39 | GOLDMAN SACHS GROUP INC | 320,000 | 381,000 | 0.10% | PRN | |
| 40 | BlackRock Fund Advisors | 75,000 | 89,000 | 0.02% | PRN | |
| 41 | Calamos Wealth Management LLC | 63,000 | 76,000 | 0.02% | PRN | |
| 42 | Private Harbour Investment Management & Counsel, LLC | 25,000 | 30,000 | 0.01% | PRN | |
| 43 | BANK OF AMERICA CORP /DE/ | 4,000 | 5,000 | 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.
