| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 24,000,000 | 26,816,000 | 14.10% | PRN | |
| 2 | CITADEL ADVISORS LLC | 15,000,000 | 16,756,000 | 8.81% | PRN | |
| 3 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 10,000,000 | 11,180,000 | 5.88% | PRN | |
| 4 | CSS LLC/IL | 9,500,000 | 10,626,000 | 5.59% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 8,000,000 | 8,937,000 | 4.70% | PRN | |
| 6 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 8,915,000 | 4.69% | PRN | |
| 7 | Jefferies Group LLC | 7,300,000 | 8,134,000 | 4.28% | PRN | |
| 8 | Calamos Advisors LLC | 6,677,000 | 7,464,000 | 3.92% | PRN | |
| 9 | TENOR CAPITAL MANAGEMENT Co., L.P. | 6,500,000 | 7,282,000 | 3.83% | PRN | |
| 10 | AMUNDI ASSET MANAGEMENT US, INC. | 6,000,000 | 6,686,000 | 3.52% | PRN | |
| 11 | BNP PARIBAS FINANCIAL MARKETS | 5,928,000 | 6,606,044 | 3.47% | PRN | |
| 12 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 5,250,000 | 5,851,000 | 3.08% | PRN | |
| 13 | BlueCrest Capital Management Ltd | 5,050,000 | 5,656,000 | 2.97% | PRN | |
| 14 | Ionic Capital Management LLC | 5,000,000 | 5,579,000 | 2.93% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 5,571,000 | 2.93% | PRN | |
| 16 | PUTNAM INVESTMENTS LLC | 5,000,000 | 5,571,000 | 2.93% | ||
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 4,000,000 | 4,465,000 | 2.35% | PRN | |
| 18 | CREDIT SUISSE AG/ | 4,004,000 | 4,462,000 | 2.35% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 3,974,000 | 4,427,000 | 2.33% | ||
| 20 | JPMORGAN CHASE & CO | 3,097,000 | 3,451,000 | 1.81% | PRN | |
| 21 | Pine River Capital Management L.P. | 2,500,000 | 2,796,000 | 1.47% | PRN | |
| 22 | MACKAY SHIELDS LLC | 2,000,000 | 2,239,000 | 1.18% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 2,000,000 | 2,237,000 | 1.18% | PRN | |
| 24 | Visium Asset Management, LP | 2,000,000 | 2,234,000 | 1.17% | PRN | |
| 25 | SG Americas Securities, LLC | 20,000 | 2,229,000 | 1.17% | PRN | |
| 26 | CREDIT AGRICOLE S A | 1,850,000 | 2,057,000 | 1.08% | PRN | |
| 27 | Man Investments (CH) AG | 1,800,000 | 2,050,000 | 1.08% | PRN | |
| 28 | Context Capital Management, LLC | 1,750,000 | 1,964,000 | 1.03% | PRN | |
| 29 | Sage Capital Management, LLC | 1,500,000 | 1,671,000 | 0.88% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 1,327,000 | 1,479,000 | 0.78% | PRN | |
| 31 | GRACE BROTHERS MANAGEMENT LLC | 1,250,000 | 1,398,000 | 0.74% | PRN | |
| 32 | AQR CAPITAL MANAGEMENT LLC | 1,000,000 | 1,119,000 | 0.59% | PRN | |
| 33 | Mohican Financial Management, LLC | 1,000,000 | 1,114,000 | 0.59% | ||
| 34 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 500,000 | 560,000 | 0.29% | PRN | |
| 35 | WELLINGTON MANAGEMENT GROUP LLP | 450,000 | 501,000 | 0.26% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 88,000 | 98,000 | 0.05% | 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.
