| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 31,500,000 | 34,269,000 | 18.12% | PRN | |
| 2 | CITADEL ADVISORS LLC | 20,000,000 | 21,776,000 | 11.52% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 17,500,000 | 18,988,000 | 10.04% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 10,504,000 | 11,427,000 | 6.04% | PRN | |
| 5 | BNP PARIBAS FINANCIAL MARKETS | 8,725,000 | 9,466,624 | 5.01% | PRN | |
| 6 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 8,680,000 | 4.59% | PRN | |
| 7 | LAZARD ASSET MANAGEMENT LLC | 8,000,000 | 8,680,000 | 4.59% | PRN | |
| 8 | TENOR CAPITAL MANAGEMENT Co., L.P. | 6,500,000 | 7,136,000 | 3.77% | PRN | |
| 9 | Jefferies Group LLC | 6,234,000 | 6,764,000 | 3.58% | PRN | |
| 10 | AMUNDI ASSET MANAGEMENT US, INC. | 6,000,000 | 6,510,000 | 3.44% | PRN | |
| 11 | SSI INVESTMENT MANAGEMENT LLC | 6,000,000 | 6,510,000 | 3.44% | PRN | |
| 12 | CSS LLC/IL | 5,000,000 | 5,451,000 | 2.88% | PRN | |
| 13 | Ionic Capital Management LLC | 5,000,000 | 5,441,000 | 2.88% | PRN | |
| 14 | Calamos Advisors LLC | 5,000,000 | 5,437,000 | 2.88% | PRN | |
| 15 | Mohican Financial Management, LLC | 4,500,000 | 4,882,000 | 2.58% | ||
| 16 | Context Capital Management, LLC | 3,250,000 | 3,534,000 | 1.87% | PRN | |
| 17 | Pine River Capital Management L.P. | 2,500,000 | 2,716,000 | 1.44% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 2,250,000 | 2,444,000 | 1.29% | PRN | |
| 19 | BARCLAYS PLC | 2,074,000 | 2,240,000 | 1.18% | PRN | |
| 20 | MACKAY SHIELDS LLC | 1,975,000 | 2,153,000 | 1.14% | PRN | |
| 21 | BlueCrest Capital Management Ltd | 79,532 | 2,146,000 | 1.13% | PRN | |
| 22 | CREDIT AGRICOLE S A | 1,850,000 | 2,007,000 | 1.06% | PRN | |
| 23 | WELLINGTON MANAGEMENT GROUP LLP | 1,725,000 | 1,872,000 | 0.99% | PRN | |
| 24 | Man Investments (CH) AG | 1,500,000 | 1,631,000 | 0.86% | PRN | |
| 25 | GRACE BROTHERS MANAGEMENT LLC | 1,250,000 | 1,361,000 | 0.72% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 1,028,000 | 1,120,000 | 0.59% | PRN | |
| 27 | AQR ARBITRAGE LLC | 1,000,000 | 1,090,000 | 0.58% | PRN | |
| 28 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 1,090,000 | 0.58% | PRN | |
| 29 | Bank of New York Mellon Corp | 750,000 | 827,000 | 0.44% | ||
| 30 | DEUTSCHE BANK AG\ | 715,000 | 775,000 | 0.41% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 327,000 | 355,000 | 0.19% | PRN | |
| 32 | JPMORGAN CHASE & CO | 294,000 | 319,000 | 0.17% | 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.
