| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Hudson Bay Capital Management LP | 39,341,000 | 39,585,000 | 10.38% | PRN | |
| 2 | ANGELO GORDON & CO., L.P. | 24,500,000 | 24,668,000 | 6.47% | PRN | |
| 3 | AQR ARBITRAGE LLC | 24,150,000 | 24,437,000 | 6.41% | PRN | |
| 4 | Ferox Capital Management LP | 23,500,000 | 23,811,000 | 6.24% | PRN | |
| 5 | Lombard Odier Asset Management (Europe) Ltd | 19,200,000 | 19,509,000 | 5.12% | PRN | |
| 6 | CITADEL ADVISORS LLC | 18,900,000 | 19,057,000 | 5.00% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 16,500,000 | 16,653,000 | 4.37% | ||
| 8 | ARISTEIA CAPITAL, L.L.C. | 16,000,000 | 16,136,000 | 4.23% | PRN | |
| 9 | SILVERBACK ASSET MANAGEMENT LLC | 16,000,000 | 16,104,000 | 4.22% | PRN | |
| 10 | BESSEMER GROUP INC | 15,000,000 | 15,188,000 | 3.98% | PRN | |
| 11 | JPMORGAN CHASE & CO | 13,790,000 | 13,884,000 | 3.64% | PRN | |
| 12 | OAKTREE CAPITAL MANAGEMENT LP | 12,500,000 | 12,656,000 | 3.32% | PRN | |
| 13 | Taconic Capital Advisors LP | 12,500,000 | 12,594,000 | 3.30% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 12,245,000 | 12,328,000 | 3.23% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 10,380,000 | 10,451,000 | 2.74% | PRN | |
| 16 | AMERIPRISE FINANCIAL INC | 10,110,000 | 10,179,000 | 2.67% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 10,100,000 | 10,163,000 | 2.67% | PRN | |
| 18 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 10,069,000 | 2.64% | PRN | |
| 19 | Tetragon Partners GP Ltd | 8,750,000 | 8,874,000 | 2.33% | PRN | |
| 20 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,574,000 | 2.25% | PRN | |
| 21 | CITIGROUP INC | 7,716,000 | 7,769,000 | 2.04% | PRN | |
| 22 | Invesco Ltd. | 6,000,000 | 6,041,000 | 1.58% | ||
| 23 | Calamos Advisors LLC | 5,000,000 | 5,046,000 | 1.32% | PRN | |
| 24 | Pine River Capital Management L.P. | 5,000,000 | 5,038,000 | 1.32% | PRN | |
| 25 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,500,000 | 4,568,000 | 1.20% | PRN | |
| 26 | LINDEN ADVISORS LP | 4,500,000 | 4,543,000 | 1.19% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 4,000,000 | 4,028,000 | 1.06% | PRN | |
| 28 | FMR LLC | 4,000,000 | 4,028,000 | 1.06% | PRN | |
| 29 | GLG Partners LP | 3,500,000 | 3,526,000 | 0.92% | PRN | |
| 30 | CSS LLC/IL | 2,775,000 | 2,803,000 | 0.74% | PRN | |
| 31 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 2,024,000 | 0.53% | ||
| 32 | NOMURA HOLDINGS INC | 1,810,000 | 1,822,000 | 0.48% | PRN | |
| 33 | CREDIT SUISSE AG/ | 1,500,000 | 1,510,000 | 0.40% | PRN | |
| 34 | STIFEL FINANCIAL CORP | 1,283,772 | 1,284,000 | 0.34% | PRN | |
| 35 | SSI INVESTMENT MANAGEMENT LLC | 790,000 | 796,000 | 0.21% | PRN | |
| 36 | Neuberger Berman Group LLC | 315,000 | 317,000 | 0.08% | PRN | |
| 37 | RWC Asset Management LLP | 300,000 | 303,000 | 0.08% | PRN | |
| 38 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 269,000 | 0.07% | PRN | |
| 39 | MORGAN STANLEY | 224,000 | 226,000 | 0.06% | PRN | |
| 40 | CREDIT AGRICOLE S A | 216,000 | 217,000 | 0.06% | PRN | |
| 41 | FIRST MANHATTAN CO. LLC. | 205,000 | 206,000 | 0.05% | PRN | |
| 42 | Cetera Advisors LLC | 50,000 | 50,000 | 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.
