| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Hudson Bay Capital Management LP | 37,841,000 | 37,683,000 | 10.32% | PRN | |
| 2 | ANGELO GORDON & CO., L.P. | 29,500,000 | 29,260,000 | 8.02% | PRN | |
| 3 | Ferox Capital Management LP | 27,500,000 | 27,357,000 | 7.49% | PRN | |
| 4 | AQR ARBITRAGE LLC | 24,150,000 | 24,075,000 | 6.60% | PRN | |
| 5 | Lombard Odier Asset Management (Europe) Ltd | 18,430,000 | 18,430,000 | 5.05% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 17,500,000 | 17,444,000 | 4.78% | PRN | |
| 7 | BESSEMER GROUP INC | 15,000,000 | 15,114,000 | 4.14% | PRN | |
| 8 | JPMORGAN CHASE & CO | 13,513,000 | 13,463,000 | 3.69% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 12,800,000 | 12,692,000 | 3.48% | PRN | |
| 10 | OAKTREE CAPITAL MANAGEMENT LP | 12,500,000 | 12,513,000 | 3.43% | PRN | |
| 11 | Taconic Capital Advisors LP | 12,500,000 | 12,391,000 | 3.39% | PRN | |
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,500,000 | 11,442,000 | 3.13% | ||
| 13 | DEUTSCHE BANK AG\ | 10,742,000 | 10,654,000 | 2.92% | PRN | |
| 14 | AMERIPRISE FINANCIAL INC | 10,710,000 | 10,623,000 | 2.91% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 10,380,000 | 10,347,000 | 2.83% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 9,919,000 | 2.72% | PRN | |
| 17 | CITADEL ADVISORS LLC | 9,908,000 | 9,862,000 | 2.70% | PRN | |
| 18 | Tetragon Partners GP Ltd | 8,750,000 | 8,874,000 | 2.43% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,464,000 | 2.32% | PRN | |
| 20 | Pine River Capital Management L.P. | 7,000,000 | 6,961,000 | 1.91% | PRN | |
| 21 | TENOR CAPITAL MANAGEMENT Co., L.P. | 6,000,000 | 6,074,000 | 1.66% | PRN | |
| 22 | Invesco Ltd. | 6,000,000 | 5,951,000 | 1.63% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 5,350,000 | 5,307,000 | 1.45% | PRN | |
| 24 | ARISTEIA CAPITAL, L.L.C. | 5,200,000 | 5,184,000 | 1.42% | PRN | |
| 25 | Calamos Advisors LLC | 5,000,000 | 4,975,000 | 1.36% | PRN | |
| 26 | LINDEN ADVISORS LP | 4,500,000 | 4,485,000 | 1.23% | PRN | |
| 27 | NOMURA HOLDINGS INC | 4,520,000 | 4,483,000 | 1.23% | PRN | |
| 28 | FMR LLC | 4,000,000 | 3,968,000 | 1.09% | PRN | |
| 29 | GLG Partners LP | 3,500,000 | 3,493,000 | 0.96% | PRN | |
| 30 | JUPITER ASSET MANAGEMENT LTD | 2,800,000 | 2,790,000 | 0.76% | PRN | |
| 31 | CSS LLC/IL | 2,775,000 | 2,767,000 | 0.76% | PRN | |
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 1,994,000 | 0.55% | ||
| 33 | CREDIT SUISSE AG/ | 1,500,000 | 1,487,000 | 0.41% | PRN | |
| 34 | STIFEL FINANCIAL CORP | 1,244,809 | 1,245,000 | 0.34% | PRN | |
| 35 | CITIGROUP INC | 1,157,000 | 1,148,000 | 0.31% | PRN | |
| 36 | SSI INVESTMENT MANAGEMENT LLC | 790,000 | 784,000 | 0.21% | PRN | |
| 37 | RWC Asset Management LLP | 300,000 | 299,000 | 0.08% | PRN | |
| 38 | Neuberger Berman Group LLC | 290,000 | 288,000 | 0.08% | PRN | |
| 39 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 266,000 | 0.07% | PRN | |
| 40 | CREDIT AGRICOLE S A | 216,000 | 214,000 | 0.06% | PRN | |
| 41 | FIRST MANHATTAN CO. LLC. | 190,000 | 188,000 | 0.05% | PRN | |
| 42 | Cetera Advisors LLC | 50,000 | 50,000 | 0.01% | PRN | |
| 43 | MORGAN STANLEY | 1,000 | 1,000 | 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.
