| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ANGELO GORDON & CO., L.P. | 29,500,000 | 29,021,000 | 8.23% | PRN | |
| 2 | Ferox Capital Management LP | 27,200,000 | 26,873,000 | 7.62% | PRN | |
| 3 | Hudson Bay Capital Management LP | 24,303,000 | 23,956,000 | 6.79% | PRN | |
| 4 | AQR ARBITRAGE LLC | 19,525,000 | 19,305,000 | 5.48% | PRN | |
| 5 | Lombard Odier Asset Management (Europe) Ltd | 18,580,000 | 18,424,000 | 5.23% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 17,500,000 | 17,271,000 | 4.90% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 15,660,000 | 15,396,000 | 4.37% | PRN | |
| 8 | BESSEMER GROUP INC | 15,000,000 | 14,879,000 | 4.22% | PRN | |
| 9 | JPMORGAN CHASE & CO | 14,013,000 | 13,871,000 | 3.93% | PRN | |
| 10 | OAKTREE CAPITAL MANAGEMENT LP | 12,775,000 | 12,630,000 | 3.58% | PRN | |
| 11 | Taconic Capital Advisors LP | 12,500,000 | 12,211,000 | 3.46% | PRN | |
| 12 | Tetragon Partners GP Ltd | 12,000,000 | 11,922,000 | 3.38% | PRN | |
| 13 | LAZARD ASSET MANAGEMENT LLC | 11,930,000 | 11,795,000 | 3.35% | PRN | |
| 14 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,500,000 | 11,370,000 | 3.23% | ||
| 15 | CITIGROUP INC | 10,407,000 | 10,238,000 | 2.90% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 10,201,000 | 10,034,000 | 2.85% | PRN | |
| 17 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 9,838,000 | 2.79% | PRN | |
| 18 | AMERIPRISE FINANCIAL INC | 9,850,000 | 9,690,000 | 2.75% | PRN | |
| 19 | LINDEN ADVISORS LP | 9,500,000 | 9,372,000 | 2.66% | PRN | |
| 20 | RWC Asset Management LLP | 8,800,000 | 8,711,000 | 2.47% | PRN | |
| 21 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,386,000 | 2.38% | PRN | |
| 22 | GOLDMAN SACHS GROUP INC | 7,000,000 | 6,886,000 | 1.95% | PRN | |
| 23 | Invesco Ltd. | 6,000,000 | 5,903,000 | 1.67% | PRN | |
| 24 | Calamos Advisors LLC | 5,000,000 | 4,931,000 | 1.40% | PRN | |
| 25 | Pine River Capital Management L.P. | 5,000,000 | 4,917,000 | 1.39% | PRN | |
| 26 | CSS LLC/IL | 4,275,000 | 4,222,000 | 1.20% | PRN | |
| 27 | FMR LLC | 4,000,000 | 3,935,000 | 1.12% | PRN | |
| 28 | GLG Partners LP | 3,500,000 | 3,467,000 | 0.98% | PRN | |
| 29 | CITADEL ADVISORS LLC | 3,408,000 | 3,358,000 | 0.95% | PRN | |
| 30 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 1,978,000 | 0.56% | ||
| 31 | NOMURA HOLDINGS INC | 1,720,000 | 1,692,000 | 0.48% | PRN | |
| 32 | CREDIT SUISSE AG/ | 1,660,000 | 1,633,000 | 0.46% | PRN | |
| 33 | SCOTIA CAPITAL INC. | 1,257,000 | 1,237,000 | 0.35% | ||
| 34 | STIFEL FINANCIAL CORP | 1,224,769 | 1,225,000 | 0.35% | PRN | |
| 35 | SSI INVESTMENT MANAGEMENT LLC | 713,000 | 701,000 | 0.20% | PRN | |
| 36 | CREDIT AGRICOLE S A | 432,000 | 425,000 | 0.12% | PRN | |
| 37 | Neuberger Berman Group LLC | 290,000 | 285,000 | 0.08% | PRN | |
| 38 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 264,000 | 0.07% | PRN | |
| 39 | FIRST MANHATTAN CO. LLC. | 190,000 | 186,000 | 0.05% | PRN | |
| 40 | Stanley-Laman Group, Ltd. | 50,000 | 49,000 | 0.01% | PRN | |
| 41 | Cetera Advisors LLC | 50,000 | 49,000 | 0.01% | PRN | |
| 42 | MORGAN STANLEY | 20,000 | 20,000 | 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.
