| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 50,723,000 | 50,163,000 | 14.54% | PRN | |
| 2 | ANGELO GORDON & CO., L.P. | 29,500,000 | 29,094,000 | 8.43% | PRN | |
| 3 | Ferox Capital Management LP | 27,200,000 | 26,778,000 | 7.76% | PRN | |
| 4 | BASSO CAPITAL MANAGEMENT, L.P. | 15,510,000 | 15,258,000 | 4.42% | PRN | |
| 5 | BESSEMER GROUP INC | 15,000,000 | 14,985,000 | 4.34% | PRN | |
| 6 | JPMORGAN CHASE & CO | 14,645,000 | 14,436,000 | 4.19% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 14,500,000 | 14,322,000 | 4.15% | ||
| 8 | OAKTREE CAPITAL MANAGEMENT LP | 13,415,000 | 13,317,000 | 3.86% | PRN | |
| 9 | Taconic Capital Advisors LP | 12,500,000 | 12,363,000 | 3.58% | PRN | |
| 10 | Tetragon Partners GP Ltd | 12,000,000 | 12,080,000 | 3.50% | PRN | |
| 11 | AQR ARBITRAGE LLC | 11,000,000 | 10,904,000 | 3.16% | PRN | |
| 12 | Graham Capital Management, L.P. | 10,000,000 | 9,896,000 | 2.87% | ||
| 13 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 9,863,000 | 2.86% | PRN | |
| 14 | LAZARD ASSET MANAGEMENT LLC | 9,895,000 | 9,808,000 | 2.84% | PRN | |
| 15 | ASCEND CAPITAL, LLC | 9,400,000 | 9,293,000 | 2.69% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,405,000 | 2.44% | PRN | |
| 17 | GOLDMAN SACHS GROUP INC | 8,000,000 | 7,890,000 | 2.29% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 7,358,000 | 7,255,000 | 2.10% | PRN | |
| 19 | RWC Asset Management LLP | 7,300,000 | 7,195,000 | 2.09% | PRN | |
| 20 | SILVERBACK ASSET MANAGEMENT LLC | 7,000,000 | 6,930,000 | 2.01% | PRN | |
| 21 | JUPITER ASSET MANAGEMENT LTD | 6,600,000 | 6,505,000 | 1.89% | PRN | |
| 22 | GLG Partners LP | 6,500,000 | 6,419,000 | 1.86% | PRN | |
| 23 | Invesco Ltd. | 6,000,000 | 5,918,000 | 1.72% | PRN | |
| 24 | LORD, ABBETT & CO. LLC | 5,250,000 | 5,204,000 | 1.51% | PRN | |
| 25 | Calamos Advisors LLC | 5,000,000 | 4,939,000 | 1.43% | PRN | |
| 26 | CITIGROUP INC | 4,653,000 | 4,589,000 | 1.33% | PRN | |
| 27 | Pine River Capital Management L.P. | 4,100,000 | 4,036,000 | 1.17% | PRN | |
| 28 | Empyrean Capital Partners, LP | 4,000,000 | 3,956,000 | 1.15% | PRN | |
| 29 | FMR LLC | 4,000,000 | 3,945,000 | 1.14% | PRN | |
| 30 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 1,982,000 | 0.57% | ||
| 31 | CREDIT AGRICOLE S A | 1,918,000 | 1,892,000 | 0.55% | PRN | |
| 32 | NOMURA HOLDINGS INC | 1,720,000 | 1,696,000 | 0.49% | PRN | |
| 33 | CREDIT SUISSE AG/ | 1,090,000 | 1,075,000 | 0.31% | PRN | |
| 34 | BARCLAYS PLC | 1,033,000 | 1,012,000 | 0.29% | PRN | |
| 35 | SSI INVESTMENT MANAGEMENT LLC | 713,000 | 703,000 | 0.20% | PRN | |
| 36 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 265,000 | 0.08% | PRN | |
| 37 | Neuberger Berman Group LLC | 220,000 | 217,000 | 0.06% | PRN | |
| 38 | FIRST MANHATTAN CO. LLC. | 165,000 | 162,000 | 0.05% | PRN | |
| 39 | WELLS FARGO & COMPANY/MN | 75,000 | 75,000 | 0.02% | PRN | |
| 40 | MORGAN STANLEY | 64,000 | 63,000 | 0.02% | PRN | |
| 41 | Cetera Advisors LLC | 50,000 | 49,000 | 0.01% | PRN | |
| 42 | BANK OF AMERICA CORP /DE/ | 3,000 | 3,000 | 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.
