| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 55,723,000 | 56,257,000 | 15.87% | PRN | |
| 2 | Ferox Capital Management LP | 22,200,000 | 22,362,000 | 6.31% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 15,983,000 | 16,192,000 | 4.57% | PRN | |
| 4 | JPMORGAN CHASE & CO | 15,053,000 | 15,155,000 | 4.28% | PRN | |
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 14,662,000 | 14,803,000 | 4.18% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 14,360,000 | 14,423,000 | 4.07% | PRN | |
| 7 | BESSEMER GROUP INC | 14,000,000 | 14,148,000 | 3.99% | PRN | |
| 8 | Taconic Capital Advisors LP | 12,500,000 | 12,558,000 | 3.54% | PRN | |
| 9 | Tetragon Partners GP Ltd | 12,000,000 | 12,194,000 | 3.44% | PRN | |
| 10 | FMR LLC | 12,000,000 | 12,098,000 | 3.41% | PRN | |
| 11 | AQR ARBITRAGE LLC | 11,000,000 | 11,144,000 | 3.14% | PRN | |
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,500,000 | 10,586,000 | 2.99% | ||
| 13 | GOLDMAN SACHS GROUP INC | 10,101,000 | 10,183,000 | 2.87% | PRN | |
| 14 | CITADEL ADVISORS LLC | 10,000,000 | 10,084,000 | 2.84% | PRN | |
| 15 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 10,081,000 | 2.84% | PRN | |
| 16 | CI Global Investments Inc. | 10,000,000 | 10,081,000 | 2.84% | ||
| 17 | Graham Capital Management, L.P. | 10,000,000 | 10,081,000 | 2.84% | ||
| 18 | RWC Asset Management LLP | 9,950,000 | 10,017,000 | 2.83% | PRN | |
| 19 | ASCEND CAPITAL, LLC | 9,400,000 | 9,469,000 | 2.67% | PRN | |
| 20 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,569,000 | 2.42% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 7,502,000 | 7,562,000 | 2.13% | PRN | |
| 22 | JUPITER ASSET MANAGEMENT LTD | 6,900,000 | 6,946,000 | 1.96% | PRN | |
| 23 | Invesco Ltd. | 6,000,000 | 6,049,000 | 1.71% | PRN | |
| 24 | Calamos Advisors LLC | 5,860,000 | 5,909,000 | 1.67% | PRN | |
| 25 | SILVERBACK ASSET MANAGEMENT LLC | 5,500,000 | 5,528,000 | 1.56% | PRN | |
| 26 | LORD, ABBETT & CO. LLC | 5,017,000 | 5,083,000 | 1.43% | PRN | |
| 27 | Lombard Odier Asset Management (Europe) Ltd | 4,830,000 | 4,893,000 | 1.38% | PRN | |
| 28 | GLG Partners LP | 4,800,000 | 4,848,000 | 1.37% | PRN | |
| 29 | ROYAL BANK OF CANADA | 2,500,000 | 2,520,000 | 0.71% | PRN | |
| 30 | CREDIT AGRICOLE S A | 2,227,000 | 2,245,000 | 0.63% | PRN | |
| 31 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 2,026,000 | 0.57% | ||
| 32 | Calamos Wealth Management LLC | 1,900,000 | 1,916,000 | 0.54% | PRN | |
| 33 | NOMURA HOLDINGS INC | 1,791,000 | 1,806,000 | 0.51% | PRN | |
| 34 | STIFEL FINANCIAL CORP | 1,194,634 | 1,195,000 | 0.34% | PRN | |
| 35 | CREDIT SUISSE AG/ | 45,496 | 1,099,000 | 0.31% | PRN | |
| 36 | Paloma Partners Management Co | 1,000,000 | 1,010,000 | 0.28% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 913,000 | 922,000 | 0.26% | PRN | |
| 38 | Bank of New York Mellon Corp | 700,000 | 705,000 | 0.20% | ||
| 39 | SSI INVESTMENT MANAGEMENT LLC | 656,000 | 661,000 | 0.19% | PRN | |
| 40 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 271,000 | 0.08% | PRN | |
| 41 | BANK OF AMERICA CORP /DE/ | 221,000 | 223,000 | 0.06% | PRN | |
| 42 | Neuberger Berman Group LLC | 220,000 | 222,000 | 0.06% | PRN | |
| 43 | FIRST MANHATTAN CO. LLC. | 185,000 | 186,000 | 0.05% | PRN | |
| 44 | MORGAN STANLEY | 89,000 | 89,000 | 0.03% | PRN | |
| 45 | Cetera Advisors LLC | 50,000 | 50,000 | 0.01% | PRN | |
| 46 | ADVISOR GROUP, INC. | 10 | 10,000 | 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.
