| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 43,610,000 | 44,313,000 | 14.17% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 38,333,000 | 39,099,000 | 12.50% | PRN | |
| 3 | Ferox Capital Management LP | 27,200,000 | 27,676,000 | 8.85% | PRN | |
| 4 | RWC Asset Management LLP | 23,550,000 | 23,923,000 | 7.65% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 21,000,000 | 21,368,000 | 6.83% | PRN | |
| 6 | Tetragon Partners GP Ltd | 18,500,000 | 19,096,000 | 6.11% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 15,064,000 | 15,299,000 | 4.89% | ||
| 8 | BESSEMER GROUP INC | 14,000,000 | 14,429,000 | 4.61% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 10,940,000 | 11,103,000 | 3.55% | PRN | |
| 10 | CITADEL ADVISORS LLC | 10,000,000 | 10,156,000 | 3.25% | PRN | |
| 11 | Taconic Capital Advisors LP | 9,500,000 | 9,648,000 | 3.08% | PRN | |
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,005,000 | 9,185,000 | 2.94% | ||
| 13 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,638,000 | 2.76% | PRN | |
| 14 | LORD, ABBETT & CO. LLC | 7,946,000 | 8,105,000 | 2.59% | PRN | |
| 15 | JUPITER ASSET MANAGEMENT LTD | 6,200,000 | 6,298,000 | 2.01% | PRN | |
| 16 | Calamos Advisors LLC | 5,271,000 | 5,350,000 | 1.71% | PRN | |
| 17 | CREDIT SUISSE AG/ | 5,269,000 | 5,348,000 | 1.71% | PRN | |
| 18 | GLG Partners LP | 4,800,000 | 4,872,000 | 1.56% | PRN | |
| 19 | ROYAL BANK OF CANADA | 4,500,000 | 4,552,000 | 1.46% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 3,543,000 | 3,596,000 | 1.15% | PRN | |
| 21 | OAKTREE CAPITAL MANAGEMENT LP | 3,500,000 | 3,556,000 | 1.14% | PRN | |
| 22 | AVIVA PLC | 3,500,000 | 3,555,000 | 1.14% | PRN | |
| 23 | BNP PARIBAS FINANCIAL MARKETS | 2,525,000 | 2,562,875 | 0.82% | PRN | |
| 24 | MORGAN STANLEY | 2,081,000 | 2,107,000 | 0.67% | PRN | |
| 25 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 2,030,000 | 0.65% | ||
| 26 | NOMURA HOLDINGS INC | 1,612,000 | 1,636,000 | 0.52% | PRN | |
| 27 | STIFEL FINANCIAL CORP | 1,218,000 | 1,211,000 | 0.39% | PRN | |
| 28 | Calamos Wealth Management LLC | 1,145,000 | 1,162,000 | 0.37% | PRN | |
| 29 | BNP Paribas Asset Management Holding S.A. | 1,000,000 | 1,031,000 | 0.33% | PRN | |
| 30 | JPMORGAN CHASE & CO | 867,000 | 881,000 | 0.28% | PRN | |
| 31 | SSI INVESTMENT MANAGEMENT LLC | 656,000 | 666,000 | 0.21% | PRN | |
| 32 | FIRST MANHATTAN CO. LLC. | 185,000 | 187,000 | 0.06% | PRN | |
| 33 | WELLS FARGO & COMPANY/MN | 75,000 | 76,000 | 0.02% | PRN | |
| 34 | Cetera Advisors LLC | 50,000 | 51,000 | 0.02% | PRN | |
| 35 | CITIGROUP INC | 8,000 | 8,000 | 0.00% | PRN | |
| 36 | BANK OF AMERICA CORP /DE/ | 2,000 | 2,000 | 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.
