| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WOLVERINE ASSET MANAGEMENT LLC | 24,185,000 | 39,294,000 | 12.20% | PRN | |
| 2 | Assured Investment Management LLC | 22,500,000 | 36,758,000 | 11.41% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 19,435,000 | 31,861,000 | 9.89% | PRN | |
| 4 | CITADEL ADVISORS LLC | 18,000,000 | 29,309,000 | 9.10% | PRN | |
| 5 | SYMPHONY ASSET MANAGEMENT LLC | 16,000,000 | 26,230,000 | 8.14% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 15,567,000 | 25,324,000 | 7.86% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 13,685,000 | 22,310,000 | 6.93% | PRN | |
| 8 | Myriad Asset Management Ltd. | 13,000,000 | 21,120,000 | 6.56% | PRN | |
| 9 | Invesco Ltd. | 10,405,000 | 17,006,000 | 5.28% | PRN | |
| 10 | MACKAY SHIELDS LLC | 9,107,000 | 14,930,000 | 4.63% | PRN | |
| 11 | Calamos Advisors LLC | 7,500,000 | 12,202,000 | 3.79% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 6,980,000 | 11,334,000 | 3.52% | PRN | |
| 13 | LORD, ABBETT & CO. LLC | 4,714,000 | 7,728,000 | 2.40% | PRN | |
| 14 | Nicholas Investment Partners, LP | 4,260,000 | 6,962,000 | 2.16% | PRN | |
| 15 | AMERIPRISE FINANCIAL INC | 2,900,000 | 4,740,000 | 1.47% | PRN | |
| 16 | ROYAL BANK OF CANADA | 2,689,000 | 4,318,000 | 1.34% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 1,351,000 | 2,207,000 | 0.69% | PRN | |
| 18 | Jefferies Group LLC | 1,250,000 | 2,043,000 | 0.63% | PRN | |
| 19 | Verition Fund Management LLC | 1,059,000 | 1,736,000 | 0.54% | PRN | |
| 20 | Paloma Partners Management Co | 1,000,000 | 1,633,000 | 0.51% | PRN | |
| 21 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,628,000 | 0.51% | PRN | |
| 22 | ADVENT CAPITAL MANAGEMENT /DE/ | 250,000 | 406,000 | 0.13% | PRN | |
| 23 | Bank of New York Mellon Corp | 250,000 | 401,000 | 0.12% | ||
| 24 | RUSSELL FRANK CO/ | 200,000 | 328,000 | 0.10% | ||
| 25 | SSI INVESTMENT MANAGEMENT LLC | 200,000 | 325,000 | 0.10% | 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.
