| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 3,000,000 | 516,929,984 | 46.94% | ||
| 2 | CQS Cayman LP | 71,561,000 | 124,412,000 | 11.30% | PRN | |
| 3 | Fore Research & Management, LP | 35,750,000 | 61,780,000 | 5.61% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 30,039,000 | 51,761,000 | 4.70% | PRN | |
| 5 | MACKAY SHIELDS LLC | 27,744,000 | 47,914,000 | 4.35% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 22,541,000 | 39,095,000 | 3.55% | PRN | |
| 7 | Polar Asset Management Partners Inc. | 20,000,000 | 34,662,000 | 3.15% | PRN | |
| 8 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 31,275,000 | 2.84% | PRN | |
| 9 | Invesco Ltd. | 11,235,000 | 19,359,000 | 1.76% | ||
| 10 | Jabre Capital Partners S.A. | 10,000,000 | 17,379,000 | 1.58% | PRN | |
| 11 | AMERIPRISE FINANCIAL INC | 8,871,000 | 15,285,000 | 1.39% | PRN | |
| 12 | ZAZOVE ASSOCIATES LLC | 7,900,000 | 13,692,000 | 1.24% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,411,000 | 12,837,000 | 1.17% | PRN | |
| 14 | TD Securities (USA) LLC | 6,080,000 | 10,468,000 | 0.95% | PRN | |
| 15 | BlueCrest Capital Management LLP | 5,662,000 | 10,257,000 | 0.93% | PRN | |
| 16 | BlueCrest Capital Management Ltd | 5,662,000 | 10,257,000 | 0.93% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 5,750,000 | 9,937,000 | 0.90% | ||
| 18 | COASTLAND CAPITAL LLC | 5,000 | 8,673,000 | 0.79% | PRN | |
| 19 | JPMORGAN CHASE & CO | 4,920,000 | 8,478,000 | 0.77% | PRN | |
| 20 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 4,300,000 | 7,409,000 | 0.67% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 3,529,000 | 6,080,000 | 0.55% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 3,312,000 | 5,707,000 | 0.52% | PRN | |
| 23 | MANAGED ACCOUNT ADVISORS LLC | 3,242,000 | 5,586,000 | 0.51% | PRN | |
| 24 | CAPSTONE INVESTMENT ADVISORS, LLC | 3,000,000 | 5,213,000 | 0.47% | ||
| 25 | ROYAL BANK OF CANADA | 2,684,000 | 4,625,000 | 0.42% | PRN | |
| 26 | Sage Capital Management, LLC | 2,400,000 | 4,160,000 | 0.38% | PRN | |
| 27 | Visium Asset Management, LP | 2,000,000 | 3,464,000 | 0.31% | PRN | |
| 28 | SG Americas Securities, LLC | 20,000 | 3,456,000 | 0.31% | PRN | |
| 29 | MUFG Securities EMEA plc | 1,500,000 | 2,606,985 | 0.24% | PRN | |
| 30 | SSI INVESTMENT MANAGEMENT LLC | 1,356,000 | 2,350,000 | 0.21% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 1,092,000 | 1,882,000 | 0.17% | PRN | |
| 32 | PRELUDE CAPITAL MANAGEMENT, LLC | 550,000 | 953,000 | 0.09% | PRN | |
| 33 | WHITEBOX ADVISORS LLC | 500,000 | 873,000 | 0.08% | PRN | |
| 34 | Allianz Asset Management GmbH | 400,000 | 691,000 | 0.06% | PRN | |
| 35 | CITIGROUP INC | 252,000 | 434,000 | 0.04% | PRN | |
| 36 | CREDIT SUISSE AG/ | 250,000 | 431,000 | 0.04% | PRN | |
| 37 | NOMURA HOLDINGS INC | 220,000 | 382,000 | 0.03% | PRN | |
| 38 | PUTNAM INVESTMENTS LLC | 92,000 | 159,000 | 0.01% | ||
| 39 | GOLDMAN SACHS GROUP INC | 53,000 | 91,000 | 0.01% | PRN | |
| 40 | Brown Advisory Securities, LLC | 29,000 | 50,000 | 0.00% | PRN | |
| 41 | Investors Capital Advisory Services | 27,000 | 46,000 | 0.00% | ||
| 42 | MSI Financial Services Inc | 17,000 | 29,000 | 0.00% | ||
| 43 | UBS AG | 10,000 | 17,000 | 0.00% | PRN | |
| 44 | AMERICAN INTERNATIONAL GROUP, INC. | 6 | 10,339 | 0.00% | PRN | |
| 45 | MORGAN STANLEY | 4,000 | 7,000 | 0.00% | PRN | |
| 46 | Wellesley Asset Management | 2,842 | 4,915 | 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.
