| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CQS Cayman LP | 66,431,000 | 126,007,000 | 20.16% | PRN | |
| 2 | WHITEBOX ADVISORS LLC | 34,250,000 | 64,262,000 | 10.28% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 33,128,000 | 62,156,000 | 9.94% | PRN | |
| 4 | MACKAY SHIELDS LLC | 27,633,000 | 51,955,000 | 8.31% | PRN | |
| 5 | BASSO CAPITAL MANAGEMENT, L.P. | 20,878,000 | 39,226,000 | 6.28% | PRN | |
| 6 | Polar Asset Management Partners Inc. | 20,000,000 | 37,551,000 | 6.01% | PRN | |
| 7 | COASTLAND CAPITAL LLC | 19,195 | 36,044,000 | 5.77% | PRN | |
| 8 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 34,054,000 | 5.45% | PRN | |
| 9 | JPMORGAN CHASE & CO | 10,829,000 | 20,318,000 | 3.25% | PRN | |
| 10 | Invesco Ltd. | 10,200,000 | 19,138,000 | 3.06% | ||
| 11 | Jabre Capital Partners S.A. | 10,000,000 | 18,929,000 | 3.03% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 8,871,000 | 16,645,000 | 2.66% | PRN | |
| 13 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 6,800,000 | 12,759,000 | 2.04% | PRN | |
| 14 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,209,000 | 9,784,000 | 1.57% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 5,000,000 | 9,406,000 | 1.50% | ||
| 16 | DEUTSCHE BANK AG\ | 3,828,000 | 7,182,000 | 1.15% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 3,355,000 | 6,295,000 | 1.01% | PRN | |
| 18 | BlueCrest Capital Management Ltd | 3,162,000 | 5,984,000 | 0.96% | PRN | |
| 19 | MANAGED ACCOUNT ADVISORS LLC | 3,038,000 | 5,700,000 | 0.91% | PRN | |
| 20 | Visium Asset Management, LP | 3,000,000 | 5,635,000 | 0.90% | PRN | |
| 21 | BNP PARIBAS FINANCIAL MARKETS | 3,000,000 | 5,628,750 | 0.90% | PRN | |
| 22 | MUFG Securities EMEA plc | 2,500,000 | 4,691,000 | 0.75% | PRN | |
| 23 | Sage Capital Management, LLC | 2,340,000 | 4,390,000 | 0.70% | PRN | |
| 24 | CITIGROUP INC | 2,104,000 | 3,948,000 | 0.63% | PRN | |
| 25 | SG Americas Securities, LLC | 20,000 | 3,762,000 | 0.60% | PRN | |
| 26 | SCOTIA CAPITAL INC. | 2,000,000 | 3,756,000 | 0.60% | ||
| 27 | ROYAL BANK OF CANADA | 1,684,000 | 3,160,000 | 0.51% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 1,397,000 | 2,624,000 | 0.42% | ||
| 29 | BANK OF AMERICA CORP /DE/ | 1,163,000 | 2,182,000 | 0.35% | PRN | |
| 30 | Allianz Asset Management GmbH | 400,000 | 753,000 | 0.12% | PRN | |
| 31 | CREDIT SUISSE AG/ | 250,000 | 469,000 | 0.08% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 164,000 | 308,000 | 0.05% | PRN | |
| 33 | PUTNAM INVESTMENTS LLC | 92,000 | 173,000 | 0.03% | ||
| 34 | Brown Advisory Securities, LLC | 31,000 | 60,000 | 0.01% | PRN | |
| 35 | AMERICAN CAPITAL MANAGEMENT INC | 25,000 | 47,000 | 0.01% | PRN | |
| 36 | MSI Financial Services Inc | 17,000 | 32,000 | 0.01% | ||
| 37 | MORGAN STANLEY | 17,000 | 32,000 | 0.01% | PRN | |
| 38 | Investors Capital Advisory Services | 15,000 | 28,000 | 0.00% | ||
| 39 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 40 | Wellesley Asset Management | 2,647 | 5,009 | 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.
