| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CQS Cayman LP | 75,680,000 | 149,352,000 | 22.10% | PRN | |
| 2 | WHITEBOX ADVISORS LLC | 35,250,000 | 69,266,000 | 10.25% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 32,713,000 | 64,281,000 | 9.51% | PRN | |
| 4 | MACKAY SHIELDS LLC | 26,394,000 | 51,968,000 | 7.69% | PRN | |
| 5 | Polar Asset Management Partners Inc. | 20,000,000 | 39,411,000 | 5.83% | PRN | |
| 6 | COASTLAND CAPITAL LLC | 19,195 | 37,871,000 | 5.60% | PRN | |
| 7 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 35,665,000 | 5.28% | PRN | |
| 8 | CITADEL ADVISORS LLC | 16,300,000 | 32,032,000 | 4.74% | PRN | |
| 9 | Myriad Asset Management Ltd. | 15,807,000 | 31,123,000 | 4.61% | PRN | |
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 13,878,000 | 27,261,000 | 4.03% | PRN | |
| 11 | JPMORGAN CHASE & CO | 10,764,000 | 21,152,000 | 3.13% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 9,076,000 | 17,835,000 | 2.64% | PRN | |
| 13 | Invesco Ltd. | 8,300,000 | 16,310,000 | 2.41% | ||
| 14 | MUFG Securities EMEA plc | 4,603,000 | 9,046,000 | 1.34% | PRN | |
| 15 | MITSUBISHI UFJ SECURITIES (USA), Inc. | 4,603,000 | 9,046,000 | 1.34% | PRN | |
| 16 | ADVENT CAPITAL MANAGEMENT /DE/ | 4,359,000 | 8,567,000 | 1.27% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 3,250,000 | 6,402,000 | 0.95% | ||
| 18 | BlueCrest Capital Management Ltd | 51,567 | 6,231,000 | 0.92% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 3,099,000 | 6,089,000 | 0.90% | PRN | |
| 20 | Visium Asset Management, LP | 3,000,000 | 5,897,000 | 0.87% | PRN | |
| 21 | BNP PARIBAS FINANCIAL MARKETS | 3,000,000 | 5,894,999 | 0.87% | PRN | |
| 22 | MANAGED ACCOUNT ADVISORS LLC | 2,725,000 | 5,355,000 | 0.79% | PRN | |
| 23 | CITIGROUP INC | 2,601,000 | 5,111,000 | 0.76% | PRN | |
| 24 | ROYAL BANK OF CANADA | 2,379,000 | 4,687,000 | 0.69% | PRN | |
| 25 | Sage Capital Management, LLC | 2,340,000 | 4,597,000 | 0.68% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 965,000 | 1,900,000 | 0.28% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 519,000 | 1,019,000 | 0.15% | PRN | |
| 28 | Allianz Asset Management GmbH | 400,000 | 788,000 | 0.12% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 391,000 | 768,000 | 0.11% | PRN | |
| 30 | CREDIT SUISSE AG/ | 250,000 | 491,000 | 0.07% | PRN | |
| 31 | PUTNAM INVESTMENTS LLC | 92,000 | 180,000 | 0.03% | ||
| 32 | Brown Advisory Securities, LLC | 29,000 | 58,000 | 0.01% | PRN | |
| 33 | MORGAN STANLEY | 19,000 | 37,000 | 0.01% | PRN | |
| 34 | MSI Financial Services Inc | 17,000 | 33,000 | 0.00% | ||
| 35 | Investors Capital Advisory Services | 15,000 | 29,000 | 0.00% | ||
| 36 | GOLDMAN SACHS GROUP INC | 11,000 | 22,000 | 0.00% | PRN | |
| 37 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 38 | Wellesley Asset Management | 2,588 | 5,102 | 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.
