| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CQS Cayman LP | 75,000,000 | 161,700,000 | 20.87% | PRN | |
| 2 | Daiwa Securities Group Inc. | 43,541,000 | 93,223,000 | 12.03% | PRN | |
| 3 | WHITEBOX ADVISORS LLC | 39,547,000 | 84,383,000 | 10.89% | PRN | |
| 4 | MACKAY SHIELDS LLC | 24,390,000 | 52,140,000 | 6.73% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 21,000,000 | 44,809,000 | 5.78% | PRN | |
| 6 | Polar Asset Management Partners Inc. | 20,000,000 | 42,875,000 | 5.53% | PRN | |
| 7 | Allianz Asset Management GmbH | 19,525,000 | 41,953,000 | 5.42% | PRN | |
| 8 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 38,728,000 | 5.00% | PRN | |
| 9 | CITADEL ADVISORS LLC | 16,300,000 | 34,813,000 | 4.49% | PRN | |
| 10 | ROYAL BANK OF CANADA | 15,600,000 | 33,721,000 | 4.35% | PRN | |
| 11 | Myriad Asset Management Ltd. | 15,000,000 | 32,277,000 | 4.17% | PRN | |
| 12 | CAMDEN ASSET MANAGEMENT L P /CA | 10,106,000 | 21,564,000 | 2.78% | PRN | |
| 13 | Invesco Ltd. | 8,300,000 | 17,710,000 | 2.29% | PRN | |
| 14 | FMR LLC | 6,020,000 | 12,845,000 | 1.66% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 5,818,000 | 12,414,000 | 1.60% | PRN | |
| 16 | JPMORGAN CHASE & CO | 4,768,000 | 10,307,000 | 1.33% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 3,400,000 | 7,272,000 | 0.94% | ||
| 18 | WELLS FARGO & COMPANY/MN | 2,841,000 | 6,062,000 | 0.78% | PRN | |
| 19 | BANK OF AMERICA CORP /DE/ | 2,707,000 | 5,816,000 | 0.75% | PRN | |
| 20 | CITIGROUP INC | 2,599,000 | 5,546,000 | 0.72% | PRN | |
| 21 | CREDIT SUISSE AG/ | 2,250,000 | 4,801,000 | 0.62% | PRN | |
| 22 | BlackRock Finance, Inc. | 1,288,000 | 2,748,000 | 0.35% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 1,014,000 | 2,166,000 | 0.28% | PRN | |
| 24 | Visium Asset Management, LP | 1,000,000 | 2,097,000 | 0.27% | PRN | |
| 25 | BlackRock Group LTD | 557,000 | 1,188,000 | 0.15% | PRN | |
| 26 | DEUTSCHE BANK AG\ | 309,000 | 659,000 | 0.09% | PRN | |
| 27 | SG Americas Securities, LLC | 990 | 212,000 | 0.03% | PRN | |
| 28 | PUTNAM INVESTMENTS LLC | 92,000 | 197,000 | 0.03% | ||
| 29 | BlackRock Fund Advisors | 75,000 | 160,000 | 0.02% | PRN | |
| 30 | BlueCrest Capital Management Ltd | 6,231,000 | 139,000 | 0.02% | PRN | |
| 31 | Brown Advisory Securities, LLC | 27,000 | 60,000 | 0.01% | PRN | |
| 32 | AMERIPRISE FINANCIAL INC | 19,000 | 41,000 | 0.01% | PRN | |
| 33 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 34 | MORGAN STANLEY | 2,000 | 4,000 | 0.00% | PRN | |
| 35 | BARCLAYS PLC | 2,000 | 4,000 | 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.
