| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 76,050,000 | 97,296,000 | 13.85% | PRN | |
| 2 | CITADEL ADVISORS LLC | 50,000,000 | 63,801,000 | 9.08% | PRN | |
| 3 | ARISTEIA CAPITAL, L.L.C. | 38,575,000 | 49,256,000 | 7.01% | PRN | |
| 4 | STEELHEAD PARTNERS LLC | 36,300,000 | 46,283,000 | 6.59% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 32,451,000 | 41,430,000 | 5.90% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 29,800,000 | 38,125,000 | 5.43% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 25,500,000 | 32,534,000 | 4.63% | PRN | |
| 8 | Calamos Advisors LLC | 21,410,000 | 27,344,000 | 3.89% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 20,037,000 | 25,533,000 | 3.63% | PRN | |
| 10 | CQS Cayman LP | 20,000,000 | 25,525,000 | 3.63% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 17,503,000 | 22,294,000 | 3.17% | PRN | |
| 12 | MINT TOWER CAPITAL MANAGEMENT B.V. | 16,500,000 | 21,041,000 | 2.99% | PRN | |
| 13 | SYMPHONY ASSET MANAGEMENT LLC | 16,000,000 | 20,470,000 | 2.91% | PRN | |
| 14 | JPMORGAN CHASE & CO | 15,315,000 | 19,555,000 | 2.78% | PRN | |
| 15 | Carlson Capital, L.P. | 14,006,000 | 17,887,000 | 2.55% | PRN | |
| 16 | STATE STREET CORP | 11,800,000 | 15,031,000 | 2.14% | ||
| 17 | RWC Asset Management LLP | 8,750,000 | 11,172,000 | 1.59% | PRN | |
| 18 | UBS Group AG | 8,075,000 | 10,291,000 | 1.46% | PRN | |
| 19 | CREDIT AGRICOLE S A | 7,816,000 | 9,961,000 | 1.42% | PRN | |
| 20 | OPERA TRADING CAPITAL | 7,500,000 | 9,591,000 | 1.37% | PRN | |
| 21 | LINDEN ADVISORS LP | 7,500,000 | 9,579,000 | 1.36% | PRN | |
| 22 | Invesco Ltd. | 6,500,000 | 8,283,000 | 1.18% | PRN | |
| 23 | Verition Fund Management LLC | 5,500,000 | 7,037,000 | 1.00% | PRN | |
| 24 | AMERIPRISE FINANCIAL INC | 5,330,000 | 6,792,000 | 0.97% | PRN | |
| 25 | Jabre Capital Partners S.A. | 5,000,000 | 6,381,000 | 0.91% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 4,970,000 | 6,330,000 | 0.90% | PRN | |
| 27 | BANK OF AMERICA CORP /DE/ | 4,935,000 | 6,289,000 | 0.90% | PRN | |
| 28 | SHENKMAN CAPITAL MANAGEMENT INC | 4,785,000 | 6,122,000 | 0.87% | PRN | |
| 29 | Nicholas Investment Partners, LP | 4,630,000 | 5,900,000 | 0.84% | PRN | |
| 30 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 5,115,000 | 0.73% | PRN | |
| 31 | AGF INVESTMENTS INC. | 3,955,000 | 5,041,000 | 0.72% | PRN | |
| 32 | Man Investments (CH) AG | 2,700,000 | 3,446,000 | 0.49% | PRN | |
| 33 | AVIVA PLC | 2,500,000 | 3,199,000 | 0.46% | PRN | |
| 34 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,500,000 | 3,198,000 | 0.46% | PRN | |
| 35 | GOLDMAN SACHS GROUP INC | 2,476,000 | 3,155,000 | 0.45% | PRN | |
| 36 | Passport Capital, LLC | 2,000,000 | 2,552,000 | 0.36% | PRN | |
| 37 | SSI INVESTMENT MANAGEMENT LLC | 1,559,000 | 1,987,000 | 0.28% | PRN | |
| 38 | Jefferies Group LLC | 1,428,000 | 1,827,000 | 0.26% | PRN | |
| 39 | Allianz Asset Management GmbH | 1,410,000 | 1,803,000 | 0.26% | PRN | |
| 40 | CSS LLC/IL | 1,000,000 | 1,276,000 | 0.18% | PRN | |
| 41 | ALTEGRIS ADVISORS, L.L.C. | 750,000 | 956,000 | 0.14% | ||
| 42 | Counsel Portfolio Services Inc. | 355,000 | 454,000 | 0.06% | PRN | |
| 43 | Bank of New York Mellon Corp | 350,000 | 447,000 | 0.06% | ||
| 44 | MIZUHO SECURITIES USA LLC | 332,000 | 422,000 | 0.06% | ||
| 45 | SG Americas Securities, LLC | 1,000 | 128,000 | 0.02% | PRN | |
| 46 | SOCIETE GENERALE | 1,000 | 128,000 | 0.02% | PRN | |
| 47 | BlackRock Fund Advisors | 100,000 | 127,000 | 0.02% | PRN | |
| 48 | BARCLAYS PLC | 70,000 | 89,000 | 0.01% | PRN | |
| 49 | Calamos Wealth Management LLC | 45,000 | 57,000 | 0.01% | PRN | |
| 50 | I.G. INVESTMENT MANAGEMENT, LTD. | 220 | 1,000 | 0.00% |
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.
