| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 76,050,000 | 116,309,000 | 14.25% | PRN | |
| 2 | CITADEL ADVISORS LLC | 48,000,000 | 73,241,000 | 8.97% | PRN | |
| 3 | STEELHEAD PARTNERS LLC | 38,800,000 | 59,170,000 | 7.25% | PRN | |
| 4 | CQS Cayman LP | 36,500,000 | 55,662,000 | 6.82% | PRN | |
| 5 | FRANKLIN RESOURCES INC | 29,800,000 | 45,575,000 | 5.58% | PRN | |
| 6 | Allianz Asset Management GmbH | 24,910,000 | 38,096,000 | 4.67% | PRN | |
| 7 | MINT TOWER CAPITAL MANAGEMENT B.V. | 23,500,000 | 35,813,000 | 4.39% | PRN | |
| 8 | Calamos Advisors LLC | 21,378,000 | 32,694,000 | 4.01% | PRN | |
| 9 | ARISTEIA CAPITAL, L.L.C. | 18,575,000 | 28,350,000 | 3.47% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 18,555,000 | 28,284,000 | 3.46% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 17,472,000 | 26,601,000 | 3.26% | PRN | |
| 12 | Carlson Capital, L.P. | 16,506,000 | 25,174,000 | 3.08% | PRN | |
| 13 | SYMPHONY ASSET MANAGEMENT LLC | 15,125,000 | 23,132,000 | 2.83% | PRN | |
| 14 | JPMORGAN CHASE & CO | 13,224,000 | 20,059,000 | 2.46% | PRN | |
| 15 | D. E. Shaw & Co., Inc. | 10,500,000 | 16,019,000 | 1.96% | PRN | |
| 16 | UBS Group AG | 10,125,000 | 15,434,000 | 1.89% | PRN | |
| 17 | Luxor Capital Group, LP | 8,000,000 | 12,195,000 | 1.49% | PRN | |
| 18 | WOLVERINE ASSET MANAGEMENT LLC | 7,833,000 | 11,947,000 | 1.46% | PRN | |
| 19 | OPERA TRADING CAPITAL | 7,500,000 | 11,446,000 | 1.40% | PRN | |
| 20 | CREDIT AGRICOLE S A | 6,996,000 | 10,664,000 | 1.31% | PRN | |
| 21 | LORD, ABBETT & CO. LLC | 5,990,000 | 9,161,000 | 1.12% | PRN | |
| 22 | Verition Fund Management LLC | 5,500,000 | 8,412,000 | 1.03% | PRN | |
| 23 | AMERIPRISE FINANCIAL INC | 5,330,000 | 8,125,000 | 1.00% | PRN | |
| 24 | SHENKMAN CAPITAL MANAGEMENT INC | 5,152,000 | 7,879,000 | 0.97% | PRN | |
| 25 | Daiwa Securities Group Inc. | 5,000,000 | 7,622,000 | 0.93% | PRN | |
| 26 | Jabre Capital Partners S.A. | 5,000,000 | 7,609,000 | 0.93% | PRN | |
| 27 | Nicholas Investment Partners, LP | 4,630,000 | 7,058,000 | 0.86% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 4,592,000 | 6,989,000 | 0.86% | PRN | |
| 29 | RWC Asset Management LLP | 4,600,000 | 6,893,000 | 0.84% | PRN | |
| 30 | CREDIT SUISSE AG/ | 4,363,000 | 6,651,000 | 0.81% | PRN | |
| 31 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 6,068,000 | 0.74% | PRN | |
| 32 | AVIVA PLC | 4,000,000 | 6,068,000 | 0.74% | PRN | |
| 33 | SG Americas Securities, LLC | 34,000 | 5,200,000 | 0.64% | PRN | |
| 34 | Man Investments (CH) AG | 2,700,000 | 4,109,000 | 0.50% | PRN | |
| 35 | MIZUHO SECURITIES USA LLC | 2,526,000 | 3,850,000 | 0.47% | ||
| 36 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,500,000 | 3,823,000 | 0.47% | PRN | |
| 37 | BNP PARIBAS FINANCIAL MARKETS | 2,500,000 | 3,810,950 | 0.47% | PRN | |
| 38 | BANK OF AMERICA CORP /DE/ | 2,190,000 | 3,322,000 | 0.41% | PRN | |
| 39 | CSS LLC/IL | 2,000,000 | 3,052,000 | 0.37% | PRN | |
| 40 | Passport Capital, LLC | 2,000,000 | 3,051,000 | 0.37% | PRN | |
| 41 | LOOMIS SAYLES & CO L P | 18,589 | 2,962,000 | 0.36% | ||
| 42 | SSI INVESTMENT MANAGEMENT LLC | 1,552,000 | 2,368,000 | 0.29% | PRN | |
| 43 | GOLDMAN SACHS GROUP INC | 1,433,000 | 2,184,000 | 0.27% | PRN | |
| 44 | CITIGROUP INC | 1,312,000 | 2,000,000 | 0.25% | PRN | |
| 45 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 762,000 | 0.09% | ||
| 46 | BARCLAYS PLC | 447,000 | 681,000 | 0.08% | PRN | |
| 47 | Bank of New York Mellon Corp | 350,000 | 531,000 | 0.07% | ||
| 48 | BlackRock Fund Advisors | 65,000 | 99,000 | 0.01% | PRN | |
| 49 | Calamos Wealth Management LLC | 48,000 | 73,000 | 0.01% | PRN | |
| 50 | M&T BANK CORP | 12,000 | 18,000 | 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.
