| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LINDEN ADVISORS LP | 46,415,000 | 60,063,000 | 19.60% | PRN | |
| 2 | CAMDEN ASSET MANAGEMENT L P /CA | 37,150,000 | 48,318,000 | 15.77% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 24,445,000 | 31,664,000 | 10.34% | PRN | |
| 4 | CITADEL ADVISORS LLC | 23,000,000 | 29,819,000 | 9.73% | PRN | |
| 5 | Allianz Asset Management GmbH | 21,000,000 | 27,584,000 | 9.00% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 14,500,000 | 18,931,000 | 6.18% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 11,462,000 | 14,907,000 | 4.87% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 8,250,000 | 10,730,000 | 3.50% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 7,220,000 | 9,323,000 | 3.04% | PRN | |
| 10 | Calamos Advisors LLC | 7,000,000 | 9,074,000 | 2.96% | PRN | |
| 11 | JPMORGAN CHASE & CO | 5,150,000 | 6,765,000 | 2.21% | PRN | |
| 12 | WELLS FARGO & COMPANY/MN | 4,090,000 | 5,303,000 | 1.73% | PRN | |
| 13 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 5,254,000 | 1.71% | PRN | |
| 14 | Man Investments (CH) AG | 4,000,000 | 5,185,000 | 1.69% | PRN | |
| 15 | BANK OF AMERICA CORP /DE/ | 3,500,000 | 4,597,000 | 1.50% | PRN | |
| 16 | Clearbridge Investments, LLC | 3,000,000 | 3,941,000 | 1.29% | PRN | |
| 17 | CSS LLC/IL | 2,500,000 | 3,230,000 | 1.05% | PRN | |
| 18 | CREDIT AGRICOLE S A | 2,069,000 | 2,691,000 | 0.88% | PRN | |
| 19 | Sage Capital Management, LLC | 2,000,000 | 2,588,000 | 0.84% | PRN | |
| 20 | Paloma Partners Management Co | 2,000,000 | 2,588,000 | 0.84% | PRN | |
| 21 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,500,000 | 2,500,000 | 0.82% | PRN | |
| 22 | ADVENT CAPITAL MANAGEMENT /DE/ | 480,000 | 623,000 | 0.20% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 277,000 | 360,000 | 0.12% | PRN | |
| 24 | Bank of New York Mellon Corp | 250,000 | 328,000 | 0.11% | ||
| 25 | Wellesley Asset Management | 3,170 | 4,141 | 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.
