| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAPSTONE INVESTMENT ADVISORS, LLC | 89,100,000 | 88,301,000 | 8.18% | ||
| 2 | WHITEBOX ADVISORS LLC | 71,400,000 | 70,731,000 | 6.55% | PRN | |
| 3 | FMR LLC | 62,140,000 | 61,557,000 | 5.70% | PRN | |
| 4 | AQR ARBITRAGE LLC | 56,115,000 | 55,869,000 | 5.17% | PRN | |
| 5 | CAMDEN ASSET MANAGEMENT L P /CA | 55,154,000 | 54,637,000 | 5.06% | PRN | |
| 6 | Allianz Asset Management GmbH | 49,710,000 | 49,238,000 | 4.56% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 48,658,000 | 48,113,000 | 4.46% | PRN | |
| 8 | ARROWGRASS CAPITAL PARTNERS (US) LP | 67,939 | 44,084,000 | 4.08% | PRN | |
| 9 | SOROS FUND MANAGEMENT LLC | 38,000,000 | 37,834,000 | 3.50% | PRN | |
| 10 | STEELHEAD PARTNERS LLC | 36,750,000 | 36,406,000 | 3.37% | PRN | |
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 29,246,000 | 28,966,000 | 2.68% | PRN | |
| 12 | Ferox Capital Management LP | 29,100,000 | 28,895,000 | 2.68% | PRN | |
| 13 | Calamos Advisors LLC | 29,071,000 | 28,811,000 | 2.67% | PRN | |
| 14 | Myriad Asset Management Ltd. | 22,500,000 | 22,310,000 | 2.07% | PRN | |
| 15 | NOMURA HOLDINGS INC | 20,838,000 | 21,626,000 | 2.00% | PRN | |
| 16 | Polar Asset Management Partners Inc. | 20,000,000 | 19,819,000 | 1.84% | PRN | |
| 17 | Daiwa Securities Group Inc. | 20,000,000 | 19,807,000 | 1.83% | PRN | |
| 18 | THRIVENT FINANCIAL FOR LUTHERANS | 19,800,000 | 19,713,000 | 1.83% | ||
| 19 | GLG Partners LP | 19,470,000 | 19,324,000 | 1.79% | PRN | |
| 20 | CITIGROUP INC | 18,876,000 | 18,699,000 | 1.73% | PRN | |
| 21 | Alberta Investment Management Corp | 17,500,000 | 17,380,000 | 1.61% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 17,496,000 | 17,332,000 | 1.61% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 16,950,000 | 16,789,000 | 1.55% | PRN | |
| 24 | KOCH INDUSTRIES LLC | 16,675,000 | 16,487,000 | 1.53% | PRN | |
| 25 | VICTORY CAPITAL MANAGEMENT INC | 15,304,400 | 15,161,000 | 1.40% | PRN | |
| 26 | GOLDMAN SACHS GROUP INC | 15,000,000 | 14,859,000 | 1.38% | PRN | |
| 27 | BERKLEY W R CORP | 14,782,000 | 14,651,000 | 1.36% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 14,033,000 | 13,900,000 | 1.29% | PRN | |
| 29 | CQS Cayman LP | 13,000,000 | 12,916,000 | 1.20% | PRN | |
| 30 | AXA S.A. | 11,000,000 | 10,897,000 | 1.01% | PRN | |
| 31 | Neuberger Berman Group LLC | 10,000,000 | 9,906,000 | 0.92% | PRN | |
| 32 | BARINGS LLC | 10,000,000 | 9,906,000 | 0.92% | ||
| 33 | Kohlberg Kravis Roberts & Co. L.P. | 10,000,000 | 9,905,000 | 0.92% | PRN | |
| 34 | Nicholas Investment Partners, LP | 9,890,000 | 9,797,000 | 0.91% | PRN | |
| 35 | Compagnie Lombard Odier SCmA | 9,310,000 | 9,250,000 | 0.86% | PRN | |
| 36 | TENOR CAPITAL MANAGEMENT Co., L.P. | 8,543,000 | 8,487,000 | 0.79% | PRN | |
| 37 | SCOTIA CAPITAL INC. | 8,240,000 | 8,163,000 | 0.76% | ||
| 38 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 7,961,000 | 7,890,000 | 0.73% | PRN | |
| 39 | EDMOND DE ROTHSCHILD HOLDING S.A. | 7,961,000 | 7,890,000 | 0.73% | PRN | |
| 40 | CSS LLC/IL | 7,062,000 | 6,998,000 | 0.65% | PRN | |
| 41 | JPMORGAN CHASE & CO | 6,601,000 | 6,505,000 | 0.60% | PRN | |
| 42 | GLAZER CAPITAL, LLC | 6,500,000 | 6,439,000 | 0.60% | PRN | |
| 43 | Candriam S.C.A. | 5,540 | 5,472,000 | 0.51% | PRN | |
| 44 | ROYAL BANK OF CANADA | 5,000,000 | 4,953,000 | 0.46% | PRN | |
| 45 | Lombard Odier Asset Management (Europe) Ltd | 4,655,000 | 4,615,000 | 0.43% | PRN | |
| 46 | K2 PRINCIPAL FUND, L.P. | 3,900 | 3,863,000 | 0.36% | PRN | |
| 47 | CREDIT SUISSE AG/ | 3,790,000 | 3,754,000 | 0.35% | PRN | |
| 48 | BNP Paribas Asset Management Holding S.A. | 3,500,000 | 3,456,000 | 0.32% | PRN | |
| 49 | SSI INVESTMENT MANAGEMENT LLC | 3,000,000 | 2,972,000 | 0.28% | PRN | |
| 50 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 2,971,000 | 0.28% | 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.
