| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CQS Cayman LP | 30,000,000 | 36,430,000 | 9.82% | PRN | |
| 2 | D. E. Shaw & Co., Inc. | 25,000,000 | 30,347,000 | 8.18% | PRN | |
| 3 | Polar Asset Management Partners Inc. | 20,000,000 | 24,189,000 | 6.52% | PRN | |
| 4 | Sculptor Capital LP | 18,153,000 | 22,026,000 | 5.94% | PRN | |
| 5 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 16,500,000 | 20,017,000 | 5.40% | PRN | |
| 6 | STEELHEAD PARTNERS LLC | 15,678,000 | 19,029,000 | 5.13% | PRN | |
| 7 | ZAZOVE ASSOCIATES LLC | 15,350,000 | 18,624,000 | 5.02% | PRN | |
| 8 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 15,150,000 | 18,379,000 | 4.96% | PRN | |
| 9 | MINT TOWER CAPITAL MANAGEMENT B.V. | 15,158,000 | 18,370,000 | 4.95% | PRN | |
| 10 | AQR ARBITRAGE LLC | 15,000,000 | 18,234,000 | 4.92% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 14,041,000 | 17,033,000 | 4.59% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 13,180,000 | 15,936,000 | 4.30% | PRN | |
| 13 | FMR LLC | 11,185,000 | 13,569,000 | 3.66% | PRN | |
| 14 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 12,156,000 | 3.28% | PRN | |
| 15 | Allianz Asset Management GmbH | 9,450,000 | 11,598,000 | 3.13% | PRN | |
| 16 | MIZUHO SECURITIES USA LLC | 8,910,000 | 10,794,000 | 2.91% | ||
| 17 | BNP PARIBAS FINANCIAL MARKETS | 8,098,000 | 9,823,927 | 2.65% | PRN | |
| 18 | Kohlberg Kravis Roberts & Co. L.P. | 8,000,000 | 9,818,000 | 2.65% | PRN | |
| 19 | Jabre Capital Partners S.A. | 7,000,000 | 8,466,000 | 2.28% | PRN | |
| 20 | JPMORGAN CHASE & CO | 5,278,000 | 6,490,000 | 1.75% | PRN | |
| 21 | GABELLI FUNDS LLC | 5,000,000 | 6,066,000 | 1.64% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 4,475,000 | 5,429,000 | 1.46% | PRN | |
| 23 | Fore Research & Management, LP | 3,000,000 | 3,647,000 | 0.98% | PRN | |
| 24 | Ameritas Investment Partners, Inc. | 2,500,000 | 3,032,000 | 0.82% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 2,442,000 | 2,960,000 | 0.80% | PRN | |
| 26 | BARCLAYS PLC | 2,055,000 | 2,493,000 | 0.67% | PRN | |
| 27 | NOMURA HOLDINGS INC | 1,281,000 | 1,554,000 | 0.42% | PRN | |
| 28 | CREDIT SUISSE AG/ | 1,172,000 | 1,422,000 | 0.38% | PRN | |
| 29 | MACKAY SHIELDS LLC | 618,000 | 751,000 | 0.20% | PRN | |
| 30 | BlackRock Finance, Inc. | 458,000 | 556,000 | 0.15% | PRN | |
| 31 | SG Americas Securities, LLC | 4,500 | 547,000 | 0.15% | PRN | |
| 32 | Bank of New York Mellon Corp | 300,000 | 369,000 | 0.10% | ||
| 33 | Teton Advisors, Inc. | 250,000 | 303,000 | 0.08% | PRN | |
| 34 | GAMCO INVESTORS, INC. ET AL | 250,000 | 303,000 | 0.08% | PRN | |
| 35 | WELLS FARGO & COMPANY/MN | 39,000 | 47,000 | 0.01% | PRN | |
| 36 | Creative Planning | 4,000 | 5,000 | 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.
