| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 50,000,000 | 117,678,000 | 14.15% | PRN | |
| 2 | SILVERBACK ASSET MANAGEMENT LLC | 48,740,000 | 114,722,000 | 13.79% | PRN | |
| 3 | Polar Asset Management Partners Inc. | 42,577,000 | 100,269,000 | 12.05% | PRN | |
| 4 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 37,129,000 | 87,346,000 | 10.50% | PRN | |
| 5 | CAMDEN ASSET MANAGEMENT L P /CA | 32,483,000 | 76,416,000 | 9.19% | PRN | |
| 6 | Assured Investment Management LLC | 22,175,000 | 52,113,000 | 6.26% | PRN | |
| 7 | TENOR CAPITAL MANAGEMENT Co., L.P. | 20,000,000 | 47,228,000 | 5.68% | PRN | |
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 19,338,000 | 45,516,000 | 5.47% | PRN | |
| 9 | BlackRock Institutional Trust Company, N.A. | 16,407,000 | 38,597,000 | 4.64% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 23,508,000 | 2.83% | PRN | |
| 11 | BANK OF AMERICA CORP /DE/ | 8,241,000 | 19,387,000 | 2.33% | PRN | |
| 12 | WOLVERINE ASSET MANAGEMENT LLC | 7,973,000 | 18,731,000 | 2.25% | PRN | |
| 13 | CREDIT AGRICOLE S A | 6,362,000 | 14,967,000 | 1.80% | PRN | |
| 14 | Paloma Partners Management Co | 5,000,000 | 11,771,000 | 1.42% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 5,000,000 | 11,760,000 | 1.41% | PRN | |
| 16 | MUFG Securities EMEA plc | 4,293,000 | 10,112,934 | 1.22% | PRN | |
| 17 | JPMORGAN CHASE & CO | 4,096,000 | 9,636,000 | 1.16% | PRN | |
| 18 | Ferox Capital Management LP | 4,000,000 | 9,514,000 | 1.14% | PRN | |
| 19 | PUTNAM INVESTMENTS LLC | 3,281,000 | 7,718,000 | 0.93% | ||
| 20 | Visium Asset Management, LP | 2,000,000 | 4,708,000 | 0.57% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 1,317,000 | 3,099,000 | 0.37% | PRN | |
| 22 | AGF INVESTMENTS INC. | 960,000 | 2,262,000 | 0.27% | PRN | |
| 23 | ACUITY INVESTMENT MANAGEMENT INC | 597,000 | 1,405,000 | 0.17% | PRN | |
| 24 | CONNING INC. | 525,000 | 1,234,000 | 0.15% | PRN | |
| 25 | Allianz Asset Management GmbH | 350,000 | 824,000 | 0.10% | PRN | |
| 26 | MANAGED ACCOUNT ADVISORS LLC | 222,000 | 522,000 | 0.06% | PRN | |
| 27 | CREDIT SUISSE AG/ | 200,000 | 471,000 | 0.06% | PRN | |
| 28 | PRUDENTIAL PLC | 10,778,000 | 254,000 | 0.03% | ||
| 29 | CITIGROUP INC | 13,000 | 31,000 | 0.00% | PRN | |
| 30 | Jefferies Group LLC | 10,000 | 24,000 | 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.
