| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Assured Investment Management LLC | 27,000,000 | 57,371,000 | 18.35% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 20,810,000 | 44,312,000 | 14.18% | PRN | |
| 3 | GEODE CAPITAL MANAGEMENT, LLC | 19,670,000 | 41,823,000 | 13.38% | PRN | |
| 4 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,118,000 | 38,580,000 | 12.34% | PRN | |
| 5 | CSS LLC/IL | 12,547,000 | 26,691,000 | 8.54% | PRN | |
| 6 | AQR CAPITAL MANAGEMENT LLC | 11,825,000 | 25,195,000 | 8.06% | PRN | |
| 7 | SILVERBACK ASSET MANAGEMENT LLC | 9,900,000 | 21,072,000 | 6.74% | PRN | |
| 8 | Paloma Partners Management Co | 7,810,000 | 16,619,000 | 5.32% | PRN | |
| 9 | Ionic Capital Management LLC | 4,600,000 | 9,783,000 | 3.13% | PRN | |
| 10 | GABELLI FUNDS LLC | 3,700,000 | 7,925,000 | 2.54% | PRN | |
| 11 | CITIGROUP INC | 3,170,000 | 6,750,000 | 2.16% | PRN | |
| 12 | PICTON MAHONEY ASSET MANAGEMENT | 308,700 | 5,896,000 | 1.89% | SH | |
| 13 | PIPER SANDLER & CO. | 2,264,000 | 4,821,000 | 1.54% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 1,575,000 | 3,353,000 | 1.07% | PRN | |
| 15 | BlackRock Institutional Trust Company, N.A. | 1,000,000 | 2,129,000 | 0.68% | PRN | |
| 16 | GAMCO INVESTORS, INC. ET AL | 100,000 | 214,000 | 0.07% | PRN | |
| 17 | GOLDMAN SACHS GROUP INC | 30,000 | 64,000 | 0.02% | 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.
