| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 22,500,000 | 29,869,000 | 12.72% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 17,171,000 | 22,800,000 | 9.71% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 14,362,000 | 18,955,000 | 8.07% | PRN | |
| 4 | SILVERBACK ASSET MANAGEMENT LLC | 12,000,000 | 15,840,000 | 6.75% | PRN | |
| 5 | BlueCrest Capital Management Ltd | 12,000,000 | 15,828,000 | 6.74% | PRN | |
| 6 | Cutler Capital Management, LLC | 9,754,000 | 12,899,000 | 5.49% | PRN | |
| 7 | LAZARD ASSET MANAGEMENT LLC | 9,000,000 | 11,947,000 | 5.09% | PRN | |
| 8 | JPMORGAN CHASE & CO | 8,442,000 | 11,157,000 | 4.75% | PRN | |
| 9 | Allianz Asset Management GmbH | 6,340,000 | 8,386,000 | 3.57% | PRN | |
| 10 | Invesco Ltd. | 6,000,000 | 7,935,000 | 3.38% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 5,597,000 | 7,364,000 | 3.14% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 5,500,000 | 7,301,000 | 3.11% | ||
| 13 | Calamos Advisors LLC | 5,000,000 | 6,615,000 | 2.82% | PRN | |
| 14 | Mohican Financial Management, LLC | 5,000,000 | 6,612,000 | 2.82% | ||
| 15 | Myriad Asset Management Ltd. | 5,000,000 | 6,606,000 | 2.81% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 4,665,000 | 6,169,000 | 2.63% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 4,371,000 | 5,780,000 | 2.46% | ||
| 18 | SSI INVESTMENT MANAGEMENT LLC | 4,365,000 | 5,773,000 | 2.46% | PRN | |
| 19 | CSS LLC/IL | 4,013,000 | 5,308,000 | 2.26% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 3,886,000 | 5,139,000 | 2.19% | PRN | |
| 21 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,000,000 | 3,968,000 | 1.69% | PRN | |
| 22 | Context Capital Management, LLC | 2,140,000 | 2,831,000 | 1.21% | PRN | |
| 23 | CREDIT SUISSE AG/ | 1,522,000 | 2,013,000 | 0.86% | PRN | |
| 24 | Polar Asset Management Partners Inc. | 1,500,000 | 1,975,000 | 0.84% | PRN | |
| 25 | ROYAL BANK OF CANADA | 1,146,000 | 1,516,000 | 0.65% | PRN | |
| 26 | METROPOLITAN LIFE INSURANCE CO/NY | 910,000 | 1,206,000 | 0.51% | ||
| 27 | Man Investments (CH) AG | 700,000 | 924,000 | 0.39% | PRN | |
| 28 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 664,000 | 0.28% | PRN | |
| 29 | Bank of New York Mellon Corp | 500,000 | 661,000 | 0.28% | ||
| 30 | BANK OF AMERICA CORP /DE/ | 176,000 | 233,000 | 0.10% | PRN | |
| 31 | D.A. DAVIDSON & CO. | 170,000 | 216,000 | 0.09% | ||
| 32 | Wellesley Asset Management | 66,910 | 88,823 | 0.04% | PRN | |
| 33 | ADVISOR GROUP, INC. | 60 | 79,000 | 0.03% | PRN | |
| 34 | Creative Planning | 40,000 | 53,000 | 0.02% | PRN | |
| 35 | BlackRock Fund Advisors | 25,000 | 33,000 | 0.01% | PRN | |
| 36 | Raymond James Financial Services Advisors, Inc. | 17,000 | 22,000 | 0.01% | PRN | |
| 37 | HighTower Advisors, LLC | 14,000 | 19,000 | 0.01% | PRN | |
| 38 | ACG Wealth | 12,000 | 16,000 | 0.01% | ||
| 39 | MORGAN STANLEY | 3,000 | 4,000 | 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.
