| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 50,000,000 | 46,163,000 | 7.25% | PRN | |
| 2 | AVIVA PLC | 46,000,000 | 42,895,000 | 6.74% | PRN | |
| 3 | BNP Paribas Asset Management Holding S.A. | 46,000,000 | 42,355,000 | 6.65% | PRN | |
| 4 | Calamos Advisors LLC | 41,910,000 | 38,734,000 | 6.08% | PRN | |
| 5 | DSAM Partners (London) Ltd | 30,000 | 27,719,000 | 4.35% | ||
| 6 | JPMORGAN CHASE & CO | 29,603,000 | 27,254,000 | 4.28% | PRN | |
| 7 | ROYAL BANK OF CANADA | 27,350,000 | 25,179,000 | 3.95% | PRN | |
| 8 | Kamunting Street Capital Management, L.P. | 20,900,000 | 19,241,000 | 3.02% | PRN | |
| 9 | PEAK6 Group LLC | 190,000 | 17,492,000 | 2.75% | PRN | |
| 10 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 17,500,000 | 16,133,000 | 2.53% | PRN | |
| 11 | SILVERBACK ASSET MANAGEMENT LLC | 17,000,000 | 15,691,000 | 2.46% | PRN | |
| 12 | NOMURA HOLDINGS INC | 170,101 | 15,683,000 | 2.46% | Put | |
| 13 | BlueCrest Capital Management LLP | 16,001,000 | 14,791,000 | 2.32% | PRN | |
| 14 | GLG Partners LP | 15,780,000 | 14,566,000 | 2.29% | PRN | |
| 15 | CAPSTONE INVESTMENT ADVISORS, LLC | 15,500,000 | 14,325,000 | 2.25% | PRN | |
| 16 | D. E. Shaw & Co., Inc. | 15,000,000 | 13,849,000 | 2.18% | PRN | |
| 17 | HARVARD MANAGEMENT CO INC | 15,000,000 | 13,809,000 | 2.17% | PRN | |
| 18 | BANK OF AMERICA CORP /DE/ | 14,519,000 | 13,367,000 | 2.10% | PRN | |
| 19 | LINDEN ADVISORS LP | 13,238,000 | 12,232,000 | 1.92% | PRN | |
| 20 | Ferox Capital Management LP | 13,150,000 | 12,137,000 | 1.91% | PRN | |
| 21 | Invesco Ltd. | 13,000,000 | 11,968,000 | 1.88% | ||
| 22 | Polar Asset Management Partners Inc. | 12,500,000 | 11,546,000 | 1.81% | PRN | |
| 23 | WOLVERINE ASSET MANAGEMENT LLC | 10,000,000 | 9,253,000 | 1.45% | PRN | |
| 24 | Sculptor Capital LP | 10,000,000 | 9,239,000 | 1.45% | PRN | |
| 25 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,000,000 | 9,237,000 | 1.45% | PRN | |
| 26 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,000,000 | 9,235,000 | 1.45% | PRN | |
| 27 | Carlson Capital, L.P. | 10,000,000 | 9,230,000 | 1.45% | PRN | |
| 28 | Pine River Capital Management L.P. | 10,000,000 | 9,226,000 | 1.45% | PRN | |
| 29 | AMERIPRISE FINANCIAL INC | 10,000,000 | 9,207,000 | 1.45% | PRN | |
| 30 | STEELHEAD PARTNERS LLC | 9,000,000 | 8,325,000 | 1.31% | PRN | |
| 31 | BLACKROCK ADVISORS LLC | 9,000,000 | 8,286,000 | 1.30% | PRN | |
| 32 | Ionic Capital Management LLC | 8,000,000 | 7,384,000 | 1.16% | PRN | |
| 33 | LORD, ABBETT & CO. LLC | 7,900,000 | 7,312,000 | 1.15% | PRN | |
| 34 | MORGAN STANLEY | 7,130,000 | 6,558,000 | 1.03% | PRN | |
| 35 | GOLDMAN SACHS GROUP INC | 6,587,000 | 6,064,000 | 0.95% | PRN | |
| 36 | CREDIT SUISSE AG/ | 6,450,000 | 5,938,000 | 0.93% | PRN | |
| 37 | MILLENNIUM MANAGEMENT LLC | 5,000 | 4,616,000 | 0.73% | ||
| 38 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 4,603,000 | 0.72% | PRN | |
| 39 | WHITEBOX ADVISORS LLC | 5,000,000 | 4,603,000 | 0.72% | PRN | |
| 40 | SSI INVESTMENT MANAGEMENT LLC | 4,735,000 | 4,372,000 | 0.69% | PRN | |
| 41 | CREDIT AGRICOLE S A | 4,582,000 | 4,218,000 | 0.66% | PRN | |
| 42 | BARCLAYS PLC | 4,273,000 | 3,931,000 | 0.62% | PRN | |
| 43 | PUTNAM INVESTMENTS LLC | 3,900,000 | 3,590,000 | 0.56% | ||
| 44 | DEUTSCHE BANK AG\ | 3,729,000 | 3,430,000 | 0.54% | PRN | |
| 45 | CITIGROUP INC | 3,572,000 | 3,288,000 | 0.52% | PRN | |
| 46 | Polar Capital LLP | 2,900,000 | 2,675,000 | 0.42% | PRN | |
| 47 | CSS LLC/IL | 2,500,000 | 2,315,000 | 0.36% | PRN | |
| 48 | UBS AG | 2,444,000 | 2,250,000 | 0.35% | PRN | |
| 49 | Jabre Capital Partners S.A. | 2,000,000 | 1,849,000 | 0.29% | PRN | |
| 50 | WELLS FARGO & COMPANY/MN | 1,732,000 | 1,602,000 | 0.25% | 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.
