| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Allianz Asset Management GmbH | 85,400,000 | 97,413,000 | 9.66% | PRN | |
| 2 | Graham Capital Management, L.P. | 80,250,000 | 91,905,000 | 9.11% | ||
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 73,845,000 | 84,368,000 | 8.37% | PRN | |
| 4 | ARISTEIA CAPITAL, L.L.C. | 67,507,000 | 77,296,000 | 7.66% | PRN | |
| 5 | HBK INVESTMENTS L P | 56,100,000 | 64,225,000 | 6.37% | PRN | |
| 6 | Sculptor Capital LP | 55,800,000 | 63,980,000 | 6.34% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 45,000,000 | 51,525,000 | 5.11% | ||
| 8 | Assured Investment Management LLC | 39,328,000 | 45,063,000 | 4.47% | ||
| 9 | STATE STREET CORP | 28,714,000 | 32,847,000 | 3.26% | ||
| 10 | Pomelo Capital LLC | 26,500,000 | 30,343,000 | 3.01% | PRN | |
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 25,359,000 | 29,025,000 | 2.88% | PRN | |
| 12 | CAMDEN ASSET MANAGEMENT L P /CA | 24,000,000 | 27,420,000 | 2.72% | PRN | |
| 13 | RWC Asset Management LLP | 23,450,000 | 26,832,000 | 2.66% | PRN | |
| 14 | TENOR CAPITAL MANAGEMENT Co., L.P. | 22,500,000 | 25,815,000 | 2.56% | PRN | |
| 15 | CITADEL ADVISORS LLC | 22,500,000 | 25,758,000 | 2.55% | PRN | |
| 16 | WHITEBOX ADVISORS LLC | 21,000,000 | 23,993,000 | 2.38% | PRN | |
| 17 | Ferox Capital Management LP | 17,350,000 | 19,936,000 | 1.98% | PRN | |
| 18 | JPMORGAN CHASE & CO | 16,526,000 | 18,910,000 | 1.88% | PRN | |
| 19 | LORD, ABBETT & CO. LLC | 14,464,000 | 16,561,000 | 1.64% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 13,000,000 | 14,852,000 | 1.47% | PRN | |
| 21 | MORGAN STANLEY | 11,993,000 | 13,705,000 | 1.36% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 10,743,000 | 12,299,000 | 1.22% | PRN | |
| 23 | Fore Research & Management, LP | 10,000,000 | 11,460,000 | 1.14% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 9,158,000 | 10,463,000 | 1.04% | PRN | |
| 25 | NF TRINITY CAPITAL (HONG KONG) LTD | 9,000,000 | 10,306,000 | 1.02% | PRN | |
| 26 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 8,250,000 | 9,438,000 | 0.94% | PRN | |
| 27 | SSI INVESTMENT MANAGEMENT LLC | 8,195,000 | 9,364,000 | 0.93% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 7,682,000 | 8,776,000 | 0.87% | PRN | |
| 29 | CREDIT SUISSE AG/ | 7,000,000 | 7,998,000 | 0.79% | PRN | |
| 30 | CSS LLC/IL | 6,760,000 | 7,713,000 | 0.76% | PRN | |
| 31 | JD CAPITAL MANAGEMENT LLC | 5,000,000 | 5,758,000 | 0.57% | PRN | |
| 32 | Polar Capital LLP | 5,000,000 | 5,728,000 | 0.57% | PRN | |
| 33 | PRICE T ROWE ASSOCIATES INC /MD/ | 4,717,000 | 5,405,000 | 0.54% | PRN | |
| 34 | SG Americas Securities, LLC | 40,000 | 4,570,000 | 0.45% | PRN | |
| 35 | Verition Fund Management LLC | 3,500,000 | 4,008,000 | 0.40% | PRN | |
| 36 | GLG Partners LP | 2,500,000 | 2,860,000 | 0.28% | PRN | |
| 37 | BANK OF AMERICA CORP /DE/ | 1,986,000 | 2,269,000 | 0.22% | PRN | |
| 38 | MUFG Americas Holdings Corp | 1,378,000 | 1,562,000 | 0.15% | PRN | |
| 39 | BlackRock Finance, Inc. | 1,325,000 | 1,514,000 | 0.15% | PRN | |
| 40 | Saba Capital Management, L.P. | 1,250,000 | 1,432,000 | 0.14% | PRN | |
| 41 | Natixis Investment Managers International | 1,025 | 1,178,000 | 0.12% | ||
| 42 | MML INVESTORS SERVICES, INC. | 10,000 | 1,142,000 | 0.11% | ||
| 43 | BARCLAYS PLC | 445,000 | 508,000 | 0.05% | PRN | |
| 44 | CITIGROUP INC | 300,000 | 343,000 | 0.03% | PRN | |
| 45 | SUNTRUST BANKS INC | 196,000 | 224,000 | 0.02% | PRN | |
| 46 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 150,000 | 172,000 | 0.02% | PRN | |
| 47 | HighTower Advisors, LLC | 66,000 | 76,000 | 0.01% | PRN | |
| 48 | SUN LIFE FINANCIAL INC | 33,000 | 38,000 | 0.00% | ||
| 49 | ADVISOR GROUP, INC. | 26 | 30,000 | 0.00% | PRN | |
| 50 | ROYAL BANK OF CANADA | 18,000 | 21,000 | 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.
