| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAMDEN ASSET MANAGEMENT L P /CA | 36,925,000 | 44,610,000 | 18.35% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 29,405,000 | 35,684,000 | 14.68% | PRN | |
| 3 | Allianz Asset Management GmbH | 25,580,000 | 31,191,000 | 12.83% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 19,767,000 | 24,008,000 | 9.88% | PRN | |
| 5 | D. E. Shaw & Co., Inc. | 16,320,000 | 19,808,000 | 8.15% | PRN | |
| 6 | CITADEL ADVISORS LLC | 13,000,000 | 15,770,000 | 6.49% | PRN | |
| 7 | Polar Asset Management Partners Inc. | 12,500,000 | 15,189,000 | 6.25% | PRN | |
| 8 | LAZARD ASSET MANAGEMENT LLC | 12,000,000 | 14,557,000 | 5.99% | PRN | |
| 9 | Invesco Ltd. | 8,000,000 | 9,665,000 | 3.98% | PRN | |
| 10 | FMR LLC | 6,350,000 | 7,672,000 | 3.16% | PRN | |
| 11 | NOMURA HOLDINGS INC | 5,138,000 | 6,540,000 | 2.69% | PRN | |
| 12 | STEELHEAD PARTNERS LLC | 5,000,000 | 6,063,000 | 2.49% | PRN | |
| 13 | UBS Group AG | 3,416,000 | 4,127,000 | 1.70% | PRN | |
| 14 | AMERIPRISE FINANCIAL INC | 3,400,000 | 4,108,000 | 1.69% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 1,750,000 | 2,118,000 | 0.87% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 750,000 | 906,098 | 0.37% | PRN | |
| 17 | WELLINGTON MANAGEMENT GROUP LLP | 350,000 | 423,000 | 0.17% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 213,000 | 257,000 | 0.11% | PRN | |
| 19 | CITIGROUP INC | 146,000 | 176,000 | 0.07% | PRN | |
| 20 | BARCLAYS PLC | 106,000 | 128,000 | 0.05% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 35,000 | 42,000 | 0.02% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 5,000 | 6,000 | 0.00% | PRN | |
| 23 | Wellesley Asset Management | 1,000 | 1,213 | 0.00% | PRN | |
| 24 | MORGAN STANLEY | 1,000 | 1,000 | 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.
