| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SEI INVESTMENTS CO | 97,000 | 108,000 | 0.04% | ||
| 2 | AGF INVESTMENTS INC. | 200,000 | 222,000 | 0.08% | PRN | |
| 3 | IRON Financial LLC | 465,000 | 521,000 | 0.19% | ||
| 4 | METROPOLITAN LIFE INSURANCE CO/NY | 16,255 | 1,795,000 | 0.64% | ||
| 5 | NOMURA HOLDINGS INC | 1,720,000 | 1,907,000 | 0.68% | PRN | |
| 6 | CREDIT AGRICOLE S A | 1,932,000 | 2,142,000 | 0.76% | PRN | |
| 7 | Jefferies Group LLC | 2,199,000 | 2,452,000 | 0.88% | PRN | |
| 8 | JPMORGAN CHASE & CO | 2,273,000 | 2,506,000 | 0.89% | PRN | |
| 9 | Context Capital Management, LLC | 2,504,000 | 2,793,000 | 1.00% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 2,988,000 | 3,310,000 | 1.18% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 3,000,000 | 3,334,000 | 1.19% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 3,525,000 | 3,908,000 | 1.40% | PRN | |
| 13 | CREDIT SUISSE AG/ | 154,239 | 4,213,000 | 1.50% | PRN | |
| 14 | SONORA INVESTMENT MANAGEMENT, LLC | 6,535,000 | 7,220,522 | 2.58% | ||
| 15 | AQR ARBITRAGE LLC | 8,475,000 | 9,439,000 | 3.37% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,196,000 | 4.35% | PRN | |
| 17 | BESSEMER GROUP INC | 11,500,000 | 12,689,000 | 4.53% | PRN | |
| 18 | Allianz Asset Management GmbH | 11,700,000 | 12,899,000 | 4.61% | PRN | |
| 19 | Invesco Ltd. | 13,685,000 | 15,173,000 | 5.42% | PRN | |
| 20 | AMERIPRISE FINANCIAL INC | 13,820,000 | 15,270,000 | 5.45% | PRN | |
| 21 | SILVERBACK ASSET MANAGEMENT LLC | 14,200,000 | 15,798,000 | 5.64% | PRN | |
| 22 | CITADEL ADVISORS LLC | 23,030,000 | 25,714,000 | 9.18% | PRN | |
| 23 | BIRCH GROVE CAPITAL LP | 26,606,000 | 29,634,000 | 10.58% | PRN | |
| 24 | OAKTREE CAPITAL MANAGEMENT LP | 38,450,000 | 42,629,000 | 15.22% | PRN | |
| 25 | LINDEN ADVISORS LP | 46,895,000 | 52,184,000 | 18.63% | 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.
