| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 3,000 | 5,000 | 0.00% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 9,000 | 13,000 | 0.00% | PRN | |
| 3 | MANAGED ACCOUNT ADVISORS LLC | 359,000 | 545,000 | 0.18% | PRN | |
| 4 | BlackRock Institutional Trust Company, N.A. | 480,000 | 728,000 | 0.24% | PRN | |
| 5 | PUTNAM INVESTMENTS LLC | 614,000 | 931,000 | 0.30% | ||
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 1,000,000 | 1,514,000 | 0.50% | PRN | |
| 7 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,522,000 | 0.50% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 1,455,000 | 2,207,000 | 0.72% | PRN | |
| 9 | JPMORGAN CHASE & CO | 1,909,000 | 2,896,000 | 0.95% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 1,931,000 | 2,930,000 | 0.96% | PRN | |
| 11 | NOMURA HOLDINGS INC | 2,410,000 | 3,656,000 | 1.20% | PRN | |
| 12 | CSS LLC/IL | 2,500,000 | 3,795,000 | 1.24% | PRN | |
| 13 | BlackRock Group LTD | 3,120,000 | 4,733,000 | 1.55% | PRN | |
| 14 | CITIGROUP INC | 3,498,000 | 5,306,000 | 1.73% | PRN | |
| 15 | BlackRock Finance, Inc. | 3,520,000 | 5,339,000 | 1.75% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 3,550,000 | 5,403,000 | 1.77% | ||
| 17 | BANK OF AMERICA CORP /DE/ | 3,878,000 | 5,882,000 | 1.92% | PRN | |
| 18 | Castle Creek Arbitrage, LLC | 4,000,000 | 6,072,000 | 1.99% | PRN | |
| 19 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 6,082,000 | 9,226,000 | 3.02% | PRN | |
| 20 | Nicholas Investment Partners, LP | 6,150,000 | 9,329,000 | 3.05% | PRN | |
| 21 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 9,000,000 | 13,635,000 | 4.46% | PRN | |
| 22 | Calamos Advisors LLC | 12,000,000 | 18,212,000 | 5.95% | PRN | |
| 23 | Allianz Asset Management GmbH | 12,100,000 | 18,478,000 | 6.04% | PRN | |
| 24 | Assured Investment Management LLC | 15,000,000 | 22,738,000 | 7.43% | PRN | |
| 25 | BLACKROCK ADVISORS LLC | 16,000,000 | 24,270,000 | 7.94% | PRN | |
| 26 | Polar Asset Management Partners Inc. | 20,000,000 | 30,332,000 | 9.92% | PRN | |
| 27 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 25,520,000 | 38,711,000 | 12.66% | PRN | |
| 28 | Sculptor Capital LP | 44,531,000 | 67,428,000 | 22.05% | 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.
