| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WATER ISLAND CAPITAL LLC | 1,500 | 3,000 | 0.00% | Call | |
| 2 | CITIGROUP INC | 28,000 | 28,000 | 0.01% | PRN | |
| 3 | BlackRock Fund Advisors | 50,000 | 50,000 | 0.02% | PRN | |
| 4 | SEI INVESTMENTS CO | 100,000 | 100,000 | 0.04% | ||
| 5 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 300,000 | 299,000 | 0.12% | ||
| 6 | IRON Financial LLC | 380,000 | 380,000 | 0.15% | ||
| 7 | Jefferies Group LLC | 671,000 | 672,000 | 0.26% | PRN | |
| 8 | Bank of New York Mellon Corp | 1,000,000 | 995,000 | 0.39% | ||
| 9 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 1,003,000 | 0.39% | PRN | |
| 10 | WELLINGTON MANAGEMENT GROUP LLP | 1,203,000 | 1,201,000 | 0.47% | PRN | |
| 11 | WATER ISLAND CAPITAL LLC | 1,500,000 | 1,497,000 | 0.59% | PRN | |
| 12 | Radcliffe Capital Management, L.P. | 2,130,000 | 2,127,000 | 0.83% | PRN | |
| 13 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 2,994,000 | 1.17% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 3,450,000 | 3,422,000 | 1.34% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 3,528,000 | 3,521,000 | 1.38% | PRN | |
| 16 | Cutler Capital Management, LLC | 3,573,000 | 3,566,000 | 1.40% | PRN | |
| 17 | Petrus Trust Company, LTA | 3,700,000 | 3,682,000 | 1.44% | PRN | |
| 18 | Jabre Capital Partners S.A. | 5,200,000 | 5,101,000 | 2.00% | PRN | |
| 19 | CITADEL ADVISORS LLC | 5,693,000 | 5,695,000 | 2.23% | PRN | |
| 20 | BESSEMER GROUP INC | 7,000,000 | 6,762,000 | 2.65% | PRN | |
| 21 | LAZARD ASSET MANAGEMENT LLC | 6,855,000 | 6,876,000 | 2.70% | PRN | |
| 22 | CREDIT SUISSE AG/ | 7,285,000 | 7,271,000 | 2.85% | PRN | |
| 23 | BIRCH GROVE CAPITAL LP | 11,636,000 | 11,672,000 | 4.58% | PRN | |
| 24 | MORGAN STANLEY | 13,623,000 | 13,572,000 | 5.32% | PRN | |
| 25 | Calamos Advisors LLC | 14,000,000 | 13,982,000 | 5.49% | PRN | |
| 26 | AMUNDI ASSET MANAGEMENT US, INC. | 18,690,000 | 18,655,000 | 7.32% | PRN | |
| 27 | STEELHEAD PARTNERS LLC | 18,747,000 | 18,747,000 | 7.35% | PRN | |
| 28 | JPMORGAN CHASE & CO | 19,611,000 | 19,513,000 | 7.66% | PRN | |
| 29 | OAKTREE CAPITAL MANAGEMENT LP | 24,260,000 | 24,287,000 | 9.53% | PRN | |
| 30 | CAMDEN ASSET MANAGEMENT L P /CA | 37,972,000 | 37,901,000 | 14.87% | PRN | |
| 31 | FRANKLIN RESOURCES INC | 39,200,000 | 39,323,000 | 15.43% | 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.
