| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVISOR GROUP, INC. | 2 | 8,000 | 0.00% | PRN | |
| 2 | MORGAN STANLEY | 5,000 | 20,000 | 0.00% | PRN | |
| 3 | GOLDMAN SACHS GROUP INC | 95,000 | 368,000 | 0.05% | PRN | |
| 4 | CITIGROUP INC | 95,000 | 368,000 | 0.05% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 104,000 | 402,000 | 0.05% | PRN | |
| 6 | WELLINGTON MANAGEMENT GROUP LLP | 109,000 | 423,000 | 0.05% | PRN | |
| 7 | RUSSELL INVESTMENTS GROUP, LTD. | 250,000 | 973,000 | 0.13% | ||
| 8 | AMERIPRISE FINANCIAL INC | 900,000 | 3,485,000 | 0.45% | PRN | |
| 9 | BlueCrest Capital Management Ltd | 2,260,000 | 8,771,000 | 1.14% | PRN | |
| 10 | ROYAL BANK OF CANADA | 3,137,000 | 12,148,000 | 1.57% | PRN | |
| 11 | WORTH VENTURE PARTNERS, LLC | 4,255,000 | 16,552,000 | 2.15% | PRN | |
| 12 | LORD, ABBETT & CO. LLC | 4,778,000 | 18,527,000 | 2.40% | PRN | |
| 13 | JPMORGAN CHASE & CO | 5,574,000 | 21,366,000 | 2.77% | PRN | |
| 14 | Verition Fund Management LLC | 8,500,000 | 32,959,000 | 4.27% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 10,257,000 | 39,771,000 | 5.15% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 14,364,000 | 55,573,000 | 7.20% | PRN | |
| 17 | Castle Creek Arbitrage, LLC | 18,027,000 | 69,949,000 | 9.06% | PRN | |
| 18 | DLD ASSET MANAGEMENT, LP | 21,257,000 | 82,541,000 | 10.70% | PRN | |
| 19 | CITADEL ADVISORS LLC | 22,500,000 | 87,342,000 | 11.32% | PRN | |
| 20 | ANGELO GORDON & CO., L.P. | 24,000,000 | 92,940,000 | 12.04% | PRN | |
| 21 | CSS LLC/IL | 27,820,000 | 107,935,000 | 13.99% | PRN | |
| 22 | WOLVERINE ASSET MANAGEMENT LLC | 30,719,000 | 119,224,000 | 15.45% | 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.
