| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Wellesley Asset Management | 2,448 | 5,439 | 0.00% | PRN | |
| 2 | UBS Group AG | 3,000 | 7,000 | 0.00% | PRN | |
| 3 | Jefferies Group LLC | 8,000 | 18,000 | 0.00% | PRN | |
| 4 | Investors Capital Advisory Services | 15,000 | 33,000 | 0.00% | ||
| 5 | Brown Advisory Securities, LLC | 27,000 | 60,000 | 0.01% | PRN | |
| 6 | BANK OF AMERICA CORP /DE/ | 55,000 | 121,000 | 0.02% | PRN | |
| 7 | ADVENT CAPITAL MANAGEMENT /DE/ | 59,000 | 130,000 | 0.02% | PRN | |
| 8 | BlackRock Fund Advisors | 75,000 | 165,000 | 0.02% | PRN | |
| 9 | PUTNAM INVESTMENTS LLC | 92,000 | 203,000 | 0.03% | ||
| 10 | GOLDMAN SACHS GROUP INC | 142,000 | 313,000 | 0.04% | PRN | |
| 11 | NOMURA HOLDINGS INC | 200,000 | 441,000 | 0.06% | PRN | |
| 12 | CREDIT SUISSE AG/ | 250,000 | 551,000 | 0.07% | PRN | |
| 13 | SG Americas Securities, LLC | 3,400 | 752,000 | 0.10% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 464,000 | 1,023,000 | 0.13% | PRN | |
| 15 | SSI INVESTMENT MANAGEMENT LLC | 965,000 | 2,127,000 | 0.28% | PRN | |
| 16 | MANAGED ACCOUNT ADVISORS LLC | 2,512,000 | 5,541,000 | 0.72% | PRN | |
| 17 | Visium Asset Management, LP | 3,000,000 | 6,624,000 | 0.86% | PRN | |
| 18 | WELLS FARGO & COMPANY/MN | 3,018,000 | 6,656,000 | 0.87% | PRN | |
| 19 | THRIVENT FINANCIAL FOR LUTHERANS | 3,050,000 | 6,742,000 | 0.88% | ||
| 20 | BlueCrest Capital Management Ltd | 3,162 | 6,985,000 | 0.91% | PRN | |
| 21 | CITIGROUP INC | 4,574,000 | 10,089,000 | 1.31% | PRN | |
| 22 | BASSO CAPITAL MANAGEMENT, L.P. | 5,000,000 | 11,026,000 | 1.43% | PRN | |
| 23 | Invesco Ltd. | 8,300,000 | 18,307,000 | 2.38% | ||
| 24 | AMERIPRISE FINANCIAL INC | 8,726,000 | 19,247,000 | 2.50% | PRN | |
| 25 | JPMORGAN CHASE & CO | 11,538,000 | 25,449,000 | 3.31% | PRN | |
| 26 | CAMDEN ASSET MANAGEMENT L P /CA | 15,388,000 | 33,940,000 | 4.41% | PRN | |
| 27 | COASTLAND CAPITAL LLC | 15,356 | 34,159,000 | 4.44% | PRN | |
| 28 | CITADEL ADVISORS LLC | 16,300,000 | 35,978,000 | 4.68% | PRN | |
| 29 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 17,500,000 | 38,599,000 | 5.02% | PRN | |
| 30 | Myriad Asset Management Ltd. | 17,807,000 | 39,300,000 | 5.11% | PRN | |
| 31 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 40,032,000 | 5.20% | PRN | |
| 32 | Polar Asset Management Partners Inc. | 20,000,000 | 44,179,000 | 5.74% | PRN | |
| 33 | Allianz Asset Management GmbH | 20,565,000 | 45,243,000 | 5.88% | PRN | |
| 34 | WHITEBOX ADVISORS LLC | 20,558,000 | 45,343,000 | 5.89% | PRN | |
| 35 | MACKAY SHIELDS LLC | 26,134,000 | 57,746,000 | 7.51% | PRN | |
| 36 | Daiwa Securities Group Inc. | 32,500,000 | 71,746,000 | 9.33% | PRN | |
| 37 | CQS Cayman LP | 72,180,000 | 160,509,000 | 20.86% | 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.
