| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Wellesley Asset Management | 3,290 | 3,668 | 0.00% | PRN | |
| 2 | Jefferies Group LLC | 25,000 | 28,000 | 0.02% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 65,000 | 73,000 | 0.05% | PRN | |
| 4 | LORD, ABBETT & CO. LLC | 705,000 | 786,000 | 0.52% | PRN | |
| 5 | Bank of New York Mellon Corp | 1,000,000 | 1,105,000 | 0.74% | ||
| 6 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,000,000 | 1,109,000 | 0.74% | PRN | |
| 7 | Sage Capital Management, LLC | 1,620,000 | 1,794,000 | 1.20% | PRN | |
| 8 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,000,000 | 1.33% | PRN | |
| 9 | WOLVERINE ASSET MANAGEMENT LLC | 1,853,000 | 2,045,000 | 1.36% | PRN | |
| 10 | Southpaw Asset Management LP | 1,949,000 | 2,153,000 | 1.43% | PRN | |
| 11 | WHITEBOX ADVISORS LLC | 2,000,000 | 2,219,000 | 1.48% | PRN | |
| 12 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 2,229,000 | 1.49% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 2,160,000 | 2,395,000 | 1.60% | PRN | |
| 14 | BANK OF AMERICA CORP /DE/ | 2,250,000 | 2,486,000 | 1.66% | PRN | |
| 15 | Context Capital Management, LLC | 3,000,000 | 3,323,000 | 2.21% | PRN | |
| 16 | SILVERBACK ASSET MANAGEMENT LLC | 3,215,000 | 3,573,000 | 2.38% | PRN | |
| 17 | Cutler Capital Management, LLC | 3,290,000 | 3,650,000 | 2.43% | PRN | |
| 18 | PUTNAM INVESTMENTS LLC | 4,418,000 | 4,901,000 | 3.27% | ||
| 19 | Clearbridge Investments, LLC | 5,000,000 | 5,525,000 | 3.68% | PRN | |
| 20 | AMUNDI ASSET MANAGEMENT US, INC. | 5,120,000 | 5,680,000 | 3.78% | PRN | |
| 21 | Man Investments (CH) AG | 6,000,000 | 6,716,000 | 4.48% | PRN | |
| 22 | BASSO CAPITAL MANAGEMENT, L.P. | 6,653,000 | 7,364,000 | 4.91% | PRN | |
| 23 | FMR LLC | 9,480,000 | 10,517,000 | 7.01% | PRN | |
| 24 | BlueCrest Capital Management Ltd | 542,350 | 11,731,000 | 7.82% | PRN | |
| 25 | CITADEL ADVISORS LLC | 10,653,000 | 11,834,000 | 7.89% | PRN | |
| 26 | MACKAY SHIELDS LLC | 11,742,000 | 13,085,000 | 8.72% | PRN | |
| 27 | LAZARD ASSET MANAGEMENT LLC | 14,553,000 | 16,217,000 | 10.81% | PRN | |
| 28 | ZAZOVE ASSOCIATES LLC | 22,990,000 | 25,533,000 | 17.01% | 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.
