| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Wellesley Asset Management | 1,037 | 1,223 | 0.00% | PRN | |
| 2 | CITIGROUP INC | 4,000 | 5,000 | 0.00% | PRN | |
| 3 | Jefferies Group LLC | 35,000 | 41,000 | 0.02% | PRN | |
| 4 | WELLINGTON MANAGEMENT GROUP LLP | 315,000 | 370,000 | 0.22% | PRN | |
| 5 | Bank of New York Mellon Corp | 650,000 | 725,000 | 0.43% | ||
| 6 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,000,000 | 1,174,000 | 0.70% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,348,000 | 1.40% | PRN | |
| 8 | AQR ARBITRAGE LLC | 2,000,000 | 2,359,000 | 1.40% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 2,136,000 | 2,507,000 | 1.49% | PRN | |
| 10 | GABELLI FUNDS LLC | 3,000,000 | 3,523,000 | 2.09% | PRN | |
| 11 | BlueCrest Capital Management Ltd | 2,983,000 | 3,535,000 | 2.10% | PRN | |
| 12 | Context Capital Management, LLC | 3,250,000 | 3,827,000 | 2.27% | PRN | |
| 13 | Mohican Financial Management, LLC | 3,500,000 | 4,101,000 | 2.44% | ||
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 3,500,000 | 4,130,000 | 2.45% | PRN | |
| 15 | Man Investments (CH) AG | 4,000,000 | 4,710,000 | 2.80% | PRN | |
| 16 | Cutler Capital Management, LLC | 4,055,000 | 4,762,000 | 2.83% | PRN | |
| 17 | Empyrean Capital Partners, LP | 4,277,000 | 5,048,000 | 3.00% | PRN | |
| 18 | SILVERBACK ASSET MANAGEMENT LLC | 4,340,000 | 5,121,000 | 3.04% | PRN | |
| 19 | Clearbridge Investments, LLC | 5,000,000 | 5,573,000 | 3.31% | PRN | |
| 20 | AMUNDI ASSET MANAGEMENT US, INC. | 5,120,000 | 6,013,000 | 3.57% | PRN | |
| 21 | FMR LLC | 9,480,000 | 11,133,000 | 6.61% | PRN | |
| 22 | CITADEL ADVISORS LLC | 10,653,000 | 12,624,000 | 7.50% | PRN | |
| 23 | MACKAY SHIELDS LLC | 13,259,000 | 15,637,000 | 9.29% | PRN | |
| 24 | WOLVERINE ASSET MANAGEMENT LLC | 15,495,000 | 18,151,000 | 10.78% | PRN | |
| 25 | LAZARD ASSET MANAGEMENT LLC | 17,924,000 | 21,139,000 | 12.56% | PRN | |
| 26 | ZAZOVE ASSOCIATES LLC | 25,174,000 | 29,753,000 | 17.68% | 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.
