| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Wealth Management LLC | 46,000 | 58,000 | 0.01% | PRN | |
| 2 | BlackRock Fund Advisors | 76,000 | 96,000 | 0.01% | PRN | |
| 3 | Penn Capital Management Company, LLC | 92,000 | 117,000 | 0.02% | PRN | |
| 4 | Jefferies Group LLC | 238,000 | 303,000 | 0.04% | PRN | |
| 5 | Bank of New York Mellon Corp | 350,000 | 447,000 | 0.06% | ||
| 6 | BARCLAYS PLC | 664,000 | 842,000 | 0.12% | PRN | |
| 7 | GOLDMAN SACHS GROUP INC | 753,000 | 955,000 | 0.14% | PRN | |
| 8 | MIZUHO SECURITIES USA LLC | 1,026,000 | 1,305,000 | 0.19% | ||
| 9 | BlueCrest Capital Management Ltd | 1,250,000 | 1,591,000 | 0.23% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 1,575,000 | 1,997,000 | 0.29% | PRN | |
| 11 | PIER 88 INVESTMENT PARTNERS LLC | 1,550,000 | 2,145,000 | 0.31% | PRN | |
| 12 | CREDIT SUISSE AG/ | 1,800,000 | 2,282,000 | 0.33% | PRN | |
| 13 | CSS LLC/IL | 2,000,000 | 2,508,000 | 0.36% | PRN | |
| 14 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 2,250,000 | 2,872,000 | 0.42% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 2,500,000 | 3,182,000 | 0.46% | PRN | |
| 16 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,500,000 | 3,183,000 | 0.46% | PRN | |
| 17 | Man Investments (CH) AG | 2,800,000 | 3,558,000 | 0.52% | PRN | |
| 18 | SG Americas Securities, LLC | 33,400 | 4,252,000 | 0.62% | PRN | |
| 19 | MORGAN STANLEY | 3,658,000 | 4,640,000 | 0.67% | PRN | |
| 20 | AMERIPRISE FINANCIAL INC | 3,930,000 | 4,984,000 | 0.72% | PRN | |
| 21 | Jabre Capital Partners S.A. | 5,000,000 | 6,353,000 | 0.92% | PRN | |
| 22 | LOOMIS SAYLES & CO L P | 45,657 | 6,385,000 | 0.93% | ||
| 23 | Kohlberg Kravis Roberts & Co. L.P. | 5,000,000 | 6,398,000 | 0.93% | PRN | |
| 24 | Verition Fund Management LLC | 5,500,000 | 7,002,000 | 1.02% | PRN | |
| 25 | SHENKMAN CAPITAL MANAGEMENT INC | 5,802,000 | 7,387,000 | 1.07% | PRN | |
| 26 | RWC Asset Management LLP | 6,025,000 | 7,688,000 | 1.12% | PRN | |
| 27 | Nicholas Investment Partners, LP | 6,675,000 | 8,465,000 | 1.23% | PRN | |
| 28 | UBS Group AG | 7,875,000 | 9,987,000 | 1.45% | PRN | |
| 29 | Myriad Asset Management Ltd. | 10,000,000 | 12,700,000 | 1.84% | PRN | |
| 30 | OPERA TRADING CAPITAL | 10,000,000 | 12,712,000 | 1.85% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 12,016,000 | 15,238,000 | 2.21% | PRN | |
| 32 | STATE STREET CORP | 14,050,000 | 17,817,000 | 2.59% | ||
| 33 | Allianz Asset Management GmbH | 14,230,000 | 18,208,000 | 2.64% | PRN | |
| 34 | ANGELO GORDON & CO., L.P. | 17,000,000 | 21,558,000 | 3.13% | PRN | |
| 35 | Daiwa Securities Group Inc. | 17,500,000 | 22,233,000 | 3.23% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 17,602,000 | 22,320,000 | 3.24% | PRN | |
| 37 | Carlson Capital, L.P. | 19,506,000 | 24,804,000 | 3.60% | PRN | |
| 38 | MINT TOWER CAPITAL MANAGEMENT B.V. | 20,000,000 | 25,413,000 | 3.69% | PRN | |
| 39 | Calamos Advisors LLC | 21,205,000 | 26,935,000 | 3.91% | PRN | |
| 40 | BASSO CAPITAL MANAGEMENT, L.P. | 21,692,000 | 27,542,000 | 4.00% | PRN | |
| 41 | JPMORGAN CHASE & CO | 23,249,000 | 29,665,000 | 4.31% | PRN | |
| 42 | SYMPHONY ASSET MANAGEMENT LLC | 24,876,000 | 31,670,000 | 4.60% | PRN | |
| 43 | FRANKLIN RESOURCES INC | 29,800,000 | 37,939,000 | 5.51% | PRN | |
| 44 | Paloma Partners Management Co | 31,335,000 | 39,869,000 | 5.79% | PRN | |
| 45 | CQS Cayman LP | 38,000,000 | 48,280,000 | 7.01% | PRN | |
| 46 | STEELHEAD PARTNERS LLC | 43,845,000 | 55,793,000 | 8.10% | PRN | |
| 47 | AQR ARBITRAGE LLC | 76,050,000 | 96,821,000 | 14.06% | 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.
