| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 2,000 | 3,000 | 0.00% | PRN | |
| 2 | ADVISOR GROUP, INC. | 10 | 13,000 | 0.00% | PRN | |
| 3 | M&T BANK CORP | 14,000 | 18,000 | 0.00% | PRN | |
| 4 | MORGAN STANLEY | 19,000 | 24,000 | 0.00% | PRN | |
| 5 | MUFG Americas Holdings Corp | 157,000 | 202,000 | 0.04% | PRN | |
| 6 | Natixis Investment Managers International | 160 | 206,000 | 0.04% | ||
| 7 | CITIGROUP INC | 163,000 | 208,000 | 0.04% | PRN | |
| 8 | Lombard Odier Asset Management (Switzerland) SA | 220,000 | 283,000 | 0.06% | PRN | |
| 9 | RWC Asset Management LLP | 500,000 | 640,000 | 0.13% | PRN | |
| 10 | BlackRock Finance, Inc. | 623,000 | 796,000 | 0.17% | PRN | |
| 11 | GOLDMAN SACHS GROUP INC | 639,000 | 816,000 | 0.17% | PRN | |
| 12 | SG Americas Securities, LLC | 9,390 | 1,204,000 | 0.25% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 1,000,000 | 1,283,000 | 0.27% | PRN | |
| 14 | Jefferies Group LLC | 1,225,000 | 1,570,000 | 0.33% | PRN | |
| 15 | BANK OF AMERICA CORP /DE/ | 1,358,000 | 1,735,000 | 0.36% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 1,725,000 | 2,203,688 | 0.46% | PRN | |
| 17 | Compagnie Lombard Odier SCmA | 1,960,000 | 2,516,000 | 0.52% | PRN | |
| 18 | CREDIT SUISSE AG/ | 1,975,000 | 2,524,000 | 0.53% | PRN | |
| 19 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 2,750,000 | 3,525,000 | 0.73% | PRN | |
| 20 | NOMURA HOLDINGS INC | 2,889,000 | 3,683,000 | 0.77% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 3,261,000 | 4,167,000 | 0.87% | PRN | |
| 22 | Man Investments (CH) AG | 3,300,000 | 4,224,000 | 0.88% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 3,793,000 | 4,862,000 | 1.01% | PRN | |
| 24 | GLG Partners LP | 4,775,000 | 6,119,000 | 1.27% | PRN | |
| 25 | JPMORGAN CHASE & CO | 4,912,000 | 6,290,000 | 1.31% | PRN | |
| 26 | LORD, ABBETT & CO. LLC | 5,597,000 | 7,178,000 | 1.49% | PRN | |
| 27 | Calamos Advisors LLC | 5,863,000 | 7,514,000 | 1.56% | PRN | |
| 28 | BNP Paribas Asset Management Holding S.A. | 6,000,000 | 7,679,000 | 1.60% | PRN | |
| 29 | SHENKMAN CAPITAL MANAGEMENT INC | 6,059,000 | 7,771,000 | 1.62% | PRN | |
| 30 | OPERA TRADING CAPITAL | 6,277,000 | 7,980,000 | 1.66% | PRN | |
| 31 | PUTNAM INVESTMENTS LLC | 6,497,000 | 8,300,000 | 1.73% | ||
| 32 | Nicholas Investment Partners, LP | 6,950,000 | 8,879,000 | 1.85% | PRN | |
| 33 | Invesco Ltd. | 8,400,000 | 10,731,000 | 2.23% | PRN | |
| 34 | CITADEL ADVISORS LLC | 9,659,000 | 12,344,000 | 2.57% | PRN | |
| 35 | BASSO CAPITAL MANAGEMENT, L.P. | 9,805,000 | 12,522,000 | 2.61% | PRN | |
| 36 | AXA S.A. | 12,000,000 | 15,330,000 | 3.19% | PRN | |
| 37 | DEUTSCHE BANK AG\ | 12,070,000 | 15,418,000 | 3.21% | PRN | |
| 38 | LOOMIS SAYLES & CO L P | 189,459 | 16,553,000 | 3.45% | ||
| 39 | CAMDEN ASSET MANAGEMENT L P /CA | 14,400,000 | 18,396,000 | 3.83% | PRN | |
| 40 | Lombard Odier Asset Management (Europe) Ltd | 14,995,000 | 19,274,000 | 4.01% | PRN | |
| 41 | THRIVENT FINANCIAL FOR LUTHERANS | 15,210,000 | 19,431,000 | 4.04% | ||
| 42 | ADVENT CAPITAL MANAGEMENT /DE/ | 20,527,000 | 26,250,000 | 5.46% | PRN | |
| 43 | Allianz Asset Management GmbH | 23,215,000 | 29,808,000 | 6.20% | PRN | |
| 44 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 26,000,000 | 33,212,000 | 6.91% | PRN | |
| 45 | CQS Cayman LP | 35,418,000 | 45,446,000 | 9.46% | PRN | |
| 46 | ZAZOVE ASSOCIATES LLC | 37,744,000 | 48,290,000 | 10.05% | PRN | |
| 47 | AQR ARBITRAGE LLC | 41,325,000 | 52,999,000 | 11.03% | 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.
