| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BlackRock Fund Advisors | 150,000 | 177,000 | 0.03% | PRN | |
| 2 | MANAGED ACCOUNT ADVISORS LLC | 237,000 | 279,000 | 0.05% | PRN | |
| 3 | BANK OF AMERICA CORP /DE/ | 600,000 | 707,000 | 0.12% | PRN | |
| 4 | GOLDMAN SACHS GROUP INC | 779,000 | 918,000 | 0.15% | PRN | |
| 5 | WELLINGTON MANAGEMENT GROUP LLP | 2,070,000 | 2,441,000 | 0.41% | PRN | |
| 6 | RUSSELL FRANK CO/ | 2,736,000 | 3,232,000 | 0.54% | ||
| 7 | CSS LLC/IL | 3,600,000 | 4,244,000 | 0.71% | PRN | |
| 8 | Hutchin Hill Capital, LP | 4,500,000 | 5,344,000 | 0.90% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 4,625,000 | 5,451,000 | 0.92% | PRN | |
| 10 | Man Investments (CH) AG | 5,200,000 | 6,165,000 | 1.04% | PRN | |
| 11 | CITIGROUP INC | 5,621,800 | 6,627,000 | 1.12% | PRN | |
| 12 | Polar Capital LLP | 6,000,000 | 7,106,000 | 1.20% | PRN | |
| 13 | CREDIT SUISSE AG/ | 6,392,000 | 7,535,000 | 1.27% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 6,424,200 | 7,572,000 | 1.27% | PRN | |
| 15 | GLG Partners LP | 7,500,000 | 8,847,000 | 1.49% | PRN | |
| 16 | Achievement Holdings L.P. | 970,389 | 8,889,000 | 1.50% | ||
| 17 | PUTNAM INVESTMENTS LLC | 8,243,000 | 9,716,000 | 1.64% | ||
| 18 | AQR ARBITRAGE LLC | 8,900,000 | 10,513,000 | 1.77% | PRN | |
| 19 | ALPINE ASSOCIATES MANAGEMENT INC. | 10,088,000 | 11,890,000 | 2.00% | PRN | |
| 20 | MORGAN STANLEY | 10,653,000 | 12,617,000 | 2.12% | PRN | |
| 21 | BNP Paribas Asset Management Holding S.A. | 14,500,000 | 17,246,000 | 2.90% | PRN | |
| 22 | Calamos Advisors LLC | 15,000,000 | 17,739,000 | 2.99% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 18,475,000 | 21,871,000 | 3.68% | PRN | |
| 24 | LAZARD ASSET MANAGEMENT LLC | 21,050,000 | 24,812,000 | 4.18% | PRN | |
| 25 | WELLS FARGO & COMPANY/MN | 24,409,000 | 28,773,000 | 4.84% | PRN | |
| 26 | FRANKLIN RESOURCES INC | 25,510,000 | 30,108,000 | 5.07% | PRN | |
| 27 | DRIEHAUS CAPITAL MANAGEMENT LLC | 26,000,000 | 30,648,000 | 5.16% | PRN | |
| 28 | ROYAL BANK OF CANADA | 37,301,000 | 43,969,000 | 7.40% | PRN | |
| 29 | JPMORGAN CHASE & CO | 46,351,000 | 54,636,000 | 9.20% | PRN | |
| 30 | CAPSTONE INVESTMENT ADVISORS, LLC | 50,000,000 | 59,128,000 | 9.95% | ||
| 31 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 56,460,000 | 66,486,000 | 11.19% | PRN | |
| 32 | Castle Creek Arbitrage, LLC | 66,350,000 | 78,374,000 | 13.19% | 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.
