| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Jefferies Group LLC | 97,000 | 92,000 | 0.02% | PRN | |
| 2 | GOLDMAN SACHS GROUP INC | 120,000 | 112,000 | 0.02% | PRN | |
| 3 | Compagnie Lombard Odier SCmA | 350,000 | 328,000 | 0.07% | PRN | |
| 4 | IRON Financial LLC | 750,000 | 712,000 | 0.14% | ||
| 5 | WELLINGTON MANAGEMENT GROUP LLP | 1,770,000 | 1,651,000 | 0.33% | PRN | |
| 6 | BANK OF AMERICA CORP /DE/ | 1,804,000 | 1,716,000 | 0.34% | PRN | |
| 7 | Pomelo Capital LLC | 2,000,000 | 1,876,000 | 0.37% | PRN | |
| 8 | BNP PARIBAS FINANCIAL MARKETS | 2,595,000 | 2,421,472 | 0.48% | PRN | |
| 9 | RUSSELL FRANK CO/ | 2,736,000 | 2,533,000 | 0.50% | ||
| 10 | SSI INVESTMENT MANAGEMENT LLC | 5,125,000 | 4,783,000 | 0.95% | PRN | |
| 11 | PUTNAM INVESTMENTS LLC | 5,992,000 | 5,592,000 | 1.11% | ||
| 12 | Apollo Management Holdings, L.P. | 7,100,000 | 6,550,000 | 1.30% | PRN | |
| 13 | AQR ARBITRAGE LLC | 7,075,000 | 6,637,000 | 1.32% | PRN | |
| 14 | Magnetar Financial LLC | 7,500,000 | 7,032,000 | 1.39% | PRN | |
| 15 | CREDIT SUISSE AG/ | 8,000,000 | 7,465,000 | 1.48% | PRN | |
| 16 | GLG Partners LP | 8,640,000 | 8,052,000 | 1.60% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 8,829,000 | 8,238,000 | 1.63% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 8,985,000 | 8,398,000 | 1.66% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 9,232,200 | 8,614,000 | 1.71% | PRN | |
| 20 | MORGAN STANLEY | 10,878,000 | 10,124,000 | 2.01% | PRN | |
| 21 | Lombard Odier Asset Management (Europe) Ltd | 13,200,000 | 12,279,000 | 2.43% | PRN | |
| 22 | BNP Paribas Asset Management Holding S.A. | 14,500,000 | 13,226,000 | 2.62% | PRN | |
| 23 | Calamos Advisors LLC | 15,000,000 | 14,016,000 | 2.78% | PRN | |
| 24 | ZAZOVE ASSOCIATES LLC | 17,360,000 | 16,275,000 | 3.23% | PRN | |
| 25 | AVIVA PLC | 17,500,000 | 16,648,000 | 3.30% | PRN | |
| 26 | RWC Asset Management LLP | 18,400,000 | 17,034,000 | 3.38% | PRN | |
| 27 | CITIGROUP INC | 19,976,800 | 18,641,000 | 3.69% | PRN | |
| 28 | FRANKLIN RESOURCES INC | 25,510,000 | 23,837,000 | 4.72% | PRN | |
| 29 | DRIEHAUS CAPITAL MANAGEMENT LLC | 31,000,000 | 28,927,000 | 5.73% | PRN | |
| 30 | ROYAL BANK OF CANADA | 33,031,000 | 30,822,000 | 6.11% | PRN | |
| 31 | LAZARD ASSET MANAGEMENT LLC | 34,220,000 | 32,102,000 | 6.36% | PRN | |
| 32 | JPMORGAN CHASE & CO | 38,500,000 | 35,644,000 | 7.07% | PRN | |
| 33 | CAPSTONE INVESTMENT ADVISORS, LLC | 41,000,000 | 38,463,000 | 7.62% | ||
| 34 | Castle Creek Arbitrage, LLC | 56,350,000 | 52,701,000 | 10.45% | PRN | |
| 35 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 65,460,000 | 60,956,000 | 12.08% | 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.
