| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 101,000 | 201,000 | 0.04% | PRN | |
| 2 | MACKENZIE FINANCIAL CORP | 109,000 | 216,000 | 0.04% | PRN | |
| 3 | SG Americas Securities, LLC | 2,000 | 409,000 | 0.07% | PRN | |
| 4 | SOCIETE GENERALE | 2,000 | 409,000 | 0.07% | PRN | |
| 5 | WELLINGTON MANAGEMENT GROUP LLP | 205,000 | 419,000 | 0.07% | PRN | |
| 6 | GOLDMAN SACHS GROUP INC | 213,000 | 435,000 | 0.08% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 347,000 | 696,000 | 0.12% | PRN | |
| 8 | Calamos Advisors LLC | 551,000 | 1,127,000 | 0.20% | PRN | |
| 9 | MACQUARIE GROUP LTD | 785,000 | 1,611,000 | 0.28% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 863,000 | 1,772,000 | 0.31% | PRN | |
| 11 | AEGON USA Investment Management, LLC | 1,400,000 | 2,860,000 | 0.50% | PRN | |
| 12 | Zurcher Kantonalbank (Zurich Cantonalbank) | 1,500,000 | 2,978,000 | 0.52% | PRN | |
| 13 | SCOTIA CAPITAL INC. | 1,471,000 | 3,042,000 | 0.53% | ||
| 14 | EMERALD ACQUISITION LTD. | 1,645,000 | 3,360,000 | 0.59% | ||
| 15 | JPMORGAN CHASE & CO | 1,807,000 | 3,587,000 | 0.63% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 2,502,000 | 5,110,000 | 0.90% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 3,118,000 | 6,368,000 | 1.12% | ||
| 18 | Weiss Asset Management LP | 4,065,000 | 8,070,000 | 1.42% | PRN | |
| 19 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 4,124,000 | 8,423,000 | 1.48% | PRN | |
| 20 | Invesco Ltd. | 4,375,000 | 8,936,000 | 1.57% | PRN | |
| 21 | GLG Partners LP | 5,000,000 | 10,325,000 | 1.81% | PRN | |
| 22 | Allianz Asset Management GmbH | 5,290,000 | 10,501,000 | 1.84% | PRN | |
| 23 | THRIVENT FINANCIAL FOR LUTHERANS | 7,775,000 | 15,900,000 | 2.79% | ||
| 24 | INCOME RESEARCH & MANAGEMENT | 8,212,000 | 16,773,000 | 2.95% | PRN | |
| 25 | FMR LLC | 9,750,000 | 19,914,000 | 3.50% | PRN | |
| 26 | Polar Asset Management Partners Inc. | 14,650,000 | 30,221,000 | 5.31% | PRN | |
| 27 | TENOR CAPITAL MANAGEMENT Co., L.P. | 15,752,000 | 32,763,000 | 5.75% | PRN | |
| 28 | CITIGROUP INC | 20,045,000 | 40,942,000 | 7.19% | PRN | |
| 29 | ADVENT CAPITAL MANAGEMENT /DE/ | 22,280,000 | 45,566,000 | 8.00% | PRN | |
| 30 | CQS Cayman LP | 30,650,000 | 63,112,000 | 11.08% | PRN | |
| 31 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 33,650,000 | 68,730,000 | 12.07% | PRN | |
| 32 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 34,650,000 | 71,637,000 | 12.58% | PRN | |
| 33 | CITADEL ADVISORS LLC | 40,290,000 | 82,967,000 | 14.57% | 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.
