| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 10,000 | 7,000 | 0.00% | PRN | |
| 2 | Mariner, LLC | 15,000 | 10,000 | 0.00% | PRN | |
| 3 | SONORA INVESTMENT MANAGEMENT, LLC | 40,000 | 26,355 | 0.01% | ||
| 4 | AGF INVESTMENTS INC. | 110,000 | 74,000 | 0.03% | PRN | |
| 5 | SEI INVESTMENTS CO | 318,000 | 213,000 | 0.08% | ||
| 6 | CREDIT SUISSE AG/ | 390,000 | 261,000 | 0.10% | PRN | |
| 7 | METROPOLITAN LIFE INSURANCE CO/NY | 490,000 | 323,000 | 0.12% | ||
| 8 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 669,380 | 0.25% | PRN | |
| 9 | CITIGROUP INC | 2,288,000 | 1,532,000 | 0.58% | PRN | |
| 10 | SG Americas Securities, LLC | 23,000 | 1,548,000 | 0.59% | PRN | |
| 11 | Invesco Ltd. | 2,500,000 | 1,673,000 | 0.63% | PRN | |
| 12 | BANK OF AMERICA CORP /DE/ | 3,247,000 | 2,173,000 | 0.82% | PRN | |
| 13 | FMR LLC | 3,328,000 | 2,228,000 | 0.84% | PRN | |
| 14 | Clearbridge Investments, LLC | 3,850,000 | 2,666,000 | 1.01% | ||
| 15 | OPERA TRADING CAPITAL | 4,000,000 | 2,675,000 | 1.01% | PRN | |
| 16 | BlueCrest Capital Management Ltd | 4,700,000 | 3,201,000 | 1.21% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 5,023,000 | 3,362,000 | 1.27% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 5,060,000 | 3,403,000 | 1.29% | PRN | |
| 19 | GLG Partners LP | 6,600,000 | 4,496,000 | 1.70% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 6,814,000 | 4,515,000 | 1.71% | PRN | |
| 21 | OAKTREE CAPITAL MANAGEMENT LP | 9,756,000 | 6,526,000 | 2.47% | PRN | |
| 22 | AQR ARBITRAGE LLC | 9,852,000 | 6,632,000 | 2.51% | PRN | |
| 23 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,252,000 | 7,123,000 | 2.69% | PRN | |
| 24 | ANGELO GORDON & CO., L.P. | 11,250,000 | 7,530,000 | 2.85% | PRN | |
| 25 | Hutchin Hill Capital, LP | 11,383,000 | 7,627,000 | 2.88% | PRN | |
| 26 | Pine River Capital Management L.P. | 11,440,000 | 7,703,000 | 2.91% | PRN | |
| 27 | JPMORGAN CHASE & CO | 18,487,000 | 12,802,000 | 4.84% | PRN | |
| 28 | AMERIPRISE FINANCIAL INC | 22,310,000 | 14,934,000 | 5.65% | PRN | |
| 29 | Archer Capital Management, L.P. | 26,000,000 | 16,989,000 | 6.42% | PRN | |
| 30 | ALLIANCEBERNSTEIN L.P. | 28,586,000 | 19,135,000 | 7.24% | PRN | |
| 31 | SILVERBACK ASSET MANAGEMENT LLC | 31,300,000 | 21,206,000 | 8.02% | PRN | |
| 32 | DEUTSCHE BANK AG\ | 46,615,000 | 31,203,000 | 11.80% | PRN | |
| 33 | AMUNDI ASSET MANAGEMENT US, INC. | 48,391,000 | 32,392,000 | 12.25% | PRN | |
| 34 | CAMDEN ASSET MANAGEMENT L P /CA | 56,193,000 | 37,614,000 | 14.22% | 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.
