| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 25,000 | 19,000 | 0.01% | PRN | |
| 2 | AGF INVESTMENTS INC. | 110,000 | 83,000 | 0.03% | PRN | |
| 3 | SEI INVESTMENTS CO | 365,000 | 275,000 | 0.09% | ||
| 4 | BNP PARIBAS FINANCIAL MARKETS | 500,000 | 377,190 | 0.13% | PRN | |
| 5 | SG Americas Securities, LLC | 6,000 | 455,000 | 0.16% | PRN | |
| 6 | Magnetar Financial LLC | 1,000,000 | 760,000 | 0.26% | PRN | |
| 7 | Invesco Ltd. | 2,500,000 | 1,886,000 | 0.65% | PRN | |
| 8 | Allianz Asset Management GmbH | 2,500,000 | 1,900,000 | 0.66% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 2,900,000 | 2,199,000 | 0.76% | PRN | |
| 10 | MACKAY SHIELDS LLC | 3,380,000 | 2,562,000 | 0.88% | PRN | |
| 11 | Clearbridge Investments, LLC | 50,000 | 3,800,000 | 1.31% | ||
| 12 | SSI INVESTMENT MANAGEMENT LLC | 5,294,000 | 3,994,000 | 1.38% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 5,587,000 | 4,215,000 | 1.46% | PRN | |
| 14 | Archer Capital Management, L.P. | 6,000,000 | 4,565,000 | 1.58% | PRN | |
| 15 | GLG Partners LP | 6,600,000 | 5,024,000 | 1.73% | PRN | |
| 16 | CREDIT SUISSE AG/ | 7,730,000 | 5,831,000 | 2.01% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 9,775,000 | 7,374,000 | 2.55% | PRN | |
| 18 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,002,000 | 7,677,000 | 2.65% | PRN | |
| 19 | ANGELO GORDON & CO., L.P. | 10,250,000 | 7,732,000 | 2.67% | PRN | |
| 20 | BANK OF AMERICA CORP /DE/ | 11,326,000 | 8,544,000 | 2.95% | PRN | |
| 21 | OAKTREE CAPITAL MANAGEMENT LP | 12,780,000 | 9,873,000 | 3.41% | PRN | |
| 22 | ARROWGRASS CAPITAL PARTNERS (US) LP | 22,500 | 11,868,000 | 4.10% | PRN | |
| 23 | Hutchin Hill Capital, LP | 17,500,000 | 13,174,000 | 4.55% | PRN | |
| 24 | AMERIPRISE FINANCIAL INC | 17,710,000 | 13,360,000 | 4.61% | PRN | |
| 25 | SILVERBACK ASSET MANAGEMENT LLC | 19,300,000 | 14,703,000 | 5.08% | PRN | |
| 26 | FMR LLC | 25,178,000 | 18,993,000 | 6.56% | PRN | |
| 27 | JPMORGAN CHASE & CO | 27,394,000 | 20,822,000 | 7.19% | PRN | |
| 28 | ALLIANCEBERNSTEIN L.P. | 28,586,000 | 21,565,000 | 7.45% | PRN | |
| 29 | AQR ARBITRAGE LLC | 34,390,000 | 26,072,000 | 9.00% | PRN | |
| 30 | CAMDEN ASSET MANAGEMENT L P /CA | 46,061,000 | 34,747,000 | 12.00% | PRN | |
| 31 | AMUNDI ASSET MANAGEMENT US, INC. | 46,568,000 | 35,130,000 | 12.13% | 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.
