| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Jefferies Group LLC | 1,000 | 2,000 | 0.00% | PRN | |
| 2 | BARCLAYS PLC | 2,000 | 4,000 | 0.00% | PRN | |
| 3 | BANK OF AMERICA CORP /DE/ | 3,000 | 6,000 | 0.00% | PRN | |
| 4 | UBS Group AG | 3,000 | 6,000 | 0.00% | PRN | |
| 5 | Brown Advisory Securities, LLC | 10,000 | 20,000 | 0.00% | PRN | |
| 6 | CITIGROUP INC | 71,000 | 136,000 | 0.02% | PRN | |
| 7 | GOLDMAN SACHS GROUP INC | 80,000 | 153,000 | 0.02% | PRN | |
| 8 | BlackRock Fund Advisors | 100,000 | 191,000 | 0.03% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 154,000 | 294,000 | 0.04% | PRN | |
| 10 | Counsel Portfolio Services Inc. | 215 | 407,000 | 0.06% | ||
| 11 | AGF INVESTMENTS INC. | 215,000 | 410,000 | 0.06% | PRN | |
| 12 | FIRST TRUST ADVISORS LP | 242,000 | 463,000 | 0.06% | ||
| 13 | WELLINGTON MANAGEMENT GROUP LLP | 290,000 | 554,000 | 0.08% | PRN | |
| 14 | MANAGED ACCOUNT ADVISORS LLC | 751,000 | 1,433,000 | 0.20% | PRN | |
| 15 | MIZUHO SECURITIES USA LLC | 789,000 | 1,506,000 | 0.21% | ||
| 16 | SSI INVESTMENT MANAGEMENT LLC | 1,316,000 | 2,510,000 | 0.34% | PRN | |
| 17 | LORD, ABBETT & CO. LLC | 1,503,000 | 2,876,000 | 0.39% | PRN | |
| 18 | MACKAY SHIELDS LLC | 1,891,000 | 3,609,000 | 0.49% | PRN | |
| 19 | Invesco Ltd. | 2,000,000 | 3,818,000 | 0.52% | ||
| 20 | Calamos Advisors LLC | 2,037,000 | 3,898,000 | 0.53% | PRN | |
| 21 | AXA S.A. | 2,500,000 | 4,772,000 | 0.65% | PRN | |
| 22 | SG Americas Securities, LLC | 30,000 | 5,741,000 | 0.79% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 4,488,000 | 8,568,000 | 1.17% | PRN | |
| 24 | SCOTIA CAPITAL INC. | 4,726,000 | 9,021,000 | 1.23% | ||
| 25 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,530,000 | 1.30% | PRN | |
| 26 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,544,000 | 1.31% | PRN | |
| 27 | Sculptor Capital LP | 5,500,000 | 10,494,000 | 1.44% | PRN | |
| 28 | Magnetar Financial LLC | 5,627,000 | 10,739,000 | 1.47% | PRN | |
| 29 | FMR LLC | 6,230,000 | 11,892,000 | 1.63% | PRN | |
| 30 | BTG Pactual Global Asset Management Ltd | 7,000,000 | 13,433,000 | 1.84% | PRN | |
| 31 | JPMORGAN CHASE & CO | 8,484,000 | 16,194,000 | 2.22% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 8,553,000 | 16,327,000 | 2.23% | PRN | |
| 33 | QVT Financial LP | 14,264,000 | 27,217,000 | 3.72% | PRN | |
| 34 | Daiwa Securities Group Inc. | 15,000,000 | 28,635,000 | 3.92% | PRN | |
| 35 | Myriad Asset Management Ltd. | 15,000,000 | 28,698,000 | 3.93% | PRN | |
| 36 | BASSO CAPITAL MANAGEMENT, L.P. | 15,263,000 | 29,120,000 | 3.98% | PRN | |
| 37 | ROYAL BANK OF CANADA | 16,345,000 | 30,933,000 | 4.23% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 20,619,000 | 39,355,000 | 5.38% | PRN | |
| 39 | JD CAPITAL MANAGEMENT LLC | 30,000,000 | 57,289,000 | 7.84% | PRN | |
| 40 | Allianz Asset Management GmbH | 33,485,000 | 63,323,000 | 8.66% | PRN | |
| 41 | CITADEL ADVISORS LLC | 37,626,000 | 71,824,000 | 9.83% | PRN | |
| 42 | AQR ARBITRAGE LLC | 107,625,000 | 205,967,000 | 28.18% | 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.
