| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 1,000 | 2,000 | 0.00% | PRN | |
| 2 | UBS Group AG | 4,000 | 8,000 | 0.00% | PRN | |
| 3 | EQUITEC SPECIALISTS, LLC | 10,000 | 19,000 | 0.00% | PRN | |
| 4 | Brown Advisory Securities, LLC | 10,000 | 20,000 | 0.00% | PRN | |
| 5 | Calamos Wealth Management LLC | 78,000 | 149,000 | 0.02% | PRN | |
| 6 | BARCLAYS PLC | 90,000 | 171,000 | 0.02% | PRN | |
| 7 | BlackRock Fund Advisors | 100,000 | 190,000 | 0.03% | PRN | |
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 154,000 | 302,000 | 0.04% | PRN | |
| 9 | FIRST TRUST ADVISORS LP | 184,740 | 353,000 | 0.05% | ||
| 10 | Jefferies Group LLC | 204,000 | 388,000 | 0.05% | PRN | |
| 11 | SG Americas Securities, LLC | 5,000 | 954,000 | 0.13% | PRN | |
| 12 | JPMORGAN CHASE & CO | 524,000 | 986,000 | 0.13% | PRN | |
| 13 | BANK OF AMERICA CORP /DE/ | 601,000 | 1,131,000 | 0.15% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 959,000 | 1,824,000 | 0.25% | PRN | |
| 15 | AXA S.A. | 1,500,000 | 2,855,000 | 0.39% | PRN | |
| 16 | MACKAY SHIELDS LLC | 1,726,000 | 3,285,000 | 0.44% | PRN | |
| 17 | Calamos Advisors LLC | 1,914,000 | 3,652,000 | 0.49% | PRN | |
| 18 | Invesco Ltd. | 2,000,000 | 3,806,000 | 0.52% | PRN | |
| 19 | BlueCrest Capital Management Ltd | 6,445,000 | 3,835,000 | 0.52% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 5,709,000 | 0.77% | PRN | |
| 21 | MINT TOWER CAPITAL MANAGEMENT B.V. | 4,000,000 | 7,615,000 | 1.03% | PRN | |
| 22 | THRIVENT FINANCIAL FOR LUTHERANS | 4,000,000 | 7,632,000 | 1.03% | ||
| 23 | WELLS FARGO & COMPANY/MN | 4,014,000 | 7,639,000 | 1.03% | PRN | |
| 24 | Castle Creek Arbitrage, LLC | 4,488,000 | 8,550,000 | 1.16% | PRN | |
| 25 | CITIGROUP INC | 4,809,000 | 9,152,000 | 1.24% | PRN | |
| 26 | LORD, ABBETT & CO. LLC | 4,807,000 | 9,172,000 | 1.24% | PRN | |
| 27 | Myriad Asset Management Ltd. | 5,000,000 | 9,510,000 | 1.29% | PRN | |
| 28 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,516,000 | 1.29% | PRN | |
| 29 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,516,000 | 1.29% | PRN | |
| 30 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 10,000,000 | 19,031,000 | 2.58% | PRN | |
| 31 | FMR LLC | 10,710,000 | 20,382,000 | 2.76% | PRN | |
| 32 | Sculptor Capital LP | 13,500,000 | 25,721,000 | 3.48% | PRN | |
| 33 | ROYAL BANK OF CANADA | 14,845,000 | 27,925,000 | 3.78% | PRN | |
| 34 | QVT Financial LP | 15,764,000 | 30,037,000 | 4.07% | PRN | |
| 35 | SCOTIA CAPITAL INC. | 15,862,000 | 30,189,000 | 4.09% | ||
| 36 | BASSO CAPITAL MANAGEMENT, L.P. | 16,272,000 | 30,968,000 | 4.19% | PRN | |
| 37 | Allianz Asset Management GmbH | 26,175,000 | 49,238,000 | 6.67% | PRN | |
| 38 | JD CAPITAL MANAGEMENT LLC | 30,000,000 | 57,144,000 | 7.74% | PRN | |
| 39 | CITADEL ADVISORS LLC | 37,626,000 | 71,699,000 | 9.71% | PRN | |
| 40 | DEUTSCHE BANK AG\ | 51,107,000 | 97,261,000 | 13.17% | PRN | |
| 41 | AQR ARBITRAGE LLC | 89,625,000 | 171,016,000 | 23.16% | 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.
