| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BARINGS LLC | 150,000 | 238,000 | 0.09% | PRN | |
| 2 | THRIVENT FINANCIAL FOR LUTHERANS | 400,000 | 638,000 | 0.23% | ||
| 3 | WELLINGTON MANAGEMENT GROUP LLP | 474,000 | 754,000 | 0.27% | PRN | |
| 4 | CQS Cayman LP | 600,000 | 1,005,000 | 0.37% | PRN | |
| 5 | CREDIT AGRICOLE S A | 681,000 | 1,082,000 | 0.39% | PRN | |
| 6 | ROYAL BANK OF CANADA | 1,500,000 | 2,629,000 | 0.96% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 1,900,000 | 3,019,000 | 1.10% | PRN | |
| 8 | SYMPHONY ASSET MANAGEMENT LLC | 2,000,000 | 3,189,000 | 1.16% | PRN | |
| 9 | Calamos Advisors LLC | 3,850,000 | 6,147,000 | 2.23% | PRN | |
| 10 | MORGAN STANLEY | 4,135,000 | 6,576,000 | 2.39% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 4,771,000 | 7,629,000 | 2.77% | PRN | |
| 12 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 8,025,000 | 2.92% | PRN | |
| 13 | Invesco Ltd. | 6,000,000 | 9,536,000 | 3.47% | PRN | |
| 14 | LINDEN ADVISORS LP | 14,975,000 | 23,940,000 | 8.70% | PRN | |
| 15 | OPERA TRADING CAPITAL | 15,000,000 | 24,037,000 | 8.74% | PRN | |
| 16 | AQR ARBITRAGE LLC | 15,700,000 | 25,032,000 | 9.10% | PRN | |
| 17 | HBK INVESTMENTS L P | 15,700,000 | 25,140,000 | 9.14% | PRN | |
| 18 | FMR LLC | 19,740,000 | 31,374,000 | 11.40% | PRN | |
| 19 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,986,000 | 41,431,000 | 15.06% | ||
| 20 | Castle Creek Arbitrage, LLC | 33,615,000 | 53,692,000 | 19.52% | 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.
