| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Wellesley Asset Management | 42,221 | 41,984 | 0.02% | PRN | |
| 2 | JPMORGAN CHASE & CO | 311,000 | 308,000 | 0.13% | PRN | |
| 3 | BlackRock Finance, Inc. | 365,000 | 361,000 | 0.15% | PRN | |
| 4 | MML INVESTORS SERVICES, INC. | 38,998 | 429,000 | 0.18% | ||
| 5 | BANK OF AMERICA CORP /DE/ | 1,008,000 | 997,000 | 0.41% | PRN | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 1,560,000 | 1,544,000 | 0.64% | PRN | |
| 7 | CITIGROUP INC | 1,615,000 | 1,598,000 | 0.66% | PRN | |
| 8 | Jefferies Group LLC | 1,619,000 | 1,607,000 | 0.66% | PRN | |
| 9 | GABELLI FUNDS LLC | 2,000,000 | 1,979,000 | 0.82% | PRN | |
| 10 | CSS LLC/IL | 2,000,000 | 1,980,000 | 0.82% | PRN | |
| 11 | Mohican Financial Management, LLC | 2,000,000 | 1,981,000 | 0.82% | ||
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 2,000,000 | 1,988,000 | 0.82% | ||
| 13 | DEUTSCHE BANK AG\ | 2,543,000 | 2,515,000 | 1.04% | PRN | |
| 14 | BlueCrest Capital Management Ltd | 2,750,000 | 2,722,000 | 1.13% | PRN | |
| 15 | MORGAN STANLEY | 3,350,000 | 3,312,000 | 1.37% | PRN | |
| 16 | Invesco Ltd. | 5,000,000 | 4,947,000 | 2.05% | PRN | |
| 17 | GEODE CAPITAL MANAGEMENT, LLC | 6,000,000 | 5,936,000 | 2.45% | PRN | |
| 18 | Telemetry Investments, L.L.C. | 6,000,000 | 5,936,000 | 2.45% | PRN | |
| 19 | PUTNAM INVESTMENTS LLC | 6,525,000 | 6,455,000 | 2.67% | ||
| 20 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,839,000 | 9,747,000 | 4.03% | PRN | |
| 21 | CITADEL ADVISORS LLC | 11,500,000 | 11,395,000 | 4.71% | PRN | |
| 22 | LAZARD ASSET MANAGEMENT LLC | 16,000,000 | 15,910,000 | 6.58% | PRN | |
| 23 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,475,000 | 18,313,000 | 7.57% | PRN | |
| 24 | Southpaw Asset Management LP | 19,125,000 | 18,925,000 | 7.82% | PRN | |
| 25 | WOLVERINE ASSET MANAGEMENT LLC | 25,196,000 | 24,989,000 | 10.33% | PRN | |
| 26 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 27,500,000 | 27,153,000 | 11.22% | ||
| 27 | AQR ARBITRAGE LLC | 33,200,000 | 33,013,000 | 13.65% | PRN | |
| 28 | LINDEN ADVISORS LP | 36,105,000 | 35,823,000 | 14.81% | 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.
