| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 10,000 | 10,000 | 0.00% | PRN | |
| 2 | JANE STREET GROUP, LLC | 400,000 | 385,000 | 0.13% | ||
| 3 | BlackRock Finance, Inc. | 500,000 | 479,000 | 0.16% | PRN | |
| 4 | NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC | 500,000 | 479,000 | 0.16% | PRN | |
| 5 | Magnetar Financial LLC | 1,000,000 | 963,000 | 0.32% | PRN | |
| 6 | Context Capital Management, LLC | 1,000,000 | 965,000 | 0.32% | PRN | |
| 7 | Mohican Financial Management, LLC | 1,500,000 | 1,438,000 | 0.48% | ||
| 8 | MORGAN STANLEY | 2,350,000 | 2,256,000 | 0.76% | PRN | |
| 9 | Kamunting Street Capital Management, L.P. | 2,500,000 | 2,397,000 | 0.81% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 2,500,000 | 2,409,000 | 0.81% | PRN | |
| 11 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,000,000 | 2,876,000 | 0.97% | PRN | |
| 12 | Jefferies Group LLC | 3,220,000 | 3,097,000 | 1.04% | PRN | |
| 13 | SSI INVESTMENT MANAGEMENT LLC | 4,500,000 | 4,325,000 | 1.45% | PRN | |
| 14 | VERDE SERVICOS INTERNACIONAIS S.A. | 5,000,000 | 4,814,000 | 1.62% | ||
| 15 | OPERA TRADING CAPITAL | 5,500,000 | 5,284,000 | 1.78% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 5,702,000 | 5,466,000 | 1.84% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 5,825,000 | 5,592,000 | 1.88% | PRN | |
| 18 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,500,000 | 6,248,000 | 2.10% | ||
| 19 | BlueCrest Capital Management Ltd | 6,750,000 | 6,500,000 | 2.18% | PRN | |
| 20 | Telemetry Investments, L.L.C. | 8,000,000 | 7,670,000 | 2.58% | PRN | |
| 21 | Jabre Capital Partners S.A. | 9,000,000 | 8,674,000 | 2.91% | PRN | |
| 22 | UBS Group AG | 9,500,000 | 9,108,000 | 3.06% | PRN | |
| 23 | Calamos Advisors LLC | 10,000,000 | 9,629,000 | 3.23% | PRN | |
| 24 | STEELHEAD PARTNERS LLC | 11,000,000 | 10,601,000 | 3.56% | PRN | |
| 25 | QVT Financial LP | 11,000,000 | 10,639,000 | 3.57% | PRN | |
| 26 | CITY FINANCIAL INVESTMENT CO LTD | 15,000,000 | 14,372,000 | 4.83% | PRN | |
| 27 | NOMURA HOLDINGS INC | 18,250,000 | 17,566,000 | 5.90% | PRN | |
| 28 | LAZARD ASSET MANAGEMENT LLC | 19,000,000 | 18,263,000 | 6.13% | PRN | |
| 29 | TENOR CAPITAL MANAGEMENT Co., L.P. | 19,000,000 | 18,371,000 | 6.17% | PRN | |
| 30 | WOLVERINE ASSET MANAGEMENT LLC | 24,100,000 | 23,162,000 | 7.78% | PRN | |
| 31 | CAMDEN ASSET MANAGEMENT L P /CA | 32,275,000 | 30,944,000 | 10.39% | PRN | |
| 32 | CITADEL ADVISORS LLC | 32,500,000 | 31,295,000 | 10.51% | PRN | |
| 33 | AQR ARBITRAGE LLC | 32,675,000 | 31,409,000 | 10.55% | 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.
