| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Wellesley Asset Management | 892 | 1,582 | 0.00% | PRN | |
| 2 | Private Advisor Group, LLC | 16,000 | 28,000 | 0.00% | PRN | |
| 3 | BlackRock Fund Advisors | 90,000 | 159,000 | 0.02% | PRN | |
| 4 | Calamos Wealth Management LLC | 216 | 383,000 | 0.04% | PRN | |
| 5 | GOLDMAN SACHS GROUP INC | 434,000 | 767,000 | 0.08% | PRN | |
| 6 | CREDIT SUISSE AG/ | 500,000 | 884,000 | 0.10% | PRN | |
| 7 | NOMURA HOLDINGS INC | 500,000 | 884,000 | 0.10% | PRN | |
| 8 | MACQUARIE GROUP LTD | 670,000 | 1,188,000 | 0.13% | PRN | |
| 9 | BARCLAYS PLC | 750,000 | 1,320,000 | 0.14% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 1,000,000 | 1,766,000 | 0.19% | PRN | |
| 11 | MIZUHO SECURITIES USA LLC | 1,000,000 | 1,767,000 | 0.19% | ||
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 1,046,000 | 1,852,000 | 0.20% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 1,163,000 | 2,057,000 | 0.23% | PRN | |
| 14 | Bank of New York Mellon Corp | 1,250,000 | 2,213,000 | 0.24% | ||
| 15 | CREDIT AGRICOLE S A | 1,437,000 | 2,541,000 | 0.28% | PRN | |
| 16 | TENOR CAPITAL MANAGEMENT Co., L.P. | 1,500,000 | 2,663,000 | 0.29% | PRN | |
| 17 | BANK OF AMERICA CORP /DE/ | 1,650,000 | 2,917,000 | 0.32% | PRN | |
| 18 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 3,546,000 | 0.39% | PRN | |
| 19 | ARISTEIA CAPITAL, L.L.C. | 2,500,000 | 4,423,000 | 0.49% | PRN | |
| 20 | Visium Asset Management, LP | 2,500,000 | 4,425,000 | 0.49% | PRN | |
| 21 | GLG Partners LP | 2,500,000 | 4,428,000 | 0.49% | PRN | |
| 22 | SG Americas Securities, LLC | 25,000 | 4,433,000 | 0.49% | PRN | |
| 23 | JUPITER ASSET MANAGEMENT LTD | 3,000,000 | 5,310,000 | 0.58% | PRN | |
| 24 | Jabre Capital Partners S.A. | 3,000,000 | 5,322,000 | 0.58% | PRN | |
| 25 | Clearbridge Investments, LLC | 3,600,000 | 6,372,000 | 0.70% | PRN | |
| 26 | Paloma Partners Management Co | 4,000,000 | 7,089,000 | 0.78% | PRN | |
| 27 | Penn Capital Management Company, LLC | 4,537,000 | 8,022,000 | 0.88% | PRN | |
| 28 | Jefferies Group LLC | 5,323,000 | 9,412,000 | 1.03% | PRN | |
| 29 | CITIGROUP INC | 5,425,000 | 9,592,000 | 1.05% | PRN | |
| 30 | Carlson Capital, L.P. | 6,000,000 | 10,622,000 | 1.17% | PRN | |
| 31 | ANGELO GORDON & CO., L.P. | 7,500,000 | 13,261,000 | 1.46% | PRN | |
| 32 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 17,681,000 | 1.94% | PRN | |
| 33 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 10,000,000 | 17,685,000 | 1.94% | PRN | |
| 34 | Assured Investment Management LLC | 10,000,000 | 17,745,000 | 1.95% | PRN | |
| 35 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,450,000 | 18,477,000 | 2.03% | PRN | |
| 36 | Myriad Asset Management Ltd. | 10,750,000 | 19,041,000 | 2.09% | PRN | |
| 37 | CSS LLC/IL | 11,264,000 | 19,912,000 | 2.18% | PRN | |
| 38 | Castle Creek Arbitrage, LLC | 11,500,000 | 20,360,000 | 2.23% | PRN | |
| 39 | Calamos Advisors LLC | 11,606,000 | 20,572,000 | 2.26% | PRN | |
| 40 | JPMORGAN CHASE & CO | 11,688,000 | 20,665,000 | 2.27% | PRN | |
| 41 | BlueCrest Capital Management Ltd | 12,050 | 20,778,000 | 2.28% | PRN | |
| 42 | BASSO CAPITAL MANAGEMENT, L.P. | 12,200,000 | 21,533,000 | 2.36% | PRN | |
| 43 | FMR LLC | 15,000,000 | 26,522,000 | 2.91% | PRN | |
| 44 | CAMDEN ASSET MANAGEMENT L P /CA | 17,773,000 | 31,425,000 | 3.45% | PRN | |
| 45 | LINDEN ADVISORS LP | 31,000,000 | 54,938,000 | 6.03% | PRN | |
| 46 | COASTLAND CAPITAL LLC | 31,540 | 55,994,000 | 6.14% | PRN | |
| 47 | Allianz Asset Management GmbH | 50,235,000 | 88,941,000 | 9.76% | PRN | |
| 48 | CQS Cayman LP | 50,500,000 | 89,629,000 | 9.83% | PRN | |
| 49 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 53,566,000 | 94,480,000 | 10.37% | PRN | |
| 50 | CITADEL ADVISORS LLC | 76,500,000 | 135,379,000 | 14.85% | 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.
