| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SUNTRUST BANKS INC | 125,000 | 128,000 | 0.04% | ||
| 2 | ROYAL BANK OF CANADA | 150,000 | 180,000 | 0.06% | PRN | |
| 3 | BARCLAYS PLC | 209,000 | 213,000 | 0.07% | PRN | |
| 4 | MORGAN STANLEY | 304,000 | 312,000 | 0.10% | PRN | |
| 5 | WELLINGTON MANAGEMENT GROUP LLP | 415,000 | 426,000 | 0.14% | PRN | |
| 6 | BANK OF AMERICA CORP /DE/ | 919,000 | 943,000 | 0.31% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 1,337,000 | 1,370,000 | 0.46% | PRN | |
| 8 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,500,000 | 1,544,000 | 0.51% | PRN | |
| 9 | JPMORGAN CHASE & CO | 2,372,000 | 2,432,000 | 0.81% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 3,241,000 | 3,318,000 | 1.10% | PRN | |
| 11 | CREDIT AGRICOLE S A | 3,414,000 | 3,501,000 | 1.17% | PRN | |
| 12 | ZAZOVE ASSOCIATES LLC | 3,496,000 | 3,579,000 | 1.19% | PRN | |
| 13 | LAZARD ASSET MANAGEMENT LLC | 3,520,000 | 3,610,000 | 1.20% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 4,145,000 | 4,238,000 | 1.41% | PRN | |
| 15 | Calamos Advisors LLC | 4,200,000 | 4,302,000 | 1.43% | PRN | |
| 16 | Man Investments (CH) AG | 6,250,000 | 6,398,000 | 2.13% | PRN | |
| 17 | CITIGROUP INC | 6,270,000 | 6,431,000 | 2.14% | PRN | |
| 18 | Allianz Asset Management GmbH | 8,100,000 | 8,434,000 | 2.81% | PRN | |
| 19 | Invesco Ltd. | 10,000,000 | 10,256,000 | 3.41% | ||
| 20 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 10,275,000 | 3.42% | PRN | |
| 21 | WHITEBOX ADVISORS LLC | 12,850,000 | 13,179,000 | 4.39% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 16,000,000 | 16,418,000 | 5.46% | PRN | |
| 23 | FRANKLIN RESOURCES INC | 32,490,000 | 33,444,000 | 11.13% | PRN | |
| 24 | LOOMIS SAYLES & CO L P | 1,531,481 | 38,241,000 | 12.73% | ||
| 25 | ADVENT CAPITAL MANAGEMENT /DE/ | 58,745,000 | 60,227,000 | 20.04% | PRN | |
| 26 | WOLVERINE ASSET MANAGEMENT LLC | 65,349,000 | 67,082,000 | 22.32% | 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.
