| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | M&T BANK CORP | 23,000 | 23,000 | 0.01% | PRN | |
| 2 | CITIGROUP INC | 28,000 | 28,000 | 0.01% | PRN | |
| 3 | BlackRock Fund Advisors | 50,000 | 50,000 | 0.02% | PRN | |
| 4 | SEI INVESTMENTS CO | 100,000 | 99,000 | 0.04% | ||
| 5 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 300,000 | 297,000 | 0.11% | ||
| 6 | IRON Financial LLC | 360,000 | 357,000 | 0.13% | ||
| 7 | BANK OF AMERICA CORP /DE/ | 545,000 | 540,000 | 0.20% | PRN | |
| 8 | Bank of New York Mellon Corp | 1,000,000 | 990,000 | 0.37% | ||
| 9 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 996,000 | 0.37% | PRN | |
| 10 | WELLINGTON MANAGEMENT GROUP LLP | 1,203,000 | 1,192,000 | 0.45% | PRN | |
| 11 | METROPOLITAN LIFE INSURANCE CO/NY | 12,384 | 1,280,000 | 0.48% | ||
| 12 | WATER ISLAND CAPITAL LLC | 1,500,000 | 1,486,000 | 0.56% | PRN | |
| 13 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 1,981,000 | 0.74% | PRN | |
| 14 | Radcliffe Capital Management, L.P. | 2,130,000 | 2,117,000 | 0.79% | PRN | |
| 15 | OPERA TRADING CAPITAL | 2,500,000 | 2,504,000 | 0.94% | PRN | |
| 16 | Cutler Capital Management, LLC | 3,573,000 | 3,539,000 | 1.32% | PRN | |
| 17 | Jefferies Group LLC | 3,700,000 | 3,682,000 | 1.38% | PRN | |
| 18 | CREDIT SUISSE AG/ | 60,936 | 3,873,000 | 1.45% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 4,234,000 | 4,194,000 | 1.57% | PRN | |
| 20 | BESSEMER GROUP INC | 5,000,000 | 4,827,000 | 1.80% | PRN | |
| 21 | BASSO CAPITAL MANAGEMENT, L.P. | 6,585,000 | 6,522,000 | 2.44% | PRN | |
| 22 | MORGAN STANLEY | 9,502,000 | 9,419,000 | 3.52% | PRN | |
| 23 | BIRCH GROVE CAPITAL LP | 11,636,000 | 11,655,000 | 4.36% | PRN | |
| 24 | SHENKMAN CAPITAL MANAGEMENT INC | 12,608,000 | 12,553,000 | 4.69% | PRN | |
| 25 | Calamos Advisors LLC | 14,000,000 | 13,892,000 | 5.19% | PRN | |
| 26 | STEELHEAD PARTNERS LLC | 14,423,000 | 14,369,000 | 5.37% | PRN | |
| 27 | AMUNDI ASSET MANAGEMENT US, INC. | 18,690,000 | 18,515,000 | 6.92% | PRN | |
| 28 | LAZARD ASSET MANAGEMENT LLC | 18,935,000 | 18,852,000 | 7.04% | PRN | |
| 29 | JPMORGAN CHASE & CO | 19,348,000 | 19,163,000 | 7.16% | PRN | |
| 30 | OAKTREE CAPITAL MANAGEMENT LP | 24,328,000 | 24,216,000 | 9.05% | PRN | |
| 31 | FRANKLIN RESOURCES INC | 39,200,000 | 39,029,000 | 14.58% | PRN | |
| 32 | CAMDEN ASSET MANAGEMENT L P /CA | 45,788,000 | 45,359,000 | 16.95% | 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.
