| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 10,000 | 9,000 | 0.01% | PRN | |
| 2 | Mariner, LLC | 15,000 | 14,000 | 0.01% | PRN | |
| 3 | BARCLAYS PLC | 62,000 | 57,000 | 0.04% | PRN | |
| 4 | SUNTRUST BANKS INC | 274,000 | 253,000 | 0.17% | ||
| 5 | GABELLI FUNDS LLC | 1,000,000 | 926,000 | 0.60% | PRN | |
| 6 | AQR ARBITRAGE LLC | 1,000,000 | 931,000 | 0.61% | PRN | |
| 7 | Man Investments (CH) AG | 1,000,000 | 935,000 | 0.61% | PRN | |
| 8 | CREDIT AGRICOLE S A | 1,389,000 | 1,287,000 | 0.84% | PRN | |
| 9 | CITIGROUP INC | 1,507,000 | 1,396,000 | 0.91% | PRN | |
| 10 | WELLINGTON MANAGEMENT GROUP LLP | 1,600,000 | 1,482,000 | 0.97% | PRN | |
| 11 | Bank of New York Mellon Corp | 1,750,000 | 1,615,000 | 1.05% | ||
| 12 | Pinnacle Holdings, LLC | 1,965,000 | 1,826,187 | 1.19% | PRN | |
| 13 | ASCEND CAPITAL, LLC | 2,000,000 | 1,860,000 | 1.21% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 2,798,000 | 2,591,000 | 1.69% | PRN | |
| 15 | Context Capital Management, LLC | 3,750,000 | 3,510,000 | 2.29% | PRN | |
| 16 | SYMPHONY ASSET MANAGEMENT LLC | 4,319,000 | 4,022,000 | 2.62% | PRN | |
| 17 | Mohican Financial Management, LLC | 5,000,000 | 4,631,000 | 3.02% | ||
| 18 | Calamos Advisors LLC | 5,000,000 | 4,674,000 | 3.05% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 5,797,000 | 5,369,000 | 3.50% | PRN | |
| 20 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,600,000 | 7,073,000 | 4.62% | PRN | |
| 21 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 7,410,000 | 4.84% | PRN | |
| 22 | LAZARD ASSET MANAGEMENT LLC | 8,005,000 | 7,454,000 | 4.86% | PRN | |
| 23 | SONORA INVESTMENT MANAGEMENT, LLC | 9,025,000 | 8,387,448 | 5.47% | ||
| 24 | AMUNDI ASSET MANAGEMENT US, INC. | 10,000,000 | 9,263,000 | 6.05% | PRN | |
| 25 | STEELHEAD PARTNERS LLC | 11,000,000 | 10,244,000 | 6.69% | PRN | |
| 26 | CITADEL ADVISORS LLC | 16,000,000 | 14,904,000 | 9.73% | PRN | |
| 27 | WOLVERINE ASSET MANAGEMENT LLC | 17,400,000 | 16,222,000 | 10.59% | PRN | |
| 28 | LINDEN ADVISORS LP | 37,464,000 | 34,884,000 | 22.77% | 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.
