| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 2,000 | 3,000 | 0.00% | PRN | |
| 2 | Creative Planning | 2,000 | 3,000 | 0.00% | PRN | |
| 3 | BANK OF MONTREAL /CAN/ | 2,000 | 3,000 | 0.00% | PRN | |
| 4 | BANK OF AMERICA CORP /DE/ | 60,000 | 87,000 | 0.03% | PRN | |
| 5 | BARCLAYS PLC | 121,000 | 175,000 | 0.06% | PRN | |
| 6 | RUSSELL FRANK CO/ | 200,000 | 293,000 | 0.10% | ||
| 7 | Bank of New York Mellon Corp | 250,000 | 365,000 | 0.13% | ||
| 8 | CREDIT AGRICOLE S A | 652,000 | 952,000 | 0.33% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 836,000 | 1,220,000 | 0.42% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 0 | 1,459,000 | 0.50% | PRN | |
| 11 | GEODE CAPITAL MANAGEMENT, LLC | 1,500,000 | 2,189,000 | 0.75% | PRN | |
| 12 | Paloma Partners Management Co | 2,000,000 | 2,922,000 | 1.00% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 2,000,000 | 2,925,000 | 1.00% | PRN | |
| 14 | Jefferies Group LLC | 2,069,000 | 3,040,000 | 1.04% | PRN | |
| 15 | SSI INVESTMENT MANAGEMENT LLC | 2,200,000 | 3,210,000 | 1.10% | PRN | |
| 16 | Clearbridge Investments, LLC | 2,467,000 | 3,606,000 | 1.24% | PRN | |
| 17 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 2,500,000 | 3,636,000 | 1.25% | PRN | |
| 18 | D. E. Shaw & Co., Inc. | 2,500,000 | 3,653,000 | 1.25% | PRN | |
| 19 | ROYAL BANK OF CANADA | 2,700,000 | 3,947,000 | 1.35% | PRN | |
| 20 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 3,000,000 | 4,378,000 | 1.50% | PRN | |
| 21 | MACKAY SHIELDS LLC | 4,412,000 | 6,461,000 | 2.21% | PRN | |
| 22 | Nicholas Investment Partners, LP | 4,685,000 | 6,837,000 | 2.34% | PRN | |
| 23 | CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | 7,331,000 | 2.51% | ||
| 24 | SHENKMAN CAPITAL MANAGEMENT INC | 5,154,000 | 7,547,000 | 2.59% | PRN | |
| 25 | WELLS FARGO & COMPANY/MN | 5,929,000 | 8,676,000 | 2.97% | PRN | |
| 26 | Calamos Advisors LLC | 7,500,000 | 10,998,000 | 3.77% | PRN | |
| 27 | LINDEN ADVISORS LP | 17,255,000 | 25,206,000 | 8.64% | PRN | |
| 28 | CITADEL ADVISORS LLC | 20,000,000 | 29,248,000 | 10.02% | PRN | |
| 29 | SYMPHONY ASSET MANAGEMENT LLC | 20,500,000 | 30,020,000 | 10.28% | PRN | |
| 30 | FRANKLIN RESOURCES INC | 23,304,000 | 34,126,000 | 11.69% | PRN | |
| 31 | SILVERBACK ASSET MANAGEMENT LLC | 25,014,000 | 36,630,000 | 12.55% | PRN | |
| 32 | WOLVERINE ASSET MANAGEMENT LLC | 34,699,000 | 50,757,000 | 17.39% | 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.
