| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 2,000 | 4,000 | 0.00% | PRN | |
| 2 | ADVISOR GROUP, INC. | 4 | 8,000 | 0.00% | PRN | |
| 3 | Jefferies Group LLC | 81,000 | 158,000 | 0.04% | PRN | |
| 4 | CITIGROUP INC | 84,000 | 162,000 | 0.04% | PRN | |
| 5 | EMERALD ACQUISITION LTD. | 188,000 | 363,000 | 0.09% | ||
| 6 | Bank of New York Mellon Corp | 250,000 | 488,000 | 0.12% | ||
| 7 | BANK OF AMERICA CORP /DE/ | 355,000 | 691,000 | 0.17% | PRN | |
| 8 | GOLDMAN SACHS GROUP INC | 1,564,000 | 3,019,000 | 0.76% | PRN | |
| 9 | ROYAL BANK OF CANADA | 2,050,000 | 3,957,000 | 1.00% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 2,128,000 | 4,108,000 | 1.03% | PRN | |
| 11 | BARCLAYS PLC | 2,182,000 | 4,211,000 | 1.06% | PRN | |
| 12 | Clearbridge Investments, LLC | 2,467,000 | 4,815,000 | 1.21% | PRN | |
| 13 | MINT TOWER CAPITAL MANAGEMENT B.V. | 3,500,000 | 6,757,000 | 1.70% | PRN | |
| 14 | Nicholas Investment Partners, LP | 3,885,000 | 7,498,000 | 1.89% | PRN | |
| 15 | D. E. Shaw & Co., Inc. | 4,841,000 | 9,359,000 | 2.36% | PRN | |
| 16 | MACKAY SHIELDS LLC | 5,679,000 | 10,989,000 | 2.77% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,014,000 | 11,637,000 | 2.93% | ||
| 18 | OPERA TRADING CAPITAL | 7,500,000 | 14,494,000 | 3.65% | ||
| 19 | LORD, ABBETT & CO. LLC | 8,123,000 | 15,718,000 | 3.96% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 8,916,000 | 17,211,000 | 4.34% | PRN | |
| 21 | LAZARD ASSET MANAGEMENT LLC | 10,035,000 | 19,417,000 | 4.89% | PRN | |
| 22 | Calamos Advisors LLC | 15,000,000 | 29,197,000 | 7.35% | PRN | |
| 23 | FRANKLIN RESOURCES INC | 17,204,000 | 33,290,000 | 8.39% | PRN | |
| 24 | WOLVERINE ASSET MANAGEMENT LLC | 34,249,000 | 66,152,000 | 16.66% | PRN | |
| 25 | CITADEL ADVISORS LLC | 69,000,000 | 133,285,000 | 33.57% | 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.
