| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Mariner, LLC | 20,000 | 22,000 | 0.02% | PRN | |
| 2 | BANK OF AMERICA CORP /DE/ | 70,000 | 78,000 | 0.06% | PRN | |
| 3 | CITIGROUP INC | 273,000 | 303,000 | 0.22% | PRN | |
| 4 | PRELUDE CAPITAL MANAGEMENT, LLC | 425,000 | 475,000 | 0.34% | PRN | |
| 5 | MANAGED ACCOUNT ADVISORS LLC | 451,000 | 500,000 | 0.36% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 790,000 | 875,000 | 0.63% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 939,000 | 1,045,000 | 0.76% | PRN | |
| 8 | Context Capital Management, LLC | 1,000,000 | 1,116,000 | 0.81% | PRN | |
| 9 | Jefferies Group LLC | 3,757,000 | 4,165,000 | 3.01% | PRN | |
| 10 | JPMORGAN CHASE & CO | 4,000,000 | 4,435,000 | 3.21% | PRN | |
| 11 | BARINGS LLC | 5,625,000 | 6,237,000 | 4.51% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 6,310,000 | 6,997,000 | 5.06% | ||
| 13 | SILVERBACK ASSET MANAGEMENT LLC | 7,500,000 | 8,334,000 | 6.03% | PRN | |
| 14 | LAZARD ASSET MANAGEMENT LLC | 9,416,000 | 10,439,000 | 7.55% | PRN | |
| 15 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 11,147,000 | 8.06% | ||
| 16 | Graham Capital Management, L.P. | 14,500,000 | 16,095,000 | 11.64% | ||
| 17 | WOLVERINE ASSET MANAGEMENT LLC | 14,991,000 | 16,680,000 | 12.06% | PRN | |
| 18 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 19,503,000 | 21,765,000 | 15.74% | PRN | |
| 19 | Magnetar Financial LLC | 24,851,000 | 27,603,000 | 19.96% | 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.
