| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 1,000 | 1,000 | 0.00% | PRN | |
| 2 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 0.00% | PRN | |
| 3 | ADVISOR GROUP, INC. | 9 | 9,000 | 0.00% | PRN | |
| 4 | BLAIR WILLIAM & CO/IL | 12,000 | 12,000 | 0.00% | ||
| 5 | BlackRock Fund Advisors | 117,000 | 118,000 | 0.02% | PRN | |
| 6 | SG Americas Securities, LLC | 1,310 | 132,000 | 0.02% | PRN | |
| 7 | SUNTRUST BANKS INC | 212,000 | 213,000 | 0.03% | ||
| 8 | CITIGROUP INC | 223,000 | 225,000 | 0.04% | PRN | |
| 9 | GABELLI & Co INVESTMENT ADVISERS, INC. | 500,000 | 511,000 | 0.08% | PRN | |
| 10 | METROPOLITAN LIFE INSURANCE CO/NY | 690,000 | 703,000 | 0.11% | ||
| 11 | CREDIT SUISSE AG/ | 1,100,000 | 1,109,000 | 0.18% | PRN | |
| 12 | Bank of New York Mellon Corp | 1,350,000 | 1,395,000 | 0.22% | ||
| 13 | WELLS FARGO & COMPANY/MN | 1,821,000 | 1,842,000 | 0.29% | PRN | |
| 14 | Jefferies Group LLC | 2,012,000 | 2,051,000 | 0.32% | PRN | |
| 15 | MORGAN STANLEY | 2,387,000 | 2,417,000 | 0.38% | PRN | |
| 16 | Verition Fund Management LLC | 3,000,000 | 3,032,000 | 0.48% | PRN | |
| 17 | Clearbridge Investments, LLC | 2,936,000 | 3,033,000 | 0.48% | PRN | |
| 18 | AMERIPRISE FINANCIAL INC | 5,000,000 | 5,041,000 | 0.80% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 5,204,000 | 5,242,000 | 0.83% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 5,224,000 | 5,265,000 | 0.83% | PRN | |
| 21 | ARISTEIA CAPITAL, L.L.C. | 6,000,000 | 6,093,000 | 0.96% | PRN | |
| 22 | D. E. Shaw & Co., Inc. | 6,000,000 | 6,105,000 | 0.96% | PRN | |
| 23 | Jabre Capital Partners S.A. | 6,250,000 | 6,395,000 | 1.01% | PRN | |
| 24 | GLG Partners LP | 6,500,000 | 6,606,000 | 1.04% | PRN | |
| 25 | Man Investments (CH) AG | 7,000,000 | 7,114,000 | 1.12% | PRN | |
| 26 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 7,500,000 | 7,605,000 | 1.20% | PRN | |
| 27 | LORD, ABBETT & CO. LLC | 8,569,000 | 8,660,000 | 1.37% | PRN | |
| 28 | JPMORGAN CHASE & CO | 9,371,000 | 9,682,000 | 1.53% | PRN | |
| 29 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,106,000 | 1.60% | PRN | |
| 30 | MACKAY SHIELDS LLC | 10,231,000 | 10,340,000 | 1.63% | PRN | |
| 31 | BNP Paribas Asset Management Holding S.A. | 10,600,000 | 10,733,000 | 1.70% | PRN | |
| 32 | LINDEN ADVISORS LP | 11,325,000 | 11,501,000 | 1.82% | PRN | |
| 33 | Invesco Ltd. | 11,500,000 | 11,593,000 | 1.83% | PRN | |
| 34 | STATE STREET CORP | 13,265,000 | 13,539,000 | 2.14% | ||
| 35 | OAKTREE CAPITAL MANAGEMENT LP | 15,000,000 | 15,348,000 | 2.42% | PRN | |
| 36 | SONORA INVESTMENT MANAGEMENT, LLC | 16,410,000 | 16,707,513 | 2.64% | ||
| 37 | Calamos Advisors LLC | 17,500,000 | 17,896,000 | 2.83% | PRN | |
| 38 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 24,000,000 | 24,435,000 | 3.86% | PRN | |
| 39 | CSS LLC/IL | 24,383,000 | 24,787,000 | 3.92% | PRN | |
| 40 | DEERFIELD MANAGEMENT COMPANY, L.P. | 33,186,000 | 33,802,000 | 5.34% | PRN | |
| 41 | CITADEL ADVISORS LLC | 35,457,000 | 36,003,000 | 5.69% | PRN | |
| 42 | LOOMIS SAYLES & CO L P | 758,154 | 51,061,000 | 8.07% | ||
| 43 | ADVENT CAPITAL MANAGEMENT /DE/ | 64,541,000 | 65,482,000 | 10.35% | PRN | |
| 44 | Allianz Asset Management GmbH | 75,450,000 | 77,696,000 | 12.27% | PRN | |
| 45 | WOLVERINE ASSET MANAGEMENT LLC | 109,739,000 | 111,321,000 | 17.59% | 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.
