| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 25,175,000 | 37,589,000 | 41.99% | PRN | |
| 2 | Zurcher Kantonalbank (Zurich Cantonalbank) | 4,500,000 | 6,908,000 | 7.72% | PRN | |
| 3 | INCOME RESEARCH & MANAGEMENT | 4,323,000 | 6,444,000 | 7.20% | PRN | |
| 4 | Invesco Ltd. | 4,190,000 | 6,246,000 | 6.98% | ||
| 5 | Apollo Management Holdings, L.P. | 3,800,000 | 5,674,000 | 6.34% | PRN | |
| 6 | THRIVENT FINANCIAL FOR LUTHERANS | 3,675,000 | 5,487,000 | 6.13% | ||
| 7 | CITIGROUP INC | 2,646,000 | 3,944,000 | 4.41% | PRN | |
| 8 | LAFFER TENGLER INVESTMENTS, INC. | 1,626 | 2,503,308 | 2.80% | ||
| 9 | VICTORY CAPITAL MANAGEMENT INC | 1,506,036 | 2,245,000 | 2.51% | ||
| 10 | SSI INVESTMENT MANAGEMENT LLC | 1,267,000 | 1,932,000 | 2.16% | PRN | |
| 11 | CNO Financial Group, Inc. | 1,250,000 | 1,863,000 | 2.08% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 1,150,000 | 1,714,000 | 1.91% | PRN | |
| 13 | CREDIT SUISSE AG/ | 1,000,000 | 1,491,000 | 1.67% | PRN | |
| 14 | MACQUARIE GROUP LTD | 750,000 | 1,143,000 | 1.28% | PRN | |
| 15 | ROYAL BANK OF CANADA | 589,000 | 904,000 | 1.01% | PRN | |
| 16 | RAYMOND JAMES & ASSOCIATES | 600,000 | 894,000 | 1.00% | PRN | |
| 17 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 5,000 | 753,000 | 0.84% | ||
| 18 | Allianz Asset Management GmbH | 500,000 | 747,000 | 0.83% | PRN | |
| 19 | Calamos Advisors LLC | 365,000 | 545,000 | 0.61% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 188,000 | 280,000 | 0.31% | PRN | |
| 21 | KEYBANK NATIONAL ASSOCIATION/OH | 131,000 | 195,000 | 0.22% | ||
| 22 | Waverly Advisors, LLC | 10,000 | 15,000 | 0.02% | PRN | |
| 23 | THOMPSON DAVIS & CO., INC. | 2,000 | 3,000 | 0.00% | ||
| 24 | BANK OF AMERICA CORP /DE/ | 2,000 | 3,000 | 0.00% | PRN | |
| 25 | WELLS FARGO & COMPANY/MN | 2,000 | 2,000 | 0.00% | PRN | |
| 26 | MSI Financial Services Inc | 1,000 | 1,000 | 0.00% |
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.
