| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MSI Financial Services Inc | 1,000 | 4,000 | 0.00% | ||
| 2 | GLENMEDE TRUST CO NA | 4,000 | 14,000 | 0.01% | ||
| 3 | ROYAL BANK OF CANADA | 5,000 | 18,000 | 0.01% | PRN | |
| 4 | JPMORGAN CHASE & CO | 695,000 | 2,461,000 | 1.34% | PRN | |
| 5 | Sage Capital Management, LLC | 1,000,000 | 3,552,000 | 1.94% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 1,355,000 | 4,795,000 | 2.62% | PRN | |
| 7 | CITADEL ADVISORS LLC | 2,000,000 | 7,087,000 | 3.87% | PRN | |
| 8 | BANK OF AMERICA CORP /DE/ | 2,063,000 | 7,304,000 | 3.98% | PRN | |
| 9 | CITIGROUP INC | 2,278,000 | 8,066,000 | 4.40% | PRN | |
| 10 | ONTARIO TEACHERS PENSION PLAN BOARD | 3,000,000 | 10,637,000 | 5.80% | PRN | |
| 11 | LOOMIS SAYLES & CO L P | 259,367 | 24,445,000 | 13.34% | ||
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 35,390,000 | 19.31% | ||
| 13 | CSS LLC/IL | 22,427,000 | 79,535,000 | 43.39% | 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.
