| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 14,760,000 | 27,675,000 | 13.18% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,476,000 | 23,353,000 | 11.12% | PRN | |
| 3 | CSS LLC/IL | 11,606,000 | 21,757,000 | 10.36% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 10,000,000 | 18,830,000 | 8.97% | PRN | |
| 5 | MACKAY SHIELDS LLC | 9,910,000 | 18,618,000 | 8.87% | PRN | |
| 6 | OSTERWEIS CAPITAL MANAGEMENT INC | 8,600,000 | 16,125,000 | 7.68% | PRN | |
| 7 | WOLVERINE ASSET MANAGEMENT LLC | 8,069,000 | 15,153,000 | 7.22% | PRN | |
| 8 | D. E. Shaw & Co., Inc. | 7,000,000 | 13,145,000 | 6.26% | PRN | |
| 9 | Invesco Ltd. | 5,500,000 | 10,313,000 | 4.91% | ||
| 10 | Nantahala Capital Management, LLC | 5,000,000 | 9,513,000 | 4.53% | PRN | |
| 11 | CITIGROUP INC | 5,010,000 | 9,394,000 | 4.47% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 3,045,000 | 5,709,000 | 2.72% | ||
| 13 | AMERIPRISE FINANCIAL INC | 2,776,000 | 5,194,000 | 2.47% | PRN | |
| 14 | FIC CAPITAL INC | 1,990,000 | 3,531,000 | 1.68% | ||
| 15 | MANAGED ACCOUNT ADVISORS LLC | 1,317,000 | 2,470,000 | 1.18% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 1,290,000 | 2,419,000 | 1.15% | PRN | |
| 17 | Man Investments (CH) AG | 1,167,000 | 2,141,000 | 1.02% | PRN | |
| 18 | FIRST MANHATTAN CO. LLC. | 1,090,000 | 2,043,000 | 0.97% | PRN | |
| 19 | PNC FINANCIAL SERVICES GROUP, INC. | 4,000 | 750,000 | 0.36% | PRN | |
| 20 | MORGAN STANLEY | 400,000 | 747,000 | 0.36% | PRN | |
| 21 | WELLINGTON MANAGEMENT GROUP LLP | 275,000 | 516,000 | 0.25% | PRN | |
| 22 | PRELUDE CAPITAL MANAGEMENT, LLC | 200,000 | 374,000 | 0.18% | PRN | |
| 23 | Allianz Asset Management GmbH | 100,000 | 188,000 | 0.09% | PRN | |
| 24 | BANK OF AMERICA CORP /DE/ | 5,000 | 10,000 | 0.00% | PRN | |
| 25 | ROYAL BANK OF CANADA | 2,000 | 4,000 | 0.00% | 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.
