| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 1,000 | 2,000 | 0.00% | PRN | |
| 2 | ROYAL BANK OF CANADA | 2,000 | 4,000 | 0.00% | PRN | |
| 3 | BlackRock Investment Management, LLC | 3,000 | 6,000 | 0.00% | PRN | |
| 4 | BANK OF AMERICA CORP /DE/ | 6,000 | 12,000 | 0.01% | PRN | |
| 5 | Brown Advisory Securities, LLC | 14,000 | 27,000 | 0.01% | PRN | |
| 6 | Allianz Asset Management GmbH | 100,000 | 187,000 | 0.09% | PRN | |
| 7 | BARCLAYS PLC | 110,000 | 205,000 | 0.10% | PRN | |
| 8 | MORGAN STANLEY | 169,000 | 316,000 | 0.15% | PRN | |
| 9 | WELLINGTON MANAGEMENT GROUP LLP | 275,000 | 512,000 | 0.24% | PRN | |
| 10 | PNC FINANCIAL SERVICES GROUP, INC. | 4,000 | 744,000 | 0.35% | PRN | |
| 11 | FIC CAPITAL INC | 995,000 | 1,851,000 | 0.87% | ||
| 12 | FIRST MANHATTAN CO. LLC. | 1,090,000 | 2,028,000 | 0.96% | PRN | |
| 13 | Man Investments (CH) AG | 1,300,000 | 2,420,000 | 1.14% | PRN | |
| 14 | GRACE BROTHERS MANAGEMENT LLC | 1,500,000 | 2,793,000 | 1.32% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 1,620,000 | 3,013,000 | 1.42% | PRN | |
| 16 | MANAGED ACCOUNT ADVISORS LLC | 1,738,000 | 3,234,000 | 1.53% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 1,858,000 | 3,457,000 | 1.63% | PRN | |
| 18 | SG Americas Securities, LLC | 30,000 | 5,582,000 | 2.64% | PRN | |
| 19 | CSS LLC/IL | 3,106,000 | 5,789,000 | 2.73% | PRN | |
| 20 | AMERIPRISE FINANCIAL INC | 3,470,000 | 6,442,000 | 3.04% | PRN | |
| 21 | PUTNAM INVESTMENTS LLC | 3,710,000 | 6,903,000 | 3.26% | ||
| 22 | Invesco Ltd. | 4,500,000 | 8,373,000 | 3.95% | ||
| 23 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 5,000,000 | 9,303,000 | 4.39% | PRN | |
| 24 | Polar Asset Management Partners Inc. | 5,000,000 | 9,316,000 | 4.40% | PRN | |
| 25 | Nantahala Capital Management, LLC | 5,635,000 | 10,576,000 | 4.99% | PRN | |
| 26 | LAZARD ASSET MANAGEMENT LLC | 7,500,000 | 13,954,000 | 6.59% | PRN | |
| 27 | WHITEBOX ADVISORS LLC | 8,463,000 | 15,746,000 | 7.43% | PRN | |
| 28 | OSTERWEIS CAPITAL MANAGEMENT INC | 8,600,000 | 16,001,000 | 7.56% | PRN | |
| 29 | PEAK6 Group LLC | 100,000 | 18,656,000 | 8.81% | PRN | |
| 30 | MACKAY SHIELDS LLC | 10,771,000 | 20,077,000 | 9.48% | PRN | |
| 31 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,863,000 | 22,054,000 | 10.41% | PRN | |
| 32 | JPMORGAN CHASE & CO | 11,936,000 | 22,208,000 | 10.49% | 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.
