| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 5,000 | 6,000 | 0.01% | PRN | |
| 2 | JPMORGAN CHASE & CO | 14,000 | 16,000 | 0.02% | PRN | |
| 3 | CITIGROUP INC | 24,000 | 27,000 | 0.03% | PRN | |
| 4 | Creative Planning | 29,000 | 33,000 | 0.03% | PRN | |
| 5 | MORGAN STANLEY | 50,000 | 57,000 | 0.06% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 1,000,000 | 1,138,000 | 1.18% | PRN | |
| 7 | Jefferies Group LLC | 1,761,000 | 2,009,000 | 2.08% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,260,000 | 2.34% | PRN | |
| 9 | LORD, ABBETT & CO. LLC | 2,400,000 | 2,724,000 | 2.82% | PRN | |
| 10 | WELLINGTON MANAGEMENT GROUP LLP | 3,875,000 | 4,379,000 | 4.53% | PRN | |
| 11 | Mohican Financial Management, LLC | 4,000,000 | 4,520,000 | 4.67% | ||
| 12 | CSS LLC/IL | 5,990,000 | 6,813,000 | 7.04% | PRN | |
| 13 | ZAZOVE ASSOCIATES LLC | 6,275,000 | 7,162,000 | 7.41% | PRN | |
| 14 | WOLVERINE ASSET MANAGEMENT LLC | 8,688,000 | 9,883,000 | 10.22% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 9,773,000 | 11,043,000 | 11.42% | PRN | |
| 16 | LAZARD ASSET MANAGEMENT LLC | 17,500,000 | 19,862,000 | 20.54% | PRN | |
| 17 | Empyrean Capital Partners, LP | 21,700,000 | 24,781,000 | 25.62% | 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.
