| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 4,000 | 4,000 | 0.00% | PRN | |
| 2 | STIFEL FINANCIAL CORP | 20,419 | 21,000 | 0.00% | PRN | |
| 3 | BARCLAYS PLC | 42,000 | 44,000 | 0.01% | PRN | |
| 4 | M&T BANK CORP | 57,000 | 59,000 | 0.01% | PRN | |
| 5 | BNP PARIBAS FINANCIAL MARKETS | 58,000 | 60,429 | 0.01% | PRN | |
| 6 | Calamos Wealth Management LLC | 131,000 | 137,000 | 0.02% | PRN | |
| 7 | SCOTIA CAPITAL INC. | 169,000 | 176,000 | 0.03% | ||
| 8 | SUNTRUST BANKS INC | 189,000 | 196,000 | 0.03% | ||
| 9 | BlackRock Fund Advisors | 250,000 | 260,000 | 0.04% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 400,000 | 418,000 | 0.07% | PRN | |
| 11 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 523,000 | 0.08% | PRN | |
| 12 | Lombard Odier Asset Management (Switzerland) SA | 520,000 | 542,000 | 0.09% | PRN | |
| 13 | Oxbow Advisors, LLC | 30,550 | 598,000 | 0.10% | ||
| 14 | MIZUHO SECURITIES USA LLC | 800,000 | 830,000 | 0.13% | ||
| 15 | METROPOLITAN LIFE INSURANCE CO/NY | 7,871 | 858,000 | 0.14% | ||
| 16 | Paloma Partners Management Co | 1,000,000 | 1,045,000 | 0.17% | PRN | |
| 17 | Bank of New York Mellon Corp | 1,008,000 | 1,047,000 | 0.17% | ||
| 18 | CREDIT AGRICOLE S A | 1,106,000 | 1,152,000 | 0.18% | PRN | |
| 19 | CITIGROUP INC | 1,591,000 | 1,658,000 | 0.27% | PRN | |
| 20 | Compagnie Lombard Odier SCmA | 1,620,000 | 1,708,000 | 0.27% | PRN | |
| 21 | PYRRHO CAPITAL MANAGEMENT, LP | 2,000,000 | 2,084,000 | 0.33% | ||
| 22 | CANADA PENSION PLAN INVESTMENT BOARD | 3,500,000 | 3,614,000 | 0.58% | ||
| 23 | SSI INVESTMENT MANAGEMENT LLC | 4,191,000 | 4,367,000 | 0.70% | PRN | |
| 24 | GLG Partners LP | 5,350,000 | 5,563,000 | 0.89% | PRN | |
| 25 | Nicholas Investment Partners, LP | 6,015,000 | 6,267,000 | 1.00% | PRN | |
| 26 | JPMORGAN CHASE & CO | 6,251,000 | 6,496,000 | 1.04% | PRN | |
| 27 | AMERIPRISE FINANCIAL INC | 6,500,000 | 6,772,000 | 1.08% | PRN | |
| 28 | ROYAL BANK OF CANADA | 7,356,000 | 7,664,000 | 1.23% | PRN | |
| 29 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,291,000 | 1.49% | ||
| 30 | BESSEMER GROUP INC | 8,900,000 | 9,329,000 | 1.49% | PRN | |
| 31 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,000,000 | 9,378,000 | 1.50% | ||
| 32 | FMR LLC | 9,126,000 | 9,508,000 | 1.52% | PRN | |
| 33 | CITADEL ADVISORS LLC | 10,000,000 | 10,432,000 | 1.67% | PRN | |
| 34 | DEUTSCHE BANK AG\ | 10,504,000 | 10,943,000 | 1.75% | PRN | |
| 35 | STATE STREET CORP | 11,537,000 | 12,087,000 | 1.93% | ||
| 36 | MORGAN STANLEY | 12,077,000 | 12,651,000 | 2.03% | PRN | |
| 37 | Invesco Ltd. | 12,800,000 | 13,336,000 | 2.13% | PRN | |
| 38 | CREDIT SUISSE AG/ | 614,491 | 13,952,000 | 2.23% | PRN | |
| 39 | BNP Paribas Asset Management Holding S.A. | 14,000,000 | 14,414,000 | 2.31% | PRN | |
| 40 | CI INVESTMENTS INC. | 14,000,000 | 14,586,000 | 2.33% | ||
| 41 | LAZARD ASSET MANAGEMENT LLC | 17,000,000 | 17,796,000 | 2.85% | PRN | |
| 42 | OAKTREE CAPITAL MANAGEMENT LP | 19,490,000 | 20,339,000 | 3.26% | PRN | |
| 43 | Allianz Asset Management GmbH | 20,905,000 | 21,793,000 | 3.49% | PRN | |
| 44 | AQR ARBITRAGE LLC | 23,875,000 | 24,994,000 | 4.00% | PRN | |
| 45 | Lombard Odier Asset Management (Europe) Ltd | 26,090,000 | 27,307,000 | 4.37% | PRN | |
| 46 | RWC Asset Management LLP | 26,500,000 | 27,541,000 | 4.41% | PRN | |
| 47 | ANGELO GORDON & CO., L.P. | 27,000,000 | 28,131,000 | 4.50% | PRN | |
| 48 | LINDEN ADVISORS LP | 27,617,000 | 28,850,000 | 4.62% | PRN | |
| 49 | ADVENT CAPITAL MANAGEMENT /DE/ | 31,327,000 | 32,730,000 | 5.24% | PRN | |
| 50 | SHENKMAN CAPITAL MANAGEMENT INC | 32,669,000 | 34,200,000 | 5.47% | 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.
