| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Jefferies Group LLC | 15,000 | 16,000 | 0.00% | PRN | |
| 2 | STIFEL FINANCIAL CORP | 20,894 | 22,000 | 0.00% | PRN | |
| 3 | BLAIR WILLIAM & CO/IL | 21,000 | 23,000 | 0.00% | ||
| 4 | M&T BANK CORP | 50,000 | 54,000 | 0.01% | PRN | |
| 5 | GOLDMAN SACHS GROUP INC | 54,000 | 59,000 | 0.01% | PRN | |
| 6 | Calamos Wealth Management LLC | 128,000 | 139,000 | 0.02% | PRN | |
| 7 | BANK OF NOVA SCOTIA | 171,000 | 185,000 | 0.03% | PRN | |
| 8 | CITIGROUP INC | 197,000 | 215,000 | 0.04% | PRN | |
| 9 | BlackRock Fund Advisors | 204,000 | 222,000 | 0.04% | PRN | |
| 10 | Lombard Odier Asset Management (Switzerland) SA | 250,000 | 274,000 | 0.05% | PRN | |
| 11 | SUNTRUST BANKS INC | 289,000 | 314,000 | 0.05% | ||
| 12 | Natixis Investment Managers International | 451 | 497,000 | 0.09% | ||
| 13 | Oxbow Advisors, LLC | 565 | 605,000 | 0.11% | ||
| 14 | Lombard Odier Asset Management (Europe) Ltd | 630,000 | 691,000 | 0.12% | PRN | |
| 15 | METROPOLITAN LIFE INSURANCE CO/NY | 873,000 | 953,000 | 0.17% | ||
| 16 | Compagnie Lombard Odier SCmA | 1,260,000 | 1,400,000 | 0.24% | PRN | |
| 17 | Bank of New York Mellon Corp | 1,500,000 | 1,630,000 | 0.28% | ||
| 18 | RUSSELL INVESTMENTS GROUP, LTD. | 1,600,000 | 1,752,000 | 0.31% | ||
| 19 | WELLS FARGO & COMPANY/MN | 1,857,000 | 2,022,000 | 0.35% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 2,397,000 | 2,610,000 | 0.46% | PRN | |
| 21 | LINDEN ADVISORS LP | 2,672,000 | 2,917,000 | 0.51% | PRN | |
| 22 | CANADA PENSION PLAN INVESTMENT BOARD | 3,500,000 | 3,817,000 | 0.67% | PRN | |
| 23 | JPMORGAN CHASE & CO | 3,643,000 | 3,959,000 | 0.69% | PRN | |
| 24 | CI INVESTMENTS INC. | 4,006,000 | 4,364,000 | 0.76% | ||
| 25 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 4,000,000 | 4,368,000 | 0.76% | PRN | |
| 26 | CREDIT SUISSE AG/ | 4,842,000 | 5,274,000 | 0.92% | PRN | |
| 27 | GLG Partners LP | 5,350,000 | 5,832,000 | 1.02% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 6,441,000 | 7,017,000 | 1.22% | PRN | |
| 29 | AMERIPRISE FINANCIAL INC | 6,500,000 | 7,081,000 | 1.23% | PRN | |
| 30 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,000,000 | 8,755,000 | 1.53% | ||
| 31 | MIZUHO SECURITIES USA LLC | 8,129,000 | 8,834,000 | 1.54% | ||
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,668,000 | 1.69% | ||
| 33 | BNP Paribas Asset Management Holding S.A. | 9,000,000 | 9,915,000 | 1.73% | PRN | |
| 34 | CITADEL ADVISORS LLC | 10,000,000 | 10,911,000 | 1.90% | PRN | |
| 35 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,943,000 | 1.91% | PRN | |
| 36 | MORGAN STANLEY | 10,586,000 | 11,459,000 | 2.00% | PRN | |
| 37 | ARROWGRASS CAPITAL PARTNERS (US) LP | 14,302 | 14,840,000 | 2.59% | PRN | |
| 38 | STATE STREET CORP | 16,187,000 | 17,930,000 | 3.13% | ||
| 39 | AQR ARBITRAGE LLC | 17,575,000 | 19,234,000 | 3.35% | PRN | |
| 40 | Invesco Ltd. | 17,800,000 | 19,391,000 | 3.38% | PRN | |
| 41 | RWC Asset Management LLP | 18,500,000 | 20,106,000 | 3.51% | PRN | |
| 42 | ROYAL BANK OF CANADA | 18,493,000 | 20,146,000 | 3.51% | PRN | |
| 43 | OAKTREE CAPITAL MANAGEMENT LP | 18,940,000 | 20,754,000 | 3.62% | PRN | |
| 44 | SHENKMAN CAPITAL MANAGEMENT INC | 29,204,000 | 31,960,000 | 5.57% | PRN | |
| 45 | Allianz Asset Management GmbH | 31,305,000 | 33,825,000 | 5.90% | PRN | |
| 46 | Calamos Advisors LLC | 32,717,000 | 35,517,000 | 6.19% | PRN | |
| 47 | ADVENT CAPITAL MANAGEMENT /DE/ | 35,563,000 | 38,808,000 | 6.77% | PRN | |
| 48 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 43,450,000 | 47,445,000 | 8.27% | PRN | |
| 49 | NORTHERN TRUST CORP | 536,000 | 50,841,000 | 8.87% | PRN | |
| 50 | Graham Capital Management, L.P. | 67,699,000 | 73,877,000 | 12.88% |
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.
