| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 5,000 | 5,000 | 0.00% | PRN | |
| 2 | M&T BANK CORP | 12,000 | 12,000 | 0.00% | PRN | |
| 3 | Calamos Wealth Management LLC | 156,000 | 155,000 | 0.06% | PRN | |
| 4 | GOLDMAN SACHS GROUP INC | 170,000 | 168,000 | 0.07% | PRN | |
| 5 | BARCLAYS PLC | 294,000 | 291,000 | 0.12% | PRN | |
| 6 | Bank of New York Mellon Corp | 500,000 | 496,000 | 0.20% | ||
| 7 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 994,000 | 0.41% | PRN | |
| 8 | CREDIT SUISSE AG/ | 1,525,000 | 1,511,000 | 0.62% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 1,756,000 | 1,739,000 | 0.72% | PRN | |
| 10 | CREDIT AGRICOLE S A | 1,841,000 | 1,824,000 | 0.75% | PRN | |
| 11 | BESSEMER GROUP INC | 3,000,000 | 2,984,000 | 1.23% | PRN | |
| 12 | STEELHEAD PARTNERS LLC | 4,500,000 | 4,455,000 | 1.83% | PRN | |
| 13 | CI Global Investments Inc. | 6,000,000 | 5,944,000 | 2.45% | ||
| 14 | SSI INVESTMENT MANAGEMENT LLC | 6,000,000 | 5,944,000 | 2.45% | PRN | |
| 15 | CAPSTONE INVESTMENT ADVISORS, LLC | 7,500,000 | 7,433,000 | 3.06% | ||
| 16 | SHENKMAN CAPITAL MANAGEMENT INC | 7,838,000 | 7,804,000 | 3.21% | PRN | |
| 17 | AMERIPRISE FINANCIAL INC | 9,440,000 | 9,351,000 | 3.85% | PRN | |
| 18 | CANYON CAPITAL ADVISORS LLC | 10,000,000 | 9,906,000 | 4.08% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 10,694,000 | 10,606,000 | 4.37% | PRN | |
| 20 | OAKTREE CAPITAL MANAGEMENT LP | 12,565,000 | 12,444,000 | 5.12% | PRN | |
| 21 | Pine River Capital Management L.P. | 12,600,000 | 12,454,000 | 5.13% | PRN | |
| 22 | LAZARD ASSET MANAGEMENT LLC | 16,059,000 | 15,988,000 | 6.58% | PRN | |
| 23 | NORTHERN TRUST CORP | 224,000 | 22,190,000 | 9.14% | PRN | |
| 24 | ADVENT CAPITAL MANAGEMENT /DE/ | 23,477,000 | 23,246,000 | 9.57% | PRN | |
| 25 | Calamos Advisors LLC | 37,995,000 | 37,656,000 | 15.51% | PRN | |
| 26 | LINDEN ADVISORS LP | 47,569,000 | 47,212,000 | 19.44% | 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.
