| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVISOR GROUP, INC. | 6 | 12,000 | 0.00% | PRN | |
| 2 | M&T BANK CORP | 13,000 | 27,000 | 0.01% | PRN | |
| 3 | DELTA ASSET MANAGEMENT LLC/TN | 15,000 | 31,000 | 0.01% | PRN | |
| 4 | Mariner, LLC | 20,000 | 41,000 | 0.01% | PRN | |
| 5 | JPMORGAN CHASE & CO | 127,000 | 262,000 | 0.09% | PRN | |
| 6 | MORGAN STANLEY | 130,000 | 267,000 | 0.09% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 636,000 | 1,311,000 | 0.43% | PRN | |
| 8 | Invesco Ltd. | 1,000,000 | 2,062,000 | 0.68% | PRN | |
| 9 | Pomelo Capital LLC | 1,000,000 | 2,072,000 | 0.68% | PRN | |
| 10 | OPERA TRADING CAPITAL | 1,375,000 | 2,796,000 | 0.92% | PRN | |
| 11 | CITADEL ADVISORS LLC | 2,500,000 | 5,158,000 | 1.69% | PRN | |
| 12 | Allianz Asset Management GmbH | 3,500,000 | 7,605,000 | 2.50% | PRN | |
| 13 | LORD, ABBETT & CO. LLC | 3,735,000 | 7,738,000 | 2.54% | PRN | |
| 14 | WHITEBOX ADVISORS LLC | 5,000,000 | 10,309,000 | 3.39% | PRN | |
| 15 | ARISTEIA CAPITAL, L.L.C. | 5,743,000 | 11,828,000 | 3.89% | PRN | |
| 16 | WOLVERINE ASSET MANAGEMENT LLC | 15,112,000 | 31,211,000 | 10.25% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,275,000 | 31,486,000 | 10.35% | PRN | |
| 18 | Magnetar Financial LLC | 17,172,000 | 35,413,000 | 11.64% | PRN | |
| 19 | LAZARD ASSET MANAGEMENT LLC | 17,581,000 | 36,425,000 | 11.97% | PRN | |
| 20 | Graham Capital Management, L.P. | 57,257,000 | 118,303,000 | 38.87% |
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.
