| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UBS Group AG | 6,000 | 6,000 | 0.00% | PRN | |
| 2 | BANK OF AMERICA CORP /DE/ | 8,000 | 8,000 | 0.00% | PRN | |
| 3 | MSI Financial Services Inc | 10,000 | 9,000 | 0.00% | ||
| 4 | Private Advisor Group, LLC | 12,000 | 11,000 | 0.00% | PRN | |
| 5 | SONORA INVESTMENT MANAGEMENT, LLC | 15,000 | 13,805 | 0.00% | ||
| 6 | BLAIR WILLIAM & CO/IL | 15,000 | 14,000 | 0.00% | ||
| 7 | ROYAL BANK OF CANADA | 18,000 | 17,000 | 0.00% | PRN | |
| 8 | ADVISOR GROUP, INC. | 30 | 28,000 | 0.00% | PRN | |
| 9 | TDAM USA INC. | 38,000 | 35,000 | 0.00% | ||
| 10 | BlackRock Fund Advisors | 50,000 | 46,000 | 0.01% | PRN | |
| 11 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 280,000 | 258,000 | 0.03% | PRN | |
| 12 | SUNTRUST BANKS INC | 349,000 | 323,000 | 0.04% | ||
| 13 | AMP Capital Investors Ltd | 350,000 | 328,000 | 0.04% | ||
| 14 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 928,750 | 0.12% | PRN | |
| 15 | Natixis Investment Managers International | 1,025 | 951,000 | 0.13% | ||
| 16 | CAMDEN ASSET MANAGEMENT L P /CA | 1,100,000 | 1,022,000 | 0.14% | PRN | |
| 17 | Bank of New York Mellon Corp | 1,250,000 | 1,163,000 | 0.15% | ||
| 18 | MUFG Americas Holdings Corp | 1,263,000 | 1,172,000 | 0.15% | PRN | |
| 19 | Calamos Advisors LLC | 1,555,000 | 1,441,000 | 0.19% | PRN | |
| 20 | BARCLAYS PLC | 1,606,000 | 1,492,000 | 0.20% | PRN | |
| 21 | Venator Capital Management Ltd. | 2,000,000 | 1,855,000 | 0.25% | PRN | |
| 22 | Hutchin Hill Capital, LP | 2,000,000 | 1,856,000 | 0.25% | PRN | |
| 23 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,000,000 | 1,865,000 | 0.25% | PRN | |
| 24 | GLG Partners LP | 2,500,000 | 2,301,000 | 0.30% | PRN | |
| 25 | Verition Fund Management LLC | 2,500,000 | 2,331,000 | 0.31% | PRN | |
| 26 | Castle Creek Arbitrage, LLC | 4,500,000 | 4,174,000 | 0.55% | PRN | |
| 27 | PRICE T ROWE ASSOCIATES INC /MD/ | 4,969,000 | 4,585,000 | 0.61% | PRN | |
| 28 | JPMORGAN CHASE & CO | 5,915,000 | 5,505,000 | 0.73% | PRN | |
| 29 | BNP Paribas Asset Management Holding S.A. | 6,000,000 | 5,577,000 | 0.74% | PRN | |
| 30 | Jefferies Group LLC | 6,746,000 | 6,266,000 | 0.83% | PRN | |
| 31 | LAZARD ASSET MANAGEMENT LLC | 6,896,000 | 6,430,000 | 0.85% | PRN | |
| 32 | SSI INVESTMENT MANAGEMENT LLC | 7,777,000 | 7,222,000 | 0.95% | PRN | |
| 33 | CREDIT SUISSE AG/ | 9,000,000 | 8,359,000 | 1.11% | PRN | |
| 34 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 9,500,000 | 8,742,000 | 1.16% | PRN | |
| 35 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 9,324,000 | 1.23% | ||
| 36 | RWC Asset Management LLP | 11,100,000 | 10,330,000 | 1.37% | PRN | |
| 37 | GAM Holding AG | 11,902,000 | 11,051,000 | 1.46% | PRN | |
| 38 | NF TRINITY CAPITAL (HONG KONG) LTD | 16,000,000 | 14,904,000 | 1.97% | PRN | |
| 39 | TD ASSET MANAGEMENT INC | 19,962,000 | 18,615,000 | 2.46% | ||
| 40 | MORGAN STANLEY | 20,774,000 | 19,141,000 | 2.53% | PRN | |
| 41 | DEUTSCHE BANK AG\ | 20,655,000 | 19,182,000 | 2.54% | PRN | |
| 42 | Ferox Capital Management LP | 20,850,000 | 19,368,000 | 2.56% | PRN | |
| 43 | LORD, ABBETT & CO. LLC | 23,231,000 | 21,663,000 | 2.86% | PRN | |
| 44 | STATE STREET CORP | 23,539,000 | 21,852,000 | 2.89% | ||
| 45 | Pomelo Capital LLC | 28,500,000 | 26,576,000 | 3.51% | PRN | |
| 46 | WELLS FARGO & COMPANY/MN | 30,282,000 | 27,974,000 | 3.70% | PRN | |
| 47 | CITADEL ADVISORS LLC | 32,500,000 | 30,139,000 | 3.99% | PRN | |
| 48 | Assured Investment Management LLC | 40,619,000 | 37,810,000 | 5.00% | PRN | |
| 49 | ADVENT CAPITAL MANAGEMENT /DE/ | 42,903,000 | 39,802,000 | 5.26% | PRN | |
| 50 | Graham Capital Management, L.P. | 58,268,000 | 54,044,000 | 7.15% |
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.
