| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UBS Group AG | 1,000 | 1,000 | 0.00% | PRN | |
| 2 | MSI Financial Services Inc | 1,000 | 1,000 | 0.00% | ||
| 3 | INTEGRATED WEALTH MANAGEMENT | 2,000 | 2,000 | 0.00% | ||
| 4 | Wellesley Asset Management | 3,661 | 4,535 | 0.00% | PRN | |
| 5 | ROYAL BANK OF CANADA | 4,000 | 5,000 | 0.00% | PRN | |
| 6 | Brown Advisory Securities, LLC | 26,000 | 31,000 | 0.01% | PRN | |
| 7 | D.A. DAVIDSON & CO. | 29,000 | 39,000 | 0.01% | ||
| 8 | CITIGROUP INC | 45,000 | 56,000 | 0.01% | PRN | |
| 9 | AGF INVESTMENTS INC. | 70,000 | 87,000 | 0.02% | PRN | |
| 10 | BlackRock Fund Advisors | 75,000 | 93,000 | 0.02% | PRN | |
| 11 | GOLDMAN SACHS GROUP INC | 161,000 | 199,000 | 0.05% | PRN | |
| 12 | Freedom Investment Management, Inc. | 18,863 | 221,000 | 0.05% | ||
| 13 | BlackRock Group LTD | 310,000 | 384,000 | 0.09% | PRN | |
| 14 | IRON Financial LLC | 390,000 | 483,000 | 0.12% | ||
| 15 | DEUTSCHE BANK AG\ | 469,000 | 580,000 | 0.14% | Put | PRN |
| 16 | Penn Capital Management Company, LLC | 496,000 | 614,000 | 0.15% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 679,000 | 839,000 | 0.20% | PRN | |
| 18 | BlackRock Finance, Inc. | 690,000 | 854,000 | 0.20% | PRN | |
| 19 | Calamos Wealth Management LLC | 907 | 1,127,000 | 0.27% | PRN | |
| 20 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,240,000 | 0.30% | PRN | |
| 21 | Daiwa Securities Group Inc. | 1,000,000 | 1,241,000 | 0.30% | PRN | |
| 22 | CONNING INC. | 1,050,000 | 1,301,000 | 0.31% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 2,000,000 | 2,471,000 | 0.59% | PRN | |
| 24 | Sage Capital Management, LLC | 2,000,000 | 2,474,000 | 0.59% | PRN | |
| 25 | CAMDEN ASSET MANAGEMENT L P /CA | 2,045,000 | 2,531,000 | 0.60% | PRN | |
| 26 | CSS LLC/IL | 2,500,000 | 3,102,000 | 0.74% | PRN | |
| 27 | Paloma Partners Management Co | 2,500,000 | 3,102,000 | 0.74% | PRN | |
| 28 | MANAGED ACCOUNT ADVISORS LLC | 2,588,000 | 3,203,000 | 0.76% | PRN | |
| 29 | AMUNDI ASSET MANAGEMENT US, INC. | 2,813,000 | 3,481,000 | 0.83% | PRN | |
| 30 | Clearbridge Investments, LLC | 3,100,000 | 3,861,000 | 0.92% | PRN | |
| 31 | WELLS FARGO & COMPANY/MN | 3,457,000 | 4,277,000 | 1.02% | PRN | |
| 32 | Invesco Ltd. | 3,720,000 | 4,604,000 | 1.10% | ||
| 33 | SSI INVESTMENT MANAGEMENT LLC | 4,302,000 | 5,326,000 | 1.27% | PRN | |
| 34 | BANK OF AMERICA CORP /DE/ | 4,779,000 | 5,914,000 | 1.41% | PRN | |
| 35 | SYMPHONY ASSET MANAGEMENT LLC | 5,000,000 | 6,188,000 | 1.48% | PRN | |
| 36 | THRIVENT FINANCIAL FOR LUTHERANS | 5,000,000 | 6,206,000 | 1.48% | ||
| 37 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,096,000 | 6,305,000 | 1.51% | PRN | |
| 38 | MACKAY SHIELDS LLC | 5,556,000 | 6,876,000 | 1.64% | PRN | |
| 39 | AQR ARBITRAGE LLC | 5,564,000 | 6,906,000 | 1.65% | PRN | |
| 40 | AMERIPRISE FINANCIAL INC | 6,007,000 | 7,434,000 | 1.78% | PRN | |
| 41 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,500,000 | 8,078,000 | 1.93% | ||
| 42 | MORGAN STANLEY | 6,561,000 | 8,132,000 | 1.94% | PRN | |
| 43 | PUTNAM INVESTMENTS LLC | 8,199,000 | 10,146,000 | 2.42% | ||
| 44 | Achievement Holdings L.P. | 961,905 | 11,245,000 | 2.69% | ||
| 45 | JPMORGAN CHASE & CO | 11,403,000 | 14,111,000 | 3.37% | PRN | |
| 46 | Carlson Capital, L.P. | 14,236,000 | 17,640,000 | 4.21% | PRN | |
| 47 | ANGELO GORDON & CO., L.P. | 23,000,000 | 28,463,000 | 6.80% | PRN | |
| 48 | FMR LLC | 27,012,000 | 33,427,000 | 7.98% | PRN | |
| 49 | D. E. Shaw & Co., Inc. | 27,600,000 | 34,265,000 | 8.18% | PRN | |
| 50 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 30,000,000 | 37,125,000 | 8.87% | 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.
