| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 7,000 | 9,000 | 0.00% | PRN | |
| 2 | MORGAN STANLEY | 9,000 | 11,000 | 0.00% | PRN | |
| 3 | ZEVIN ASSET MANAGEMENT LLC | 10,000 | 13,000 | 0.00% | PRN | |
| 4 | BRAVE ASSET MANAGEMENT INC | 10,000 | 13,000 | 0.00% | ||
| 5 | Crestwood Advisors Group, LLC | 25,000 | 31,000 | 0.01% | ||
| 6 | Natixis Investment Managers International | 210 | 266,000 | 0.06% | ||
| 7 | GOLDMAN SACHS GROUP INC | 230,000 | 289,000 | 0.06% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 288,000 | 361,000 | 0.08% | PRN | |
| 9 | Lombard Odier Asset Management (Switzerland) SA | 370,000 | 469,000 | 0.10% | PRN | |
| 10 | Bank of New York Mellon Corp | 400,000 | 505,000 | 0.11% | ||
| 11 | BlackRock Finance, Inc. | 648,000 | 812,000 | 0.17% | PRN | |
| 12 | CREDIT AGRICOLE S A | 1,343,000 | 1,683,000 | 0.36% | PRN | |
| 13 | CONNING INC. | 1,650,000 | 2,076,000 | 0.44% | PRN | |
| 14 | Zurcher Kantonalbank (Zurich Cantonalbank) | 1,900,000 | 2,382,000 | 0.51% | PRN | |
| 15 | MACQUARIE GROUP LTD | 2,050,000 | 2,590,000 | 0.55% | PRN | |
| 16 | Cheyne Capital Management (UK) LLP | 2,050,000 | 2,590,000 | 0.55% | PRN | |
| 17 | BANK OF AMERICA CORP /DE/ | 2,191,000 | 2,746,000 | 0.58% | PRN | |
| 18 | Nicholas Investment Partners, LP | 2,500,000 | 3,133,000 | 0.66% | PRN | |
| 19 | MIZUHO SECURITIES USA LLC | 2,670,000 | 3,355,000 | 0.71% | ||
| 20 | DEUTSCHE BANK AG\ | 2,800,000 | 3,508,000 | 0.74% | PRN | |
| 21 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 3,250,000 | 4,090,000 | 0.87% | PRN | |
| 22 | Compagnie Lombard Odier SCmA | 3,600,000 | 4,532,000 | 0.96% | PRN | |
| 23 | Apollo Management Holdings, L.P. | 3,653,000 | 4,604,000 | 0.98% | PRN | |
| 24 | CAMDEN ASSET MANAGEMENT L P /CA | 4,575,000 | 5,733,000 | 1.22% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 4,992,000 | 6,254,000 | 1.33% | PRN | |
| 26 | GLG Partners LP | 5,535,000 | 6,966,000 | 1.48% | PRN | |
| 27 | JPMORGAN CHASE & CO | 6,481,000 | 8,189,000 | 1.74% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 7,758,000 | 9,721,000 | 2.06% | Call | PRN |
| 29 | AXA S.A. | 12,000,000 | 15,038,000 | 3.19% | PRN | |
| 30 | CREDIT SUISSE AG/ | 12,825,000 | 16,071,000 | 3.41% | PRN | |
| 31 | Invesco Ltd. | 13,500,000 | 16,917,000 | 3.59% | PRN | |
| 32 | Calamos Advisors LLC | 14,385,000 | 18,175,000 | 3.86% | PRN | |
| 33 | FMR LLC | 14,700,000 | 18,421,000 | 3.91% | PRN | |
| 34 | Allianz Asset Management GmbH | 20,155,000 | 25,465,000 | 5.40% | PRN | |
| 35 | Weiss Asset Management LP | 23,500,000 | 29,528,000 | 6.27% | PRN | |
| 36 | AQR ARBITRAGE LLC | 29,450,000 | 37,052,000 | 7.86% | PRN | |
| 37 | Lombard Odier Asset Management (Europe) Ltd | 30,510,000 | 38,643,000 | 8.20% | PRN | |
| 38 | ZAZOVE ASSOCIATES LLC | 42,670,000 | 53,604,000 | 11.38% | PRN | |
| 39 | D. E. Shaw & Co., Inc. | 44,222,000 | 55,658,000 | 11.81% | PRN | |
| 40 | LOOMIS SAYLES & CO L P | 2,487,827 | 69,734,000 | 14.80% |
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.
