| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | THOMPSON DAVIS & CO., INC. | 3,000 | 3,000 | 0.00% | ||
| 2 | MORGAN STANLEY | 4,000 | 4,000 | 0.00% | PRN | |
| 3 | STIFEL FINANCIAL CORP | 15,000 | 17,000 | 0.00% | PRN | |
| 4 | ROYAL BANK OF CANADA | 19,000 | 21,000 | 0.01% | PRN | |
| 5 | M&T BANK CORP | 23,000 | 25,000 | 0.01% | PRN | |
| 6 | Creative Planning | 70,000 | 77,000 | 0.02% | PRN | |
| 7 | Lombard Odier Asset Management (Switzerland) SA | 150,000 | 166,000 | 0.05% | PRN | |
| 8 | BlackRock Fund Advisors | 150,000 | 166,000 | 0.05% | PRN | |
| 9 | SUNTRUST BANKS INC | 173,000 | 190,000 | 0.05% | ||
| 10 | GOLDMAN SACHS GROUP INC | 312,000 | 345,000 | 0.09% | PRN | |
| 11 | Lombard Odier Asset Management (Europe) Ltd | 470,000 | 520,000 | 0.14% | PRN | |
| 12 | Bank of New York Mellon Corp | 600,000 | 666,000 | 0.18% | ||
| 13 | EMERALD ACQUISITION LTD. | 894,000 | 987,000 | 0.27% | ||
| 14 | Compagnie Lombard Odier SCmA | 940,000 | 1,050,000 | 0.29% | PRN | |
| 15 | BARCLAYS PLC | 1,000,000 | 1,104,000 | 0.30% | PRN | |
| 16 | METROPOLITAN LIFE INSURANCE CO/NY | 1,020,000 | 1,130,000 | 0.31% | ||
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 1,845,000 | 2,038,000 | 0.56% | PRN | |
| 18 | ZAZOVE ASSOCIATES LLC | 1,940,000 | 2,147,000 | 0.58% | PRN | |
| 19 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 2,208,760 | 0.60% | PRN | |
| 20 | LAFFER TENGLER INVESTMENTS, INC. | 2,015 | 2,275,927 | 0.62% | ||
| 21 | Calamos Wealth Management LLC | 2,600,000 | 2,883,000 | 0.79% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 3,038,000 | 3,357,000 | 0.91% | PRN | |
| 23 | Polar Capital LLP | 5,425,000 | 5,980,000 | 1.63% | ||
| 24 | CITIGROUP INC | 5,495,000 | 6,088,000 | 1.66% | PRN | |
| 25 | Jefferies Group LLC | 5,910,000 | 6,557,000 | 1.79% | PRN | |
| 26 | Invesco Ltd. | 6,000,000 | 6,626,000 | 1.80% | PRN | |
| 27 | AXA S.A. | 6,170,000 | 6,814,000 | 1.86% | PRN | |
| 28 | GLG Partners LP | 7,500,000 | 8,259,000 | 2.25% | PRN | |
| 29 | Ferox Capital Management LP | 8,500,000 | 9,416,000 | 2.56% | PRN | |
| 30 | JPMORGAN CHASE & CO | 9,029,000 | 10,021,000 | 2.73% | PRN | |
| 31 | THRIVENT FINANCIAL FOR LUTHERANS | 10,400,000 | 11,505,000 | 3.13% | ||
| 32 | Cutler Capital Management, LLC | 10,603,000 | 11,709,000 | 3.19% | PRN | |
| 33 | SSI INVESTMENT MANAGEMENT LLC | 11,573,000 | 12,780,000 | 3.48% | PRN | |
| 34 | CITADEL ADVISORS LLC | 12,500,000 | 13,851,000 | 3.77% | PRN | |
| 35 | SHENKMAN CAPITAL MANAGEMENT INC | 14,403,000 | 15,933,000 | 4.34% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 16,061,000 | 17,737,000 | 4.83% | PRN | |
| 37 | Calamos Advisors LLC | 16,192,000 | 17,953,000 | 4.89% | PRN | |
| 38 | INCOME RESEARCH & MANAGEMENT | 17,691,000 | 19,537,000 | 5.32% | PRN | |
| 39 | CAMDEN ASSET MANAGEMENT L P /CA | 20,525,000 | 22,667,000 | 6.17% | PRN | |
| 40 | OAKTREE CAPITAL MANAGEMENT LP | 22,641,000 | 25,171,000 | 6.86% | PRN | |
| 41 | CREDIT SUISSE AG/ | 23,725,000 | 26,202,000 | 7.14% | PRN | |
| 42 | Myriad Asset Management Ltd. | 24,500,000 | 27,045,000 | 7.37% | PRN | |
| 43 | ADVENT CAPITAL MANAGEMENT /DE/ | 25,068,000 | 27,744,000 | 7.56% | PRN | |
| 44 | AQR ARBITRAGE LLC | 32,725,000 | 36,202,000 | 9.86% | 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.
