| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 0.00% | PRN | |
| 2 | D.A. DAVIDSON & CO. | 3,000 | 3,000 | 0.00% | ||
| 3 | Private Harbour Investment Management & Counsel, LLC | 25,000 | 28,000 | 0.01% | PRN | |
| 4 | BlackRock Fund Advisors | 58,000 | 66,000 | 0.02% | PRN | |
| 5 | MORGAN STANLEY | 65,000 | 74,000 | 0.02% | PRN | |
| 6 | Bank of New York Mellon Corp | 253,000 | 286,000 | 0.07% | ||
| 7 | Allianz Asset Management GmbH | 650,000 | 734,000 | 0.19% | PRN | |
| 8 | ZAZOVE ASSOCIATES LLC | 800,000 | 918,000 | 0.24% | PRN | |
| 9 | SG Americas Securities, LLC | 8,100 | 925,000 | 0.24% | PRN | |
| 10 | METROPOLITAN LIFE INSURANCE CO/NY | 897,000 | 1,012,000 | 0.26% | ||
| 11 | BNP PARIBAS FINANCIAL MARKETS | 1,200,000 | 1,221,756 | 0.32% | PRN | |
| 12 | Penn Capital Management Company, LLC | 1,117,000 | 1,271,000 | 0.33% | PRN | |
| 13 | CREDIT SUISSE AG/ | 1,249,000 | 1,423,000 | 0.37% | PRN | |
| 14 | WATER ISLAND CAPITAL LLC | 1,500,000 | 1,708,000 | 0.44% | PRN | |
| 15 | BARCLAYS PLC | 1,567,000 | 1,784,000 | 0.46% | PRN | |
| 16 | Mohican Financial Management, LLC | 2,000,000 | 2,278,000 | 0.59% | ||
| 17 | Jefferies Group LLC | 2,060,000 | 2,367,000 | 0.62% | PRN | |
| 18 | BlueCrest Capital Management Ltd | 2,500,000 | 2,875,000 | 0.75% | PRN | |
| 19 | CITIGROUP INC | 2,884,000 | 3,284,000 | 0.85% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 3,416,000 | 0.89% | PRN | |
| 21 | CAPSTONE INVESTMENT ADVISORS, LLC | 3,000,000 | 3,427,000 | 0.89% | ||
| 22 | NOMURA HOLDINGS INC | 3,050,000 | 3,473,000 | 0.90% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 3,270,000 | 3,723,000 | 0.97% | PRN | |
| 24 | GOLDMAN SACHS GROUP INC | 3,274,000 | 3,728,000 | 0.97% | PRN | |
| 25 | BASSO CAPITAL MANAGEMENT, L.P. | 3,530,000 | 4,039,000 | 1.05% | PRN | |
| 26 | Invesco Ltd. | 4,000,000 | 4,555,000 | 1.19% | PRN | |
| 27 | RWC Asset Management LLP | 4,250,000 | 4,813,000 | 1.25% | PRN | |
| 28 | Senvest Management, LLC | 5,000,000 | 5,694,000 | 1.48% | PRN | |
| 29 | Polar Asset Management Partners Inc. | 5,000,000 | 5,734,000 | 1.49% | PRN | |
| 30 | Ionic Capital Management LLC | 5,300,000 | 6,082,000 | 1.58% | PRN | |
| 31 | SONORA INVESTMENT MANAGEMENT, LLC | 5,495,000 | 6,198,910 | 1.61% | ||
| 32 | CSS LLC/IL | 5,660,000 | 6,500,000 | 1.69% | PRN | |
| 33 | WELLS FARGO & COMPANY/MN | 6,005,000 | 6,838,000 | 1.78% | PRN | |
| 34 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 6,500,000 | 7,402,000 | 1.93% | PRN | |
| 35 | SILVERBACK ASSET MANAGEMENT LLC | 7,500,000 | 8,625,000 | 2.25% | PRN | |
| 36 | KAVI ASSET MANAGEMENT, LP | 8,275,000 | 9,471,000 | 2.47% | PRN | |
| 37 | Calamos Advisors LLC | 9,000,000 | 10,257,000 | 2.67% | PRN | |
| 38 | LAZARD ASSET MANAGEMENT LLC | 9,000,000 | 10,282,000 | 2.68% | PRN | |
| 39 | BANK OF AMERICA CORP /DE/ | 10,372,000 | 11,811,000 | 3.07% | PRN | |
| 40 | JPMORGAN CHASE & CO | 13,420,000 | 15,164,000 | 3.95% | PRN | |
| 41 | MACKAY SHIELDS LLC | 13,995,000 | 15,982,000 | 4.16% | PRN | |
| 42 | TENOR CAPITAL MANAGEMENT Co., L.P. | 14,500,000 | 16,758,000 | 4.36% | PRN | |
| 43 | FRANKLIN RESOURCES INC | 16,000,000 | 18,280,000 | 4.76% | PRN | |
| 44 | OAKTREE CAPITAL MANAGEMENT LP | 19,362,000 | 21,894,000 | 5.70% | PRN | |
| 45 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 22,900,000 | 5.96% | PRN | |
| 46 | Myriad Asset Management Ltd. | 21,500,000 | 24,618,000 | 6.41% | PRN | |
| 47 | ADVENT CAPITAL MANAGEMENT /DE/ | 21,985,000 | 25,252,000 | 6.57% | PRN | |
| 48 | LINDEN ADVISORS LP | 65,450,000 | 74,921,000 | 19.51% | 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.
