| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | D.A. DAVIDSON & CO. | 5,000 | 5,000 | 0.00% | ||
| 2 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 10,000 | 10,000 | 0.00% | ||
| 3 | AMERIPRISE FINANCIAL INC | 17,000 | 17,000 | 0.01% | PRN | |
| 4 | STIFEL FINANCIAL CORP | 18,000 | 18,000 | 0.01% | PRN | |
| 5 | Brown Advisory Securities, LLC | 21,000 | 21,000 | 0.01% | PRN | |
| 6 | Stanley-Laman Group, Ltd. | 25,000 | 25,000 | 0.01% | PRN | |
| 7 | BlackRock Fund Advisors | 50,000 | 50,000 | 0.01% | PRN | |
| 8 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 180,000 | 181,000 | 0.05% | PRN | |
| 9 | CREDIT SUISSE AG/ | 12,075 | 393,000 | 0.12% | PRN | |
| 10 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 500,000 | 503,000 | 0.15% | PRN | |
| 11 | EDMOND DE ROTHSCHILD HOLDING S.A. | 500,000 | 503,000 | 0.15% | PRN | |
| 12 | NOMURA HOLDINGS INC | 624,000 | 628,000 | 0.19% | PRN | |
| 13 | BANK OF AMERICA CORP /DE/ | 717,000 | 721,000 | 0.22% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 784,000 | 789,000 | 0.24% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 804,000 | 811,000 | 0.24% | Put | PRN |
| 16 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 1,011,000 | 0.30% | PRN | |
| 17 | BARCLAYS PLC | 1,123,000 | 1,133,000 | 0.34% | PRN | |
| 18 | Bank of New York Mellon Corp | 1,559,000 | 1,567,000 | 0.47% | ||
| 19 | WELLS FARGO & COMPANY/MN | 2,884,000 | 2,909,000 | 0.87% | PRN | |
| 20 | AXA S.A. | 3,000,000 | 3,026,000 | 0.91% | PRN | |
| 21 | Candriam S.C.A. | 3,000 | 3,030,000 | 0.91% | PRN | |
| 22 | Lombard Odier Asset Management (Europe) Ltd | 3,000,000 | 3,034,000 | 0.91% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 4,000,000 | 4,015,000 | 1.20% | PRN | |
| 24 | Radcliffe Capital Management, L.P. | 4,335,000 | 4,368,000 | 1.31% | PRN | |
| 25 | MACKAY SHIELDS LLC | 4,509,000 | 4,548,000 | 1.36% | PRN | |
| 26 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 4,750,000 | 4,763,000 | 1.43% | PRN | |
| 27 | THRIVENT FINANCIAL FOR LUTHERANS | 4,750,000 | 4,803,000 | 1.44% | ||
| 28 | OAKTREE CAPITAL MANAGEMENT LP | 5,075,000 | 5,102,000 | 1.53% | PRN | |
| 29 | MORGAN STANLEY | 6,927,000 | 6,968,000 | 2.09% | PRN | |
| 30 | BESSEMER GROUP INC | 10,600,000 | 10,638,000 | 3.19% | PRN | |
| 31 | SONORA INVESTMENT MANAGEMENT, LLC | 10,815,000 | 10,844,201 | 3.25% | ||
| 32 | LAZARD ASSET MANAGEMENT LLC | 11,108,000 | 11,232,000 | 3.37% | PRN | |
| 33 | ADVENT CAPITAL MANAGEMENT /DE/ | 11,452,000 | 11,543,000 | 3.46% | PRN | |
| 34 | Pomelo Capital LLC | 12,529,000 | 12,670,000 | 3.80% | PRN | |
| 35 | JPMORGAN CHASE & CO | 16,217,000 | 16,296,000 | 4.89% | PRN | |
| 36 | TENOR CAPITAL MANAGEMENT Co., L.P. | 17,414,000 | 17,648,000 | 5.29% | PRN | |
| 37 | SOROS FUND MANAGEMENT LLC | 185,534,000 | 187,621,000 | 56.27% | 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.
