CUSIP: 695127AJ9 Class: NOTE 2.125% 5/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| LINDEN ADVISORS LP | 108,720,000 | $109,631 |
| Context Capital Management, LLC | 68,806,000 | $69,365 |
| LAZARD ASSET MANAGEMENT LLC | 17,885,000 | $180 |
| BNP PARIBAS ARBITRAGE, SA | 12,615,000 | $12,654 |
| SILVERBACK ASSET MANAGEMENT LLC | 12,275,000 | $12,405 |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 9,000,000 | $9,073 |
| DEUTSCHE BANK AG\ | 8,000,000 | $8,025 |
| Jefferies Financial Group Inc. | 7,142,000 | $7,213 |
| Calamos Advisors LLC | 6,500,000 | $6,567 |
| Wellesley Asset Management | 5,013,000 | $4,970 |
| CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | $5,041 |
| BlackRock, Inc. | 3,650,000 | $3,661 |
| FMR LLC | 3,440,000 | $3,451 |
| ADVENT CAPITAL MANAGEMENT /DE/ | 3,289,000 | $3,325 |
| CITIGROUP INC | 2,024,000 | $2,030 |
| SSI INVESTMENT MANAGEMENT LLC | 2,000,000 | $2,006 |
| JPMORGAN CHASE & CO | 1,360,000 | $1,377 |
| CSS LLC/IL | 75,000 | $76 |
| Virtus ETF Advisers LLC | 44,000 | $44 |
| INSIGNEO ADVISORY SERVICES, LLC | 12,000 | $12 |
| Total (20 institutions) | 276,850,000 | $261,107 |