| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BlackRock Fund Advisors | 100,000 | 97,000 | 0.02% | PRN | |
| 2 | SUNTRUST BANKS INC | 143,000 | 139,000 | 0.02% | ||
| 3 | Bank of New York Mellon Corp | 750,000 | 716,000 | 0.13% | ||
| 4 | Compagnie Lombard Odier SCmA | 830,000 | 810,000 | 0.14% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 1,067,000 | 1,038,000 | 0.18% | PRN | |
| 6 | IRON Financial LLC | 1,090,000 | 1,065,000 | 0.19% | ||
| 7 | RUSSELL FRANK CO/ | 1,100,000 | 1,076,000 | 0.19% | ||
| 8 | DEUTSCHE BANK AG\ | 1,633,000 | 1,589,000 | 0.28% | Put | PRN |
| 9 | GOLDMAN SACHS GROUP INC | 2,734,000 | 2,661,000 | 0.47% | PRN | |
| 10 | AMUNDI ASSET MANAGEMENT US, INC. | 3,000,000 | 2,919,000 | 0.52% | PRN | |
| 11 | JUPITER ASSET MANAGEMENT LTD | 4,000,000 | 3,906,000 | 0.69% | PRN | |
| 12 | BESSEMER GROUP INC | 7,000,000 | 6,669,000 | 1.18% | PRN | |
| 13 | GLG Partners LP | 7,600,000 | 7,421,000 | 1.31% | PRN | |
| 14 | MORGAN STANLEY | 9,106,000 | 8,867,000 | 1.57% | PRN | |
| 15 | FMR LLC | 10,000,000 | 9,731,000 | 1.72% | PRN | |
| 16 | OAKTREE CAPITAL MANAGEMENT LP | 10,000,000 | 9,798,000 | 1.73% | PRN | |
| 17 | STATE STREET CORP | 12,500,000 | 12,174,000 | 2.15% | ||
| 18 | CREDIT SUISSE AG/ | 12,650,000 | 12,309,000 | 2.17% | PRN | |
| 19 | ROYAL BANK OF CANADA | 12,961,000 | 12,378,000 | 2.19% | PRN | |
| 20 | Calamos Advisors LLC | 15,000,000 | 14,679,000 | 2.59% | PRN | |
| 21 | JPMORGAN CHASE & CO | 19,638,000 | 18,754,000 | 3.31% | PRN | |
| 22 | STEELHEAD PARTNERS LLC | 27,000,000 | 26,342,000 | 4.65% | PRN | |
| 23 | LOOMIS SAYLES & CO L P | 3,953,821 | 27,123,000 | 4.79% | ||
| 24 | ADVENT CAPITAL MANAGEMENT /DE/ | 33,636,000 | 32,848,000 | 5.80% | PRN | |
| 25 | FRANKLIN RESOURCES INC | 39,900,000 | 39,027,000 | 6.89% | PRN | |
| 26 | Allianz Asset Management GmbH | 52,825,000 | 50,448,000 | 8.91% | PRN | |
| 27 | Invesco Ltd. | 57,502,000 | 55,957,000 | 9.88% | PRN | |
| 28 | SOROS FUND MANAGEMENT LLC | 210,175,000 | 205,577,000 | 36.31% | 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.
