| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | GOLDMAN SACHS GROUP INC | 26,000 | 26,000 | 0.00% | PRN | |
| 2 | BlackRock Fund Advisors | 75,000 | 75,000 | 0.01% | PRN | |
| 3 | Lombard Odier Asset Management (Switzerland) SA | 300,000 | 300,000 | 0.05% | PRN | |
| 4 | CITIGROUP INC | 375,000 | 373,000 | 0.06% | PRN | |
| 5 | IRON Financial LLC | 450,000 | 448,000 | 0.08% | ||
| 6 | Bank of New York Mellon Corp | 750,000 | 749,000 | 0.13% | ||
| 7 | Lombard Odier Asset Management (Europe) Ltd | 830,000 | 830,000 | 0.14% | PRN | |
| 8 | Compagnie Lombard Odier SCmA | 830,000 | 831,000 | 0.14% | PRN | |
| 9 | BARCLAYS PLC | 855,000 | 851,000 | 0.14% | PRN | |
| 10 | EMERALD ACQUISITION LTD. | 1,050,000 | 1,047,000 | 0.18% | ||
| 11 | DEUTSCHE BANK AG\ | 1,633,000 | 1,624,000 | 0.27% | Put | PRN |
| 12 | AMUNDI ASSET MANAGEMENT US, INC. | 3,000,000 | 2,985,000 | 0.51% | PRN | |
| 13 | JUPITER ASSET MANAGEMENT LTD | 4,000,000 | 4,005,000 | 0.68% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 5,000,000 | 4,975,000 | 0.84% | PRN | |
| 15 | D. E. Shaw & Co., Inc. | 5,790,000 | 5,788,000 | 0.98% | PRN | |
| 16 | BESSEMER GROUP INC | 7,000,000 | 6,962,000 | 1.18% | PRN | |
| 17 | GLG Partners LP | 7,500,000 | 7,489,000 | 1.27% | PRN | |
| 18 | JPMORGAN CHASE & CO | 7,813,000 | 7,803,000 | 1.32% | PRN | |
| 19 | MORGAN STANLEY | 9,106,000 | 9,060,000 | 1.53% | PRN | |
| 20 | CREDIT SUISSE AG/ | 11,138,000 | 11,082,000 | 1.88% | PRN | |
| 21 | ROYAL BANK OF CANADA | 11,841,000 | 11,782,000 | 1.99% | PRN | |
| 22 | Calamos Advisors LLC | 15,000,000 | 14,983,000 | 2.54% | PRN | |
| 23 | STEELHEAD PARTNERS LLC | 15,100,000 | 15,100,000 | 2.56% | PRN | |
| 24 | ADVENT CAPITAL MANAGEMENT /DE/ | 29,577,000 | 29,559,000 | 5.00% | PRN | |
| 25 | FRANKLIN RESOURCES INC | 39,900,000 | 39,900,000 | 6.75% | PRN | |
| 26 | LOOMIS SAYLES & CO L P | 5,787,565 | 42,770,000 | 7.24% | ||
| 27 | Invesco Ltd. | 48,695,000 | 48,452,000 | 8.20% | PRN | |
| 28 | Allianz Asset Management GmbH | 51,825,000 | 51,760,000 | 8.76% | PRN | |
| 29 | SOROS FUND MANAGEMENT LLC | 269,259,000 | 269,259,000 | 45.57% | 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.
