| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 100,000 | 105,000 | 0.07% | PRN | |
| 2 | JPMORGAN CHASE & CO | 575,000 | 603,000 | 0.39% | PRN | |
| 3 | DEUTSCHE BANK AG\ | 2,000,000 | 2,103,000 | 1.35% | PRN | |
| 4 | Myriad Asset Management Ltd. | 2,000,000 | 2,122,000 | 1.37% | PRN | |
| 5 | Calamos Advisors LLC | 2,390,000 | 2,530,000 | 1.63% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 3,500,000 | 3,686,000 | 2.37% | PRN | |
| 7 | ARROWGRASS CAPITAL PARTNERS (US) LP | 5,000 | 3,954,000 | 2.54% | PRN | |
| 8 | Jefferies Group LLC | 3,850,000 | 4,050,000 | 2.61% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 4,000,000 | 4,233,000 | 2.72% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 5,250,000 | 5,523,000 | 3.55% | PRN | |
| 11 | Verition Fund Management LLC | 7,000,000 | 7,398,000 | 4.76% | PRN | |
| 12 | CITADEL ADVISORS LLC | 8,670,000 | 9,119,000 | 5.87% | PRN | |
| 13 | WOLVERINE ASSET MANAGEMENT LLC | 16,197,000 | 17,104,000 | 11.01% | PRN | |
| 14 | CREDIT SUISSE AG/ | 20,259,000 | 21,310,000 | 13.71% | PRN | |
| 15 | LINDEN ADVISORS LP | 31,985,000 | 33,699,000 | 21.68% | PRN | |
| 16 | OAKTREE CAPITAL MANAGEMENT LP | 35,863,000 | 37,870,000 | 24.37% | 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.
