| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT SUISSE AG/ | 40,000 | 56,000 | 0.04% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 750,000 | 1,054,000 | 0.75% | PRN | |
| 3 | CSS LLC/IL | 1,000,000 | 1,408,000 | 1.01% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 1,991,000 | 2,791,000 | 2.00% | PRN | |
| 5 | AVIVA PLC | 2,000,000 | 2,824,000 | 2.02% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 2,700,000 | 3,780,000 | 2.71% | PRN | |
| 7 | Jefferies Group LLC | 4,165,000 | 5,851,000 | 4.19% | PRN | |
| 8 | Castle Creek Arbitrage, LLC | 5,512,000 | 7,743,000 | 5.54% | PRN | |
| 9 | WOLVERINE ASSET MANAGEMENT LLC | 10,010,000 | 14,034,000 | 10.05% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 13,000,000 | 18,354,000 | 13.14% | PRN | |
| 11 | CITADEL ADVISORS LLC | 13,990,000 | 19,718,000 | 14.12% | PRN | |
| 12 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 14,093,000 | 19,819,000 | 14.19% | PRN | |
| 13 | ORBIMED ADVISORS LLC | 30,000,000 | 42,261,000 | 30.25% | 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.
