| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BlackRock Fund Advisors | 75,000 | 70,000 | 0.03% | PRN | |
| 2 | Jefferies Group LLC | 82,000 | 77,000 | 0.03% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 223,000 | 215,000 | 0.09% | PRN | |
| 4 | Man Investments (CH) AG | 500,000 | 474,000 | 0.21% | PRN | |
| 5 | BARCLAYS PLC | 578,000 | 538,000 | 0.23% | PRN | |
| 6 | BANK OF AMERICA CORP /DE/ | 1,342,000 | 1,256,000 | 0.55% | PRN | |
| 7 | CITIGROUP INC | 1,536,000 | 1,437,000 | 0.63% | PRN | |
| 8 | Proxima Capital Management, LLC | 1,600,000 | 1,513,000 | 0.66% | PRN | |
| 9 | CIBC WORLD MARKET INC. | 20,000 | 1,880,000 | 0.82% | ||
| 10 | CSS LLC/IL | 2,000,000 | 1,900,000 | 0.83% | PRN | |
| 11 | Allianz Asset Management GmbH | 2,260,000 | 2,124,000 | 0.93% | PRN | |
| 12 | Ferox Capital Management LP | 3,500,000 | 3,285,000 | 1.43% | PRN | |
| 13 | CREDIT AGRICOLE S A | 3,555,000 | 3,326,000 | 1.45% | PRN | |
| 14 | Park West Asset Management LLC | 4,900,000 | 4,585,000 | 2.00% | ||
| 15 | DEUTSCHE BANK AG\ | 5,701,000 | 5,333,000 | 2.33% | PRN | |
| 16 | AMERIPRISE FINANCIAL INC | 6,220,000 | 5,833,000 | 2.55% | PRN | |
| 17 | LAZARD ASSET MANAGEMENT LLC | 11,215,000 | 10,493,000 | 4.58% | PRN | |
| 18 | AMUNDI ASSET MANAGEMENT US, INC. | 13,500,000 | 12,631,000 | 5.51% | PRN | |
| 19 | Kamunting Street Capital Management, L.P. | 13,872,000 | 13,092,000 | 5.72% | PRN | |
| 20 | Castle Creek Arbitrage, LLC | 19,110,000 | 18,046,000 | 7.88% | PRN | |
| 21 | ADVENT CAPITAL MANAGEMENT /DE/ | 29,131,000 | 27,644,000 | 12.07% | PRN | |
| 22 | WOLVERINE ASSET MANAGEMENT LLC | 32,891,000 | 31,295,000 | 13.66% | PRN | |
| 23 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 39,000,000 | 36,489,000 | 15.93% | PRN | |
| 24 | BAUPOST GROUP LLC/MA | 48,230,000 | 45,517,000 | 19.87% | 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.
