| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 72,000 | 48,000 | 0.03% | PRN | |
| 2 | BlackRock Fund Advisors | 75,000 | 49,000 | 0.03% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 220,000 | 146,000 | 0.08% | PRN | |
| 4 | Man Investments (CH) AG | 500,000 | 331,000 | 0.18% | PRN | |
| 5 | CITIGROUP INC | 1,500,000 | 983,000 | 0.54% | PRN | |
| 6 | SCOPIA CAPITAL MANAGEMENT LP | 1,500,000 | 990,000 | 0.55% | PRN | |
| 7 | CSS LLC/IL | 2,000,000 | 1,314,000 | 0.73% | PRN | |
| 8 | CIBC WORLD MARKET INC. | 20,000 | 1,328,000 | 0.73% | ||
| 9 | BARCLAYS PLC | 2,115,000 | 1,375,000 | 0.76% | PRN | |
| 10 | Allianz Asset Management GmbH | 2,260,000 | 1,500,000 | 0.83% | PRN | |
| 11 | CREDIT AGRICOLE S A | 2,700,000 | 1,769,000 | 0.98% | PRN | |
| 12 | Ferox Capital Management LP | 4,000,000 | 2,717,000 | 1.50% | PRN | |
| 13 | Park West Asset Management LLC | 6,500,000 | 4,258,000 | 2.35% | ||
| 14 | GLG LLC | 10,210,000 | 6,764,000 | 3.74% | PRN | |
| 15 | AMUNDI ASSET MANAGEMENT US, INC. | 13,500,000 | 8,842,000 | 4.89% | PRN | |
| 16 | Kamunting Street Capital Management, L.P. | 13,872,000 | 9,176,000 | 5.07% | PRN | |
| 17 | LAZARD ASSET MANAGEMENT LLC | 15,726,000 | 10,379,000 | 5.73% | PRN | |
| 18 | ADVENT CAPITAL MANAGEMENT /DE/ | 17,131,000 | 11,447,000 | 6.32% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 19,110,000 | 12,683,000 | 7.01% | PRN | |
| 20 | WOLVERINE ASSET MANAGEMENT LLC | 32,891,000 | 22,244,000 | 12.29% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 36,923,000 | 24,184,000 | 13.36% | PRN | |
| 22 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 41,043,000 | 26,884,000 | 14.85% | PRN | |
| 23 | BAUPOST GROUP LLC/MA | 48,230,000 | 31,591,000 | 17.45% | 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.
