| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Southpaw Asset Management LP | 45,000,000 | 48,150,000 | 21.59% | PRN | |
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,036,000 | 34,399,000 | 15.43% | PRN | |
| 3 | Fore Research & Management, LP | 31,572,000 | 33,959,000 | 15.23% | PRN | |
| 4 | FMR LLC | 28,085,000 | 30,104,000 | 13.50% | PRN | |
| 5 | AVIVA PLC | 21,000,000 | 22,418,000 | 10.05% | PRN | |
| 6 | Gruss Capital Management LP | 12,000,000 | 12,803,000 | 5.74% | PRN | |
| 7 | NOMURA HOLDINGS INC | 75,000 | 8,081,000 | 3.62% | Put | |
| 8 | IMPAX ASSET MANAGEMENT LLC | 7,000,000 | 7,529,000 | 3.38% | PRN | |
| 9 | F&C Asset Management plc | 6,994,000 | 7,476,000 | 3.35% | PRN | |
| 10 | Ferox Capital Management LP | 4,000,000 | 4,282,000 | 1.92% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 3,000,000 | 3,213,000 | 1.44% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 2,500,000 | 2,689,000 | 1.21% | ||
| 13 | Invesco Ltd. | 2,250,000 | 2,412,000 | 1.08% | ||
| 14 | CREDIT SUISSE AG/ | 1,391,000 | 1,491,000 | 0.67% | PRN | |
| 15 | Canal Insurance CO | 1,000,000 | 1,072,000 | 0.48% | PRN | |
| 16 | LAFFER TENGLER INVESTMENTS, INC. | 847 | 912,251 | 0.41% | ||
| 17 | MANAGED ACCOUNT ADVISORS LLC | 841,000 | 901,000 | 0.40% | PRN | |
| 18 | ONTARIO TEACHERS PENSION PLAN BOARD | 500,000 | 538,000 | 0.24% | PRN | |
| 19 | SUNTRUST BANKS INC | 174,000 | 186,000 | 0.08% | ||
| 20 | MACKAY SHIELDS LLC | 136,000 | 146,000 | 0.07% | PRN | |
| 21 | Ionic Capital Management LLC | 100,000 | 107,000 | 0.05% | PRN | |
| 22 | IRON Financial LLC | 60,000 | 65,000 | 0.03% | ||
| 23 | MORGAN STANLEY | 50,000 | 53,000 | 0.02% | PRN | |
| 24 | UBS AG | 8,000 | 9,000 | 0.00% | PRN | |
| 25 | GLENMEDE TRUST CO NA | 5,000 | 5,000 | 0.00% | ||
| 26 | ROYAL BANK OF CANADA | 4,000 | 4,000 | 0.00% | PRN | |
| 27 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% | ||
| 28 | BANK OF AMERICA CORP /DE/ | 1,000 | 1,000 | 0.00% | 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.
