| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 5,000,000 | 465,950,016 | 86.28% | ||
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 12,500,000 | 11,649,000 | 2.16% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 9,125,000 | 8,503,000 | 1.57% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 8,600,000 | 8,105,000 | 1.50% | PRN | |
| 5 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 8,486,000 | 8,009,000 | 1.48% | PRN | |
| 6 | BlueCrest Capital Management LLP | 5,221,000 | 5,024,000 | 0.93% | PRN | |
| 7 | AMUNDI ASSET MANAGEMENT US, INC. | 5,000,000 | 4,659,000 | 0.86% | PRN | |
| 8 | SSI INVESTMENT MANAGEMENT LLC | 4,500,000 | 4,193,000 | 0.78% | PRN | |
| 9 | OAKTREE CAPITAL MANAGEMENT LP | 3,420,000 | 3,191,000 | 0.59% | PRN | |
| 10 | CREDIT SUISSE AG/ | 3,420,000 | 3,187,000 | 0.59% | PRN | |
| 11 | Polar Capital LLP | 2,820,000 | 2,640,000 | 0.49% | PRN | |
| 12 | Mohican Financial Management, LLC | 2,750,000 | 2,582,000 | 0.48% | ||
| 13 | Sage Capital Management, LLC | 2,750,000 | 2,576,000 | 0.48% | PRN | |
| 14 | Cutler Capital Management, LLC | 2,300,000 | 2,143,000 | 0.40% | PRN | |
| 15 | BARCLAYS PLC | 2,175,000 | 2,023,000 | 0.37% | PRN | |
| 16 | CSS LLC/IL | 1,550,000 | 1,450,000 | 0.27% | PRN | |
| 17 | Schooner Investment Group, LLC. | 1,500,000 | 1,407,000 | 0.26% | PRN | |
| 18 | GRACE BROTHERS MANAGEMENT LLC | 1,250,000 | 1,177,000 | 0.22% | PRN | |
| 19 | CITIGROUP INC | 510,000 | 475,000 | 0.09% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 400,000 | 372,000 | 0.07% | PRN | |
| 21 | RAYMOND JAMES & ASSOCIATES | 300,000 | 280,000 | 0.05% | PRN | |
| 22 | GABELLI & Co INVESTMENT ADVISERS, INC. | 250,000 | 235,000 | 0.04% | PRN | |
| 23 | GABELLI FUNDS LLC | 200,000 | 188,000 | 0.03% | PRN | |
| 24 | PRUDENTIAL PLC | 2,000,000 | 19,000 | 0.00% |
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.
