| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SOROS FUND MANAGEMENT LLC | 126,367,000 | 139,613,000 | 23.95% | ||
| 2 | CITADEL ADVISORS LLC | 38,000,000 | 47,600,000 | 8.16% | PRN | |
| 3 | JPMORGAN CHASE & CO | 32,974,000 | 41,113,000 | 7.05% | PRN | |
| 4 | Calamos Advisors LLC | 27,555,000 | 34,365,000 | 5.89% | PRN | |
| 5 | Lombard Odier Asset Management (Switzerland) SA | 24,820,000 | 31,358,000 | 5.38% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 24,750,000 | 30,860,000 | 5.29% | PRN | |
| 7 | OAKTREE CAPITAL MANAGEMENT LP | 23,184,000 | 29,161,000 | 5.00% | PRN | |
| 8 | PRUDENTIAL PLC | 19,922,000 | 24,840,000 | 4.26% | ||
| 9 | AVIVA PLC | 17,500,000 | 21,826,000 | 3.74% | PRN | |
| 10 | AMERIPRISE FINANCIAL INC | 10,464,000 | 13,047,000 | 2.24% | PRN | |
| 11 | Invesco Ltd. | 10,250,000 | 12,780,000 | 2.19% | ||
| 12 | HBK INVESTMENTS L P | 10,000,000 | 12,530,000 | 2.15% | PRN | |
| 13 | THRIVENT FINANCIAL FOR LUTHERANS | 10,000,000 | 12,494,000 | 2.14% | ||
| 14 | ROYAL BANK OF CANADA | 10,003,000 | 12,472,000 | 2.14% | PRN | |
| 15 | GAM Holding AG | 10,390,000 | 12,461,000 | 2.14% | PRN | |
| 16 | RWC Asset Management LLP | 9,500,000 | 12,029,000 | 2.06% | PRN | |
| 17 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,539,000 | 10,706,000 | 1.84% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 8,358,000 | 10,458,000 | 1.79% | PRN | |
| 19 | AMUNDI ASSET MANAGEMENT US, INC. | 7,003,000 | 8,732,000 | 1.50% | PRN | |
| 20 | Man Investments (CH) AG | 6,500,000 | 8,141,000 | 1.40% | PRN | |
| 21 | PROSPECTOR PARTNERS LLC | 5,450,000 | 6,795,000 | 1.17% | PRN | |
| 22 | GLG Partners LP | 5,000,000 | 6,270,000 | 1.08% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 4,670,000 | 5,852,000 | 1.00% | PRN | |
| 24 | SSI INVESTMENT MANAGEMENT LLC | 4,486,000 | 5,590,000 | 0.96% | ||
| 25 | BNP PARIBAS FINANCIAL MARKETS | 4,141,000 | 5,163,330 | 0.89% | PRN | |
| 26 | AXA S.A. | 3,500,000 | 4,364,000 | 0.75% | PRN | |
| 27 | Daiwa Securities Group Inc. | 2,500,000 | 3,128,000 | 0.54% | PRN | |
| 28 | CREDIT SUISSE AG/ | 2,465,000 | 3,074,000 | 0.53% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 2,061,000 | 2,570,000 | 0.44% | PRN | |
| 30 | GOLDMAN SACHS GROUP INC | 1,616,000 | 2,015,000 | 0.35% | PRN | |
| 31 | BARCLAYS PLC | 1,497,000 | 1,856,000 | 0.32% | PRN | |
| 32 | Calamos Wealth Management LLC | 1,468 | 1,831,000 | 0.31% | PRN | |
| 33 | BlackRock Finance, Inc. | 1,330,000 | 1,658,000 | 0.28% | PRN | |
| 34 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 1,249,000 | 0.21% | ||
| 35 | Compagnie Lombard Odier SCmA | 900,000 | 1,132,000 | 0.19% | PRN | |
| 36 | Allianz Asset Management GmbH | 900,000 | 1,124,000 | 0.19% | PRN | |
| 37 | NOMURA HOLDINGS INC | 768,000 | 958,000 | 0.16% | PRN | |
| 38 | RUSSELL FRANK CO/ | 540,000 | 679,000 | 0.12% | ||
| 39 | CITIGROUP INC | 342,000 | 426,000 | 0.07% | PRN | |
| 40 | SYMPHONY ASSET MANAGEMENT LLC | 339,000 | 423,000 | 0.07% | PRN | |
| 41 | BlackRock Group LTD | 155,000 | 193,000 | 0.03% | PRN | |
| 42 | SALZHAUER MICHAEL | 11,000 | 76,000 | 0.01% | Call | |
| 43 | BANK OF AMERICA CORP /DE/ | 3,000 | 4,000 | 0.00% | PRN | |
| 44 | NEW ENGLAND SECURITIES CORP /MA/ | 2,000 | 2,000 | 0.00% | ||
| 45 | WELLS FARGO & COMPANY/MN | 2,000 | 2,000 | 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.
