| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 50,200,000 | 46,433,000 | 15.19% | PRN | |
| 2 | CITADEL ADVISORS LLC | 39,000,000 | 36,149,000 | 11.83% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 35,000,000 | 32,725,000 | 10.71% | PRN | |
| 4 | Assured Investment Management LLC | 25,000,000 | 23,353,000 | 7.64% | PRN | |
| 5 | ARISTEIA CAPITAL, L.L.C. | 18,366,000 | 17,035,000 | 5.57% | PRN | |
| 6 | MORGAN STANLEY | 16,049,000 | 14,885,000 | 4.87% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 13,840,000 | 13,008,000 | 4.26% | PRN | |
| 8 | CREDIT SUISSE AG/ | 13,706,000 | 12,789,000 | 4.18% | PRN | |
| 9 | JPMORGAN CHASE & CO | 13,075,000 | 12,200,000 | 3.99% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,500,000 | 11,572,000 | 3.79% | ||
| 11 | GAM Holding AG | 10,385,000 | 9,695,000 | 3.17% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,304,000 | 9,611,000 | 3.14% | PRN | |
| 13 | Invesco Ltd. | 9,865,000 | 9,205,000 | 3.01% | ||
| 14 | AQR ARBITRAGE LLC | 9,675,000 | 9,046,000 | 2.96% | PRN | |
| 15 | MACQUARIE GROUP LTD | 7,645,000 | 7,148,000 | 2.34% | ||
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 7,136,000 | 6,610,000 | 2.16% | PRN | |
| 17 | CITIGROUP INC | 6,250,000 | 5,781,000 | 1.89% | PRN | |
| 18 | Polar Capital LLP | 5,410,000 | 5,046,000 | 1.65% | PRN | |
| 19 | ANGELO GORDON & CO., L.P. | 5,000,000 | 4,666,000 | 1.53% | PRN | |
| 20 | CREDIT AGRICOLE S A | 3,624,000 | 3,382,000 | 1.11% | PRN | |
| 21 | FMR LLC | 3,000,000 | 2,799,000 | 0.92% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 2,700,000 | 2,519,000 | 0.82% | PRN | |
| 23 | CSS LLC/IL | 2,000,000 | 1,841,000 | 0.60% | PRN | |
| 24 | Jefferies Group LLC | 1,850,000 | 1,726,000 | 0.56% | PRN | |
| 25 | CAMDEN ASSET MANAGEMENT L P /CA | 1,550,000 | 1,446,000 | 0.47% | PRN | |
| 26 | Man Investments (CH) AG | 1,400,000 | 1,300,000 | 0.43% | PRN | |
| 27 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 935,000 | 0.31% | PRN | |
| 28 | GLG Partners LP | 1,000,000 | 929,000 | 0.30% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 825,000 | 769,000 | 0.25% | PRN | |
| 30 | Cutler Capital Management, LLC | 585,000 | 545,000 | 0.18% | PRN | |
| 31 | RWC Asset Management LLP | 250,000 | 233,000 | 0.08% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 230,000 | 212,000 | 0.07% | PRN | |
| 33 | SEI INVESTMENTS CO | 96,000 | 90,000 | 0.03% |
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.
