| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 51,200,000 | 46,761,000 | 15.16% | PRN | |
| 2 | CITADEL ADVISORS LLC | 41,500,000 | 37,969,000 | 12.31% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 35,000,000 | 32,003,000 | 10.37% | PRN | |
| 4 | Assured Investment Management LLC | 22,500,000 | 20,887,000 | 6.77% | PRN | |
| 5 | MORGAN STANLEY | 16,049,000 | 14,605,000 | 4.73% | PRN | |
| 6 | ARISTEIA CAPITAL, L.L.C. | 14,866,000 | 13,611,000 | 4.41% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 13,840,000 | 12,751,000 | 4.13% | PRN | |
| 8 | CREDIT SUISSE AG/ | 13,259,000 | 12,099,000 | 3.92% | PRN | |
| 9 | JPMORGAN CHASE & CO | 12,262,000 | 11,184,000 | 3.63% | PRN | |
| 10 | NORTHERN TRUST CORP | 112,000 | 10,220,000 | 3.31% | ||
| 11 | MACQUARIE GROUP LTD | 10,995,000 | 10,054,000 | 3.26% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,304,000 | 9,400,000 | 3.05% | PRN | |
| 13 | ANGELO GORDON & CO., L.P. | 10,000,000 | 9,125,000 | 2.96% | PRN | |
| 14 | Invesco Ltd. | 9,865,000 | 9,002,000 | 2.92% | PRN | |
| 15 | AQR ARBITRAGE LLC | 9,675,000 | 8,847,000 | 2.87% | PRN | |
| 16 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,000,000 | 8,206,000 | 2.66% | ||
| 17 | Jefferies Group LLC | 7,678,000 | 7,006,000 | 2.27% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 7,136,000 | 6,515,000 | 2.11% | PRN | |
| 19 | Polar Capital LLP | 6,680,000 | 6,121,000 | 1.98% | ||
| 20 | CITIGROUP INC | 4,738,000 | 4,327,000 | 1.40% | PRN | |
| 21 | CREDIT AGRICOLE S A | 3,726,000 | 3,400,000 | 1.10% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 3,500,000 | 3,182,000 | 1.03% | PRN | |
| 23 | FMR LLC | 3,000,000 | 2,738,000 | 0.89% | PRN | |
| 24 | LINDEN ADVISORS LP | 2,206,000 | 2,018,000 | 0.65% | PRN | |
| 25 | CAMDEN ASSET MANAGEMENT L P /CA | 1,550,000 | 1,414,000 | 0.46% | PRN | |
| 26 | Man Investments (CH) AG | 1,500,000 | 1,380,000 | 0.45% | PRN | |
| 27 | GLG Partners LP | 1,000,000 | 920,000 | 0.30% | PRN | |
| 28 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 914,000 | 0.30% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 825,000 | 752,000 | 0.24% | PRN | |
| 30 | Cutler Capital Management, LLC | 585,000 | 534,000 | 0.17% | PRN | |
| 31 | RWC Asset Management LLP | 250,000 | 228,000 | 0.07% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 230,000 | 210,000 | 0.07% | PRN | |
| 33 | SEI INVESTMENTS CO | 143,000 | 130,000 | 0.04% | ||
| 34 | Pinnacle Summer Investments, Inc. | 1,287,000 | 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.
