| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SOROS FUND MANAGEMENT LLC | 125,865,000 | 130,821,000 | 24.05% | PRN | |
| 2 | Invesco Ltd. | 53,982,000 | 55,838,000 | 10.27% | ||
| 3 | FRANKLIN RESOURCES INC | 42,900,000 | 44,589,000 | 8.20% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 42,027,000 | 43,533,000 | 8.00% | PRN | |
| 5 | Lombard Odier Asset Management (Europe) Ltd | 39,900,000 | 41,644,000 | 7.66% | PRN | |
| 6 | Southpaw Asset Management LP | 35,935,000 | 37,148,000 | 6.83% | PRN | |
| 7 | LOOMIS SAYLES & CO L P | 2,378,915 | 31,211,000 | 5.74% | ||
| 8 | ROYAL BANK OF CANADA | 18,221,000 | 18,889,000 | 3.47% | PRN | |
| 9 | AVIVA PLC | 17,000,000 | 17,573,000 | 3.23% | PRN | |
| 10 | Calamos Advisors LLC | 15,000,000 | 15,506,000 | 2.85% | PRN | |
| 11 | MORGAN STANLEY | 14,241,000 | 14,721,000 | 2.71% | PRN | |
| 12 | JPMORGAN CHASE & CO | 12,548,000 | 12,980,000 | 2.39% | PRN | |
| 13 | BNP Paribas Asset Management Holding S.A. | 12,500,000 | 12,939,000 | 2.38% | PRN | |
| 14 | FMR LLC | 10,000,000 | 10,344,000 | 1.90% | PRN | |
| 15 | GLG Partners LP | 7,875,000 | 8,149,000 | 1.50% | PRN | |
| 16 | BESSEMER GROUP INC | 7,000,000 | 7,227,000 | 1.33% | PRN | |
| 17 | FLOSSBACH VON STORCH SE | 6,000,000 | 6,207,000 | 1.14% | PRN | |
| 18 | BARCLAYS PLC | 5,410,000 | 5,573,000 | 1.02% | PRN | |
| 19 | CREDIT SUISSE AG/ | 5,280,000 | 5,462,000 | 1.00% | PRN | |
| 20 | Jabre Capital Partners S.A. | 4,800,000 | 4,963,000 | 0.91% | PRN | |
| 21 | AMUNDI ASSET MANAGEMENT US, INC. | 3,000,000 | 3,103,000 | 0.57% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 2,926,000 | 3,026,000 | 0.56% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 2,003,000 | 2,072,000 | 0.38% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 1,633,000 | 1,689,000 | 0.31% | Put | PRN |
| 25 | LINDEN ADVISORS LP | 1,500,000 | 1,554,000 | 0.29% | PRN | |
| 26 | CAMDEN ASSET MANAGEMENT L P /CA | 1,400,000 | 1,448,000 | 0.27% | PRN | |
| 27 | Bank of New York Mellon Corp | 1,250,000 | 1,296,000 | 0.24% | ||
| 28 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 1,039,000 | 0.19% | ||
| 29 | RUSSELL FRANK CO/ | 800,000 | 832,000 | 0.15% | ||
| 30 | Allianz Asset Management GmbH | 600,000 | 624,000 | 0.11% | PRN | |
| 31 | GOLDMAN SACHS GROUP INC | 472,000 | 488,000 | 0.09% | PRN | |
| 32 | SUNTRUST BANKS INC | 404,000 | 417,000 | 0.08% | ||
| 33 | MACKAY SHIELDS LLC | 346,000 | 360,000 | 0.07% | PRN | |
| 34 | Jefferies Group LLC | 234,000 | 242,000 | 0.04% | PRN | |
| 35 | Neuberger Berman Group LLC | 206,000 | 213,000 | 0.04% | PRN | |
| 36 | CREDIT AGRICOLE S A | 85,000 | 88,000 | 0.02% | PRN | |
| 37 | Investors Capital Advisory Services | 31,000 | 31,000 | 0.01% | ||
| 38 | Wellesley Asset Management | 4,199 | 4,367 | 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.
