| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SOROS FUND MANAGEMENT LLC | 118,415,000 | 116,861,000 | 21.10% | PRN | |
| 2 | Invesco Ltd. | 55,619,000 | 54,611,000 | 9.86% | ||
| 3 | Allianz Asset Management GmbH | 53,000,000 | 51,668,000 | 9.33% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 49,178,000 | 48,124,000 | 8.69% | PRN | |
| 5 | FRANKLIN RESOURCES INC | 42,900,000 | 42,337,000 | 7.65% | PRN | |
| 6 | Southpaw Asset Management LP | 35,935,000 | 34,992,000 | 6.32% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 30,950,000 | 30,134,000 | 5.44% | PRN | |
| 8 | LOOMIS SAYLES & CO L P | 2,378,915 | 27,548,000 | 4.97% | ||
| 9 | ROYAL BANK OF CANADA | 16,441,000 | 16,028,000 | 2.89% | PRN | |
| 10 | Calamos Advisors LLC | 15,000,000 | 14,663,000 | 2.65% | PRN | |
| 11 | MORGAN STANLEY | 14,256,000 | 13,917,000 | 2.51% | PRN | |
| 12 | AVIVA PLC | 12,500,000 | 12,219,000 | 2.21% | PRN | |
| 13 | FMR LLC | 10,000,000 | 9,819,000 | 1.77% | PRN | |
| 14 | JPMORGAN CHASE & CO | 9,686,000 | 9,510,000 | 1.72% | PRN | |
| 15 | GLG Partners LP | 7,875,000 | 7,694,000 | 1.39% | PRN | |
| 16 | BESSEMER GROUP INC | 7,000,000 | 7,043,000 | 1.27% | PRN | |
| 17 | LINDEN ADVISORS LP | 6,500,000 | 6,360,000 | 1.15% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 6,293,000 | 6,179,000 | 1.12% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 6,088,000 | 6,036,000 | 1.09% | PRN | |
| 20 | FLOSSBACH VON STORCH SE | 6,000,000 | 5,879,000 | 1.06% | PRN | |
| 21 | BARCLAYS PLC | 5,086,000 | 4,985,000 | 0.90% | PRN | |
| 22 | CREDIT SUISSE AG/ | 4,950,000 | 4,861,000 | 0.88% | PRN | |
| 23 | Jabre Capital Partners S.A. | 3,500,000 | 3,454,000 | 0.62% | PRN | |
| 24 | AMUNDI ASSET MANAGEMENT US, INC. | 3,000,000 | 2,946,000 | 0.53% | PRN | |
| 25 | DEUTSCHE BANK AG\ | 2,742,000 | 2,691,000 | 0.49% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 2,335,000 | 2,293,000 | 0.41% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 2,277,000 | 2,235,000 | 0.40% | Put | PRN |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 2,032,000 | 1,985,000 | 0.36% | PRN | |
| 29 | CREDIT AGRICOLE S A | 1,926,000 | 1,891,000 | 0.34% | PRN | |
| 30 | CAMDEN ASSET MANAGEMENT L P /CA | 1,400,000 | 1,375,000 | 0.25% | PRN | |
| 31 | Bank of New York Mellon Corp | 1,250,000 | 1,219,000 | 0.22% | ||
| 32 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 987,000 | 0.18% | ||
| 33 | RUSSELL FRANK CO/ | 800,000 | 790,000 | 0.14% | ||
| 34 | SUNTRUST BANKS INC | 267,000 | 261,000 | 0.05% | ||
| 35 | BlackRock Fund Advisors | 100,000 | 98,000 | 0.02% | PRN | |
| 36 | CITIGROUP INC | 56,000 | 55,000 | 0.01% | 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.
