| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SOROS FUND MANAGEMENT LLC | 248,259,000 | 257,879,000 | 39.29% | PRN | |
| 2 | LOOMIS SAYLES & CO L P | 5,730,848 | 66,849,000 | 10.18% | ||
| 3 | Allianz Asset Management GmbH | 51,825,000 | 53,925,000 | 8.22% | PRN | |
| 4 | Invesco Ltd. | 48,695,000 | 50,338,000 | 7.67% | PRN | |
| 5 | FRANKLIN RESOURCES INC | 39,900,000 | 41,446,000 | 6.31% | PRN | |
| 6 | JPMORGAN CHASE & CO | 31,208,000 | 32,355,000 | 4.93% | PRN | |
| 7 | ADVENT CAPITAL MANAGEMENT /DE/ | 30,807,000 | 31,835,000 | 4.85% | PRN | |
| 8 | STATE STREET CORP | 16,350,000 | 16,900,000 | 2.57% | ||
| 9 | Calamos Advisors LLC | 15,000,000 | 15,508,000 | 2.36% | PRN | |
| 10 | ROYAL BANK OF CANADA | 11,951,000 | 12,390,000 | 1.89% | PRN | |
| 11 | LINDEN ADVISORS LP | 10,000,000 | 10,322,000 | 1.57% | PRN | |
| 12 | RWC Asset Management LLP | 8,800,000 | 9,123,000 | 1.39% | PRN | |
| 13 | MORGAN STANLEY | 7,978,000 | 8,217,000 | 1.25% | PRN | |
| 14 | CREDIT SUISSE AG/ | 7,938,000 | 8,206,000 | 1.25% | PRN | |
| 15 | GLG Partners LP | 7,500,000 | 7,754,000 | 1.18% | PRN | |
| 16 | BESSEMER GROUP INC | 7,000,000 | 7,253,000 | 1.10% | PRN | |
| 17 | D. E. Shaw & Co., Inc. | 5,790,000 | 5,981,000 | 0.91% | PRN | |
| 18 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 5,193,000 | 0.79% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 4,478,000 | 4,628,000 | 0.71% | PRN | |
| 20 | AMUNDI ASSET MANAGEMENT US, INC. | 3,000,000 | 3,101,000 | 0.47% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 1,464,000 | 1,513,000 | 0.23% | Put | PRN |
| 22 | RUSSELL INVESTMENTS GROUP, LTD. | 950,000 | 985,000 | 0.15% | ||
| 23 | IRON Financial LLC | 935,000 | 970,000 | 0.15% | ||
| 24 | Compagnie Lombard Odier SCmA | 830,000 | 860,000 | 0.13% | PRN | |
| 25 | Lombard Odier Asset Management (Europe) Ltd | 830,000 | 858,000 | 0.13% | PRN | |
| 26 | Bank of New York Mellon Corp | 750,000 | 778,000 | 0.12% | ||
| 27 | Natixis Investment Managers International | 489 | 507,000 | 0.08% | ||
| 28 | Lombard Odier Asset Management (Switzerland) SA | 300,000 | 310,000 | 0.05% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 292,000 | 301,000 | 0.05% | PRN | |
| 30 | BlackRock Fund Advisors | 87,000 | 90,000 | 0.01% | PRN | |
| 31 | GOLDMAN SACHS GROUP INC | 26,000 | 27,000 | 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.
