| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 58,460,000 | 60,904,000 | 10.87% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 40,354,000 | 42,245,000 | 7.54% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 36,850,000 | 38,486,000 | 6.87% | PRN | |
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 32,500,000 | 33,904,000 | 6.05% | ||
| 5 | JPMORGAN CHASE & CO | 32,300,000 | 33,735,000 | 6.02% | PRN | |
| 6 | DRIEHAUS CAPITAL MANAGEMENT LLC | 27,500,000 | 28,652,000 | 5.11% | PRN | |
| 7 | ROYAL BANK OF CANADA | 26,531,000 | 27,642,000 | 4.93% | PRN | |
| 8 | FRANKLIN RESOURCES INC | 25,510,000 | 26,631,000 | 4.75% | PRN | |
| 9 | Apollo Management Holdings, L.P. | 18,250,000 | 19,030,000 | 3.40% | PRN | |
| 10 | AVIVA PLC | 17,500,000 | 18,249,000 | 3.26% | PRN | |
| 11 | CITIGROUP INC | 15,959,800 | 16,628,000 | 2.97% | PRN | |
| 12 | Calamos Advisors LLC | 15,000,000 | 15,648,000 | 2.79% | PRN | |
| 13 | BNP Paribas Asset Management Holding S.A. | 14,500,000 | 14,996,000 | 2.68% | PRN | |
| 14 | STATE STREET CORP | 14,138,000 | 14,771,000 | 2.64% | ||
| 15 | Allianz Asset Management GmbH | 14,000,000 | 14,599,000 | 2.60% | PRN | |
| 16 | WELLINGTON MANAGEMENT GROUP LLP | 13,993,000 | 14,578,000 | 2.60% | PRN | |
| 17 | ZAZOVE ASSOCIATES LLC | 13,920,000 | 14,555,000 | 2.60% | PRN | |
| 18 | RWC Asset Management LLP | 13,500,000 | 14,100,000 | 2.52% | PRN | |
| 19 | Pomelo Capital LLC | 10,000,000 | 10,469,000 | 1.87% | PRN | |
| 20 | MORGAN STANLEY | 9,264,000 | 9,644,000 | 1.72% | PRN | |
| 21 | GLG Partners LP | 8,640,000 | 9,011,000 | 1.61% | PRN | |
| 22 | Jefferies Group LLC | 8,231,000 | 8,598,000 | 1.53% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 7,879,000 | 8,209,000 | 1.46% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 7,490,200 | 7,803,000 | 1.39% | PRN | |
| 25 | AQR ARBITRAGE LLC | 7,075,000 | 7,407,000 | 1.32% | PRN | |
| 26 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 6,560,000 | 6,853,000 | 1.22% | PRN | |
| 27 | EDMOND DE ROTHSCHILD HOLDING S.A. | 6,560,000 | 6,853,000 | 1.22% | PRN | |
| 28 | BASSO CAPITAL MANAGEMENT, L.P. | 5,595,000 | 5,824,000 | 1.04% | PRN | |
| 29 | PUTNAM INVESTMENTS LLC | 5,163,000 | 5,379,000 | 0.96% | ||
| 30 | SSI INVESTMENT MANAGEMENT LLC | 5,125,000 | 5,340,000 | 0.95% | PRN | |
| 31 | Clearbridge Investments, LLC | 4,500,000 | 4,700,000 | 0.84% | PRN | |
| 32 | CREDIT SUISSE AG/ | 4,500,000 | 4,688,000 | 0.84% | PRN | |
| 33 | GAM Holding AG | 2,500,000 | 2,615,000 | 0.47% | PRN | |
| 34 | RUSSELL FRANK CO/ | 2,286,000 | 2,393,000 | 0.43% | ||
| 35 | BANK OF AMERICA CORP /DE/ | 2,048,000 | 2,134,000 | 0.38% | PRN | |
| 36 | Zurcher Kantonalbank (Zurich Cantonalbank) | 1,500,000 | 1,563,000 | 0.28% | PRN | |
| 37 | IRON Financial LLC | 750,000 | 786,000 | 0.14% | ||
| 38 | Compagnie Lombard Odier SCmA | 350,000 | 366,000 | 0.07% | PRN | |
| 39 | BNP PARIBAS FINANCIAL MARKETS | 300,000 | 312,564 | 0.06% | PRN | |
| 40 | AGF INVESTMENTS INC. | 200,000 | 208,000 | 0.04% | 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.
