| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FRANKLIN RESOURCES INC | 92,207,000 | 76,474,000 | 8.20% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 88,845,000 | 73,821,000 | 7.92% | PRN | |
| 3 | BLACKROCK ADVISORS LLC | 83,254,000 | 68,945,000 | 7.39% | PRN | |
| 4 | CITADEL ADVISORS LLC | 82,000,000 | 67,868,000 | 7.28% | PRN | |
| 5 | Graham Capital Management, L.P. | 60,000,000 | 49,706,000 | 5.33% | ||
| 6 | AMUNDI ASSET MANAGEMENT US, INC. | 56,425,000 | 46,727,000 | 5.01% | PRN | |
| 7 | PAULSON & CO. INC. | 50,000,000 | 41,406,000 | 4.44% | ||
| 8 | WELLINGTON MANAGEMENT GROUP LLP | 38,513,000 | 31,894,000 | 3.42% | PRN | |
| 9 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 38,500,000 | 31,769,000 | 3.41% | PRN | |
| 10 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 38,250,000 | 31,697,000 | 3.40% | PRN | |
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 35,355,000 | 29,316,000 | 3.14% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 32,690,000 | 27,124,000 | 2.91% | PRN | |
| 13 | GLG Partners LP | 28,105,000 | 23,345,000 | 2.50% | PRN | |
| 14 | Invesco Ltd. | 27,948,000 | 23,144,000 | 2.48% | ||
| 15 | BlackRock Group LTD | 27,103,000 | 22,445,000 | 2.41% | PRN | |
| 16 | MORGAN STANLEY | 26,177,000 | 21,662,000 | 2.32% | PRN | |
| 17 | FMR LLC | 25,920,000 | 21,465,000 | 2.30% | PRN | |
| 18 | LORD, ABBETT & CO. LLC | 24,404,000 | 20,240,000 | 2.17% | PRN | |
| 19 | ARISTEIA CAPITAL, L.L.C. | 23,300,000 | 19,288,000 | 2.07% | PRN | |
| 20 | HBK INVESTMENTS L P | 20,000,000 | 16,512,000 | 1.77% | PRN | |
| 21 | ASCEND CAPITAL, LLC | 19,395,000 | 16,094,000 | 1.73% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 17,750,000 | 14,716,000 | 1.58% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 13,744,000 | 11,382,000 | 1.22% | PRN | |
| 24 | CSS LLC/IL | 12,900,000 | 10,699,000 | 1.15% | PRN | |
| 25 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,500,000 | 10,366,000 | 1.11% | ||
| 26 | PUTNAM INVESTMENTS LLC | 12,110,000 | 10,028,000 | 1.08% | ||
| 27 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 12,000,000 | 9,938,000 | 1.07% | PRN | |
| 28 | JPMORGAN CHASE & CO | 10,852,000 | 8,986,000 | 0.96% | PRN | |
| 29 | Nicholas Investment Partners, LP | 10,730,000 | 8,886,000 | 0.95% | PRN | |
| 30 | Pomelo Capital LLC | 10,000,000 | 8,294,000 | 0.89% | ||
| 31 | DEUTSCHE BANK AG\ | 8,192,000 | 6,783,000 | 0.73% | PRN | |
| 32 | AVIVA PLC | 7,800,000 | 6,473,000 | 0.69% | PRN | |
| 33 | BlackRock Investment Management, LLC | 7,330,000 | 6,070,000 | 0.65% | PRN | |
| 34 | SSI INVESTMENT MANAGEMENT LLC | 7,000,000 | 5,797,000 | 0.62% | PRN | |
| 35 | Clearbridge Investments, LLC | 6,100,000 | 5,062,000 | 0.54% | PRN | |
| 36 | Jefferies Group LLC | 5,856,000 | 4,849,000 | 0.52% | PRN | |
| 37 | CITIGROUP INC | 5,048,000 | 4,181,000 | 0.45% | PRN | |
| 38 | BBT Capital Management, LLC | 5,000,000 | 4,143,000 | 0.44% | PRN | |
| 39 | Polar Capital LLP | 4,500,000 | 3,731,000 | 0.40% | PRN | |
| 40 | BTG Pactual Global Asset Management Ltd | 4,000 | 3,560,000 | 0.38% | PRN | |
| 41 | UBS AG | 4,000,000 | 3,313,000 | 0.36% | PRN | |
| 42 | LOOMIS SAYLES & CO L P | 184,952 | 2,515,000 | 0.27% | ||
| 43 | CREDIT SUISSE AG/ | 3,000,000 | 2,484,000 | 0.27% | PRN | |
| 44 | Sage Capital Management, LLC | 2,940,000 | 2,427,000 | 0.26% | PRN | |
| 45 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,700,000 | 2,296,000 | 0.25% | PRN | |
| 46 | Bank of New York Mellon Corp | 2,400,000 | 1,992,000 | 0.21% | ||
| 47 | Cheyne Capital Management (UK) LLP | 2,000,000 | 1,659,000 | 0.18% | PRN | |
| 48 | BlackRock Institutional Trust Company, N.A. | 1,977,000 | 1,637,000 | 0.18% | PRN | |
| 49 | GRACE BROTHERS MANAGEMENT LLC | 1,750,000 | 1,571,000 | 0.17% | PRN | |
| 50 | Allianz Asset Management GmbH | 1,800,000 | 1,493,000 | 0.16% | 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.
