| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 58,061,000 | 60,393,000 | 17.67% | PRN | |
| 2 | Lombard Odier Asset Management (Europe) Ltd | 35,100,000 | 36,113,000 | 10.57% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 27,250,000 | 28,273,000 | 8.27% | PRN | |
| 4 | MACKAY SHIELDS LLC | 24,457,000 | 25,390,000 | 7.43% | PRN | |
| 5 | Calamos Advisors LLC | 16,998,000 | 17,609,000 | 5.15% | PRN | |
| 6 | ROYAL BANK OF CANADA | 14,424,000 | 14,920,000 | 4.37% | PRN | |
| 7 | BLACKROCK ADVISORS LLC | 13,395,000 | 13,856,000 | 4.05% | PRN | |
| 8 | JPMORGAN CHASE & CO | 13,144,000 | 13,596,000 | 3.98% | PRN | |
| 9 | CREDIT SUISSE AG/ | 12,825,000 | 13,266,000 | 3.88% | PRN | |
| 10 | BAKER BROS. ADVISORS LP | 12,500,000 | 12,895,000 | 3.77% | PRN | |
| 11 | LOOMIS SAYLES & CO L P | 204,514 | 12,723,000 | 3.72% | ||
| 12 | Invesco Ltd. | 10,250,000 | 10,602,000 | 3.10% | ||
| 13 | Verition Fund Management LLC | 9,982,000 | 10,375,000 | 3.04% | PRN | |
| 14 | FRANKLIN RESOURCES INC | 6,000,000 | 6,236,000 | 1.82% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 5,895,000 | 6,097,000 | 1.78% | PRN | |
| 16 | Ferox Capital Management LP | 5,000,000 | 5,210,000 | 1.52% | PRN | |
| 17 | GLG Partners LP | 4,500,000 | 4,644,000 | 1.36% | PRN | |
| 18 | BlackRock Group LTD | 4,212,000 | 4,357,000 | 1.27% | PRN | |
| 19 | SHENKMAN CAPITAL MANAGEMENT INC | 4,100,000 | 4,244,000 | 1.24% | PRN | |
| 20 | AMUNDI ASSET MANAGEMENT US, INC. | 4,000,000 | 4,138,000 | 1.21% | PRN | |
| 21 | Jabre Capital Partners S.A. | 3,500,000 | 3,628,000 | 1.06% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 3,113,000 | 3,220,000 | 0.94% | PRN | |
| 23 | SG Americas Securities, LLC | 30,000 | 3,103,000 | 0.91% | PRN | |
| 24 | NOMURA HOLDINGS INC | 30,000 | 3,103,000 | 0.91% | Call | |
| 25 | CREDIT AGRICOLE S A | 2,968,000 | 3,070,000 | 0.90% | PRN | |
| 26 | MANAGED ACCOUNT ADVISORS LLC | 2,787,000 | 2,883,000 | 0.84% | PRN | |
| 27 | Bank of New York Mellon Corp | 2,507,000 | 2,606,000 | 0.76% | ||
| 28 | Jefferies Group LLC | 2,355,000 | 2,436,000 | 0.71% | PRN | |
| 29 | LORD, ABBETT & CO. LLC | 2,080,000 | 2,162,000 | 0.63% | PRN | |
| 30 | NOMURA HOLDINGS INC | 2,000,000 | 2,069,000 | 0.61% | PRN | |
| 31 | Compagnie Lombard Odier SCmA | 1,300,000 | 1,345,000 | 0.39% | PRN | |
| 32 | BlackRock Investment Management, LLC | 1,215,000 | 1,257,000 | 0.37% | PRN | |
| 33 | SUNTRUST BANKS INC | 1,103,000 | 1,140,000 | 0.33% | ||
| 34 | Calamos Wealth Management LLC | 700,000 | 725,000 | 0.21% | PRN | |
| 35 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 620,000 | 0.18% | PRN | |
| 36 | CITIGROUP INC | 598,000 | 619,000 | 0.18% | PRN | |
| 37 | ORBIMED ADVISORS LLC | 500,000 | 515,000 | 0.15% | ||
| 38 | SSI INVESTMENT MANAGEMENT LLC | 413,000 | 425,000 | 0.12% | PRN | |
| 39 | Lombard Odier Asset Management (Switzerland) SA | 400,000 | 413,000 | 0.12% | PRN | |
| 40 | BANK OF AMERICA CORP /DE/ | 365,000 | 377,000 | 0.11% | PRN | |
| 41 | REGIONS FINANCIAL CORP | 325,000 | 336,000 | 0.10% | PRN | |
| 42 | BlackRock Institutional Trust Company, N.A. | 247,000 | 255,000 | 0.07% | PRN | |
| 43 | Neuberger Berman Group LLC | 227,000 | 235,000 | 0.07% | PRN | |
| 44 | BlackRock Finance, Inc. | 185,000 | 191,000 | 0.06% | PRN | |
| 45 | MORGAN STANLEY | 62,000 | 64,000 | 0.02% | PRN | |
| 46 | Brown Advisory Securities, LLC | 24,000 | 24,000 | 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.
