| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 62,750,000 | 66,638,000 | 17.70% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 34,510,000 | 37,002,000 | 9.83% | PRN | |
| 3 | Lombard Odier Asset Management (Europe) Ltd | 31,900,000 | 34,087,000 | 9.05% | PRN | |
| 4 | MACKAY SHIELDS LLC | 24,283,000 | 25,802,000 | 6.85% | PRN | |
| 5 | BNP PARIBAS FINANCIAL MARKETS | 182,000 | 19,270,160 | 5.12% | ||
| 6 | SHENKMAN CAPITAL MANAGEMENT INC | 15,970,000 | 16,929,000 | 4.50% | PRN | |
| 7 | LOOMIS SAYLES & CO L P | 202,282 | 14,597,000 | 3.88% | ||
| 8 | BLACKROCK ADVISORS LLC | 13,395,000 | 14,182,000 | 3.77% | PRN | |
| 9 | Invesco Ltd. | 12,880,000 | 13,637,000 | 3.62% | ||
| 10 | BAKER BROS. ADVISORS LP | 12,500,000 | 13,203,000 | 3.51% | PRN | |
| 11 | ROYAL BANK OF CANADA | 11,389,000 | 12,056,000 | 3.20% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 11,300,000 | 12,003,000 | 3.19% | PRN | |
| 13 | JPMORGAN CHASE & CO | 11,117,000 | 11,771,000 | 3.13% | PRN | |
| 14 | CREDIT SUISSE AG/ | 9,878,000 | 10,458,000 | 2.78% | PRN | |
| 15 | Verition Fund Management LLC | 7,982,000 | 8,491,000 | 2.25% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 6,783,000 | 7,182,000 | 1.91% | PRN | |
| 17 | FRANKLIN RESOURCES INC | 6,000,000 | 6,383,000 | 1.70% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 5,144,000 | 5,446,000 | 1.45% | PRN | |
| 19 | Ferox Capital Management LP | 5,000,000 | 5,356,000 | 1.42% | PRN | |
| 20 | Calamos Advisors LLC | 4,535,000 | 4,807,000 | 1.28% | PRN | |
| 21 | BlackRock Group LTD | 4,212,000 | 4,459,000 | 1.18% | PRN | |
| 22 | AMUNDI ASSET MANAGEMENT US, INC. | 4,000,000 | 4,235,000 | 1.12% | PRN | |
| 23 | Jabre Capital Partners S.A. | 3,500,000 | 3,722,000 | 0.99% | PRN | |
| 24 | NOMURA HOLDINGS INC | 3,000,000 | 3,176,000 | 0.84% | PRN | |
| 25 | CREDIT AGRICOLE S A | 2,738,000 | 2,899,000 | 0.77% | PRN | |
| 26 | MANAGED ACCOUNT ADVISORS LLC | 2,672,000 | 2,829,000 | 0.75% | PRN | |
| 27 | Bank of New York Mellon Corp | 2,513,000 | 2,660,000 | 0.71% | ||
| 28 | GLG Partners LP | 2,500,000 | 2,656,000 | 0.71% | PRN | |
| 29 | Compagnie Lombard Odier SCmA | 2,300,000 | 2,455,000 | 0.65% | PRN | |
| 30 | BlackRock Investment Management, LLC | 1,140,000 | 1,207,000 | 0.32% | PRN | |
| 31 | SUNTRUST BANKS INC | 812,000 | 858,000 | 0.23% | ||
| 32 | Jefferies Group LLC | 775,000 | 820,000 | 0.22% | PRN | |
| 33 | CITIGROUP INC | 749,000 | 793,000 | 0.21% | PRN | |
| 34 | Calamos Wealth Management LLC | 656,000 | 695,000 | 0.18% | PRN | |
| 35 | LORD, ABBETT & CO. LLC | 605,000 | 644,000 | 0.17% | PRN | |
| 36 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 636,000 | 0.17% | PRN | |
| 37 | GOLDMAN SACHS GROUP INC | 508,000 | 538,000 | 0.14% | PRN | |
| 38 | ORBIMED ADVISORS LLC | 500,000 | 529,000 | 0.14% | PRN | |
| 39 | SSI INVESTMENT MANAGEMENT LLC | 413,000 | 438,000 | 0.12% | PRN | |
| 40 | BlackRock Institutional Trust Company, N.A. | 302,000 | 320,000 | 0.08% | PRN | |
| 41 | Neuberger Berman Group LLC | 246,000 | 260,000 | 0.07% | PRN | |
| 42 | BlackRock Finance, Inc. | 185,000 | 196,000 | 0.05% | PRN | |
| 43 | MORGAN STANLEY | 73,000 | 77,000 | 0.02% | PRN | |
| 44 | M&T BANK CORP | 50,000 | 53,000 | 0.01% | PRN | |
| 45 | BARCLAYS PLC | 42,000 | 44,000 | 0.01% | PRN | |
| 46 | Stifel Trust Company, N.A. | 26,000 | 28,000 | 0.01% | PRN | |
| 47 | Brown Advisory Securities, LLC | 24,000 | 25,000 | 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.
