| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 51,055,000 | 66,798,000 | 13.61% | PRN | |
| 2 | Allianz Asset Management GmbH | 41,345,000 | 53,973,000 | 11.00% | PRN | |
| 3 | CITADEL ADVISORS LLC | 29,500,000 | 38,546,000 | 7.85% | PRN | |
| 4 | MACKAY SHIELDS LLC | 24,239,000 | 31,411,000 | 6.40% | PRN | |
| 5 | CSS LLC/IL | 20,271,000 | 26,472,000 | 5.39% | PRN | |
| 6 | LOOMIS SAYLES & CO L P | 182,878 | 19,261,000 | 3.92% | ||
| 7 | SHENKMAN CAPITAL MANAGEMENT INC | 14,632,000 | 19,122,000 | 3.90% | PRN | |
| 8 | BLACKROCK ADVISORS LLC | 13,931,000 | 17,997,000 | 3.67% | PRN | |
| 9 | SYMPHONY ASSET MANAGEMENT LLC | 13,000,000 | 16,859,000 | 3.44% | PRN | |
| 10 | Invesco Ltd. | 12,517,000 | 16,170,000 | 3.29% | PRN | |
| 11 | BAKER BROS. ADVISORS LP | 12,228,000 | 15,899,000 | 3.24% | PRN | |
| 12 | JPMORGAN CHASE & CO | 11,049,000 | 13,927,000 | 2.84% | PRN | |
| 13 | BANK OF AMERICA CORP /DE/ | 10,306,000 | 13,314,000 | 2.71% | PRN | |
| 14 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 12,919,000 | 2.63% | PRN | |
| 15 | LINDEN ADVISORS LP | 9,500,000 | 12,400,000 | 2.53% | PRN | |
| 16 | Nicholas Investment Partners, LP | 9,125,000 | 11,788,000 | 2.40% | PRN | |
| 17 | CREDIT AGRICOLE S A | 9,108,000 | 11,766,000 | 2.40% | PRN | |
| 18 | Calamos Advisors LLC | 8,308,000 | 10,876,000 | 2.22% | PRN | |
| 19 | CITIGROUP INC | 8,078,000 | 10,436,000 | 2.13% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 7,952,000 | 10,272,000 | 2.09% | PRN | |
| 21 | CREDIT SUISSE AG/ | 5,025,000 | 6,492,000 | 1.32% | PRN | |
| 22 | SABBY MANAGEMENT, LLC | 5,000,000 | 6,459,000 | 1.32% | ||
| 23 | BlackRock Group LTD | 4,212,000 | 5,441,000 | 1.11% | PRN | |
| 24 | LORD, ABBETT & CO. LLC | 4,005,000 | 5,194,000 | 1.06% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 3,269,000 | 4,223,000 | 0.86% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 2,988,000 | 3,861,000 | 0.79% | PRN | |
| 27 | Polar Asset Management Partners Inc. | 2,500,000 | 3,264,000 | 0.67% | PRN | |
| 28 | ROYAL BANK OF CANADA | 2,598,000 | 3,224,000 | 0.66% | PRN | |
| 29 | EDMOND DE ROTHSCHILD HOLDING S.A. | 2,250,000 | 2,942,000 | 0.60% | PRN | |
| 30 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 2,250,000 | 2,942,000 | 0.60% | PRN | |
| 31 | BASSO CAPITAL MANAGEMENT, L.P. | 1,950,000 | 2,545,000 | 0.52% | PRN | |
| 32 | AMUNDI ASSET MANAGEMENT US, INC. | 1,890,000 | 2,442,000 | 0.50% | PRN | |
| 33 | Sage Capital Management, LLC | 1,800,000 | 2,349,000 | 0.48% | PRN | |
| 34 | BlackRock Investment Management, LLC | 1,445,000 | 1,867,000 | 0.38% | PRN | |
| 35 | SANDLER CAPITAL MANAGEMENT | 1,000,000 | 1,292,000 | 0.26% | PRN | |
| 36 | Bank of New York Mellon Corp | 1,007,000 | 1,270,000 | 0.26% | ||
| 37 | Calamos Wealth Management LLC | 878,000 | 1,149,000 | 0.23% | PRN | |
| 38 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 776,000 | 0.16% | PRN | |
| 39 | ORBIMED ADVISORS LLC | 500,000 | 653,000 | 0.13% | PRN | |
| 40 | SSI INVESTMENT MANAGEMENT LLC | 433,000 | 563,000 | 0.11% | PRN | |
| 41 | BlackRock Institutional Trust Company, N.A. | 422,000 | 545,000 | 0.11% | PRN | |
| 42 | BlackRock Finance, Inc. | 224,000 | 289,000 | 0.06% | PRN | |
| 43 | RUSSELL FRANK CO/ | 180,000 | 233,000 | 0.05% | ||
| 44 | SUNTRUST BANKS INC | 155,000 | 200,000 | 0.04% | ||
| 45 | MORGAN STANLEY | 105,000 | 136,000 | 0.03% | PRN | |
| 46 | Jefferies Group LLC | 41,000 | 53,000 | 0.01% | PRN | |
| 47 | M&T BANK CORP | 38,000 | 49,000 | 0.01% | PRN | |
| 48 | NOMURA HOLDINGS INC | 29,000 | 37,000 | 0.01% | PRN | |
| 49 | STIFEL FINANCIAL CORP | 26,000 | 34,000 | 0.01% | PRN | |
| 50 | Brown Advisory Securities, LLC | 23,000 | 31,000 | 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.
