| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Allianz Asset Management GmbH | 45,125,000 | 53,794,000 | 12.97% | PRN | |
| 2 | Calamos Advisors LLC | 44,285,000 | 53,017,000 | 12.78% | PRN | |
| 3 | ARROWGRASS CAPITAL PARTNERS (US) LP | 39,530 | 46,382,000 | 11.18% | PRN | |
| 4 | AQR ARBITRAGE LLC | 26,714,000 | 31,923,000 | 7.70% | PRN | |
| 5 | ANGELO GORDON & CO., L.P. | 26,250,000 | 31,270,000 | 7.54% | PRN | |
| 6 | MACKAY SHIELDS LLC | 22,045,000 | 26,326,000 | 6.35% | PRN | |
| 7 | CAMDEN ASSET MANAGEMENT L P /CA | 17,055,000 | 20,317,000 | 4.90% | PRN | |
| 8 | CITADEL ADVISORS LLC | 16,000,000 | 19,124,000 | 4.61% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 12,354,000 | 14,758,000 | 3.56% | PRN | |
| 10 | RWC Asset Management LLP | 11,000,000 | 13,091,000 | 3.16% | PRN | |
| 11 | Verition Fund Management LLC | 7,272,000 | 8,690,000 | 2.10% | PRN | |
| 12 | MORGAN STANLEY | 7,152,000 | 8,522,000 | 2.05% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 7,120,000 | 8,482,000 | 2.05% | PRN | |
| 14 | Invesco Ltd. | 6,920,000 | 8,243,000 | 1.99% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 6,300,000 | 7,528,000 | 1.82% | ||
| 16 | JPMORGAN CHASE & CO | 5,483,000 | 6,550,000 | 1.58% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 4,818,000 | 5,737,000 | 1.38% | PRN | |
| 18 | CSS LLC/IL | 4,500,000 | 5,363,000 | 1.29% | PRN | |
| 19 | GOLDMAN SACHS GROUP INC | 4,431,000 | 5,278,000 | 1.27% | PRN | |
| 20 | CREDIT SUISSE AG/ | 4,400,000 | 5,241,000 | 1.26% | PRN | |
| 21 | AVIVA PLC | 3,500,000 | 4,181,000 | 1.01% | PRN | |
| 22 | Context Capital Management, LLC | 3,256,000 | 3,883,000 | 0.94% | PRN | |
| 23 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,252,000 | 3,874,000 | 0.93% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 3,150,000 | 3,752,000 | 0.90% | PRN | |
| 25 | MIZUHO SECURITIES USA LLC | 2,411,000 | 2,879,000 | 0.69% | ||
| 26 | BANK OF AMERICA CORP /DE/ | 1,957,000 | 2,331,000 | 0.56% | PRN | |
| 27 | BlackRock Finance, Inc. | 1,920,000 | 2,287,000 | 0.55% | PRN | |
| 28 | CONNING INC. | 1,550,000 | 1,847,000 | 0.45% | PRN | |
| 29 | SG Americas Securities, LLC | 10,310 | 1,232,000 | 0.30% | PRN | |
| 30 | Jefferies Group LLC | 1,000,000 | 1,196,000 | 0.29% | PRN | |
| 31 | LINDEN ADVISORS LP | 1,000,000 | 1,195,000 | 0.29% | PRN | |
| 32 | BlackRock Group LTD | 869,000 | 1,035,000 | 0.25% | PRN | |
| 33 | Calamos Wealth Management LLC | 820,000 | 982,000 | 0.24% | PRN | |
| 34 | BLACKROCK ADVISORS LLC | 780,000 | 929,000 | 0.22% | PRN | |
| 35 | BARCLAYS PLC | 653,000 | 778,000 | 0.19% | PRN | |
| 36 | LA FINANCIERE DE L'ECHIQUIER | 500,000 | 601,000 | 0.14% | PRN | |
| 37 | Man Investments (CH) AG | 500,000 | 599,000 | 0.14% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 469,000 | 558,000 | 0.13% | Put | PRN |
| 39 | Penn Capital Management Company, LLC | 311,000 | 370,000 | 0.09% | PRN | |
| 40 | SUNTRUST BANKS INC | 172,000 | 204,000 | 0.05% | ||
| 41 | FIFTH THIRD BANCORP | 1,000 | 119,000 | 0.03% | ||
| 42 | AGF INVESTMENTS INC. | 70,000 | 83,000 | 0.02% | PRN | |
| 43 | CREDIT AGRICOLE S A | 45,000 | 54,000 | 0.01% | PRN | |
| 44 | BlackRock Fund Advisors | 25,000 | 30,000 | 0.01% | PRN | |
| 45 | Brown Advisory Securities, LLC | 17,000 | 19,000 | 0.00% | PRN | |
| 46 | AMERIPRISE FINANCIAL INC | 15,000 | 18,000 | 0.00% | PRN | |
| 47 | Creative Planning | 7,000 | 8,000 | 0.00% | PRN | |
| 48 | ROYAL BANK OF CANADA | 7,000 | 8,000 | 0.00% | PRN | |
| 49 | MSI Financial Services Inc | 6,000 | 7,000 | 0.00% | ||
| 50 | D.A. DAVIDSON & CO. | 6,000 | 6,000 | 0.00% |
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.
