| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Advisors LLC | 83,419,000 | 103,716,000 | 9.16% | PRN | |
| 2 | AQR ARBITRAGE LLC | 77,831,000 | 96,997,000 | 8.57% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 47,994,000 | 59,647,000 | 5.27% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 48,006,000 | 59,642,000 | 5.27% | PRN | |
| 5 | Sculptor Capital LP | 46,071,000 | 57,211,000 | 5.05% | PRN | |
| 6 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 40,696,000 | 50,514,000 | 4.46% | PRN | |
| 7 | Allianz Asset Management GmbH | 39,050,000 | 48,570,000 | 4.29% | PRN | |
| 8 | JPMORGAN CHASE & CO | 34,936,000 | 43,405,000 | 3.83% | PRN | |
| 9 | BLACKROCK ADVISORS LLC | 33,148,000 | 41,145,000 | 3.63% | PRN | |
| 10 | D. E. Shaw & Co., Inc. | 32,285,000 | 40,132,000 | 3.54% | PRN | |
| 11 | GLG Partners LP | 29,740,000 | 37,028,000 | 3.27% | PRN | |
| 12 | AVIVA PLC | 26,250,000 | 32,613,000 | 2.88% | PRN | |
| 13 | RWC Asset Management LLP | 26,000,000 | 32,302,000 | 2.85% | PRN | |
| 14 | Lombard Odier Asset Management (Europe) Ltd | 24,600,000 | 30,714,000 | 2.71% | PRN | |
| 15 | Fore Research & Management, LP | 23,500,000 | 29,286,000 | 2.59% | PRN | |
| 16 | SYMPHONY ASSET MANAGEMENT LLC | 20,210,000 | 25,187,000 | 2.22% | PRN | |
| 17 | SG Americas Securities, LLC | 200,000 | 24,925,000 | 2.20% | PRN | |
| 18 | ROYAL BANK OF CANADA | 19,764,000 | 24,657,000 | 2.18% | PRN | |
| 19 | FMR LLC | 18,250,000 | 22,653,000 | 2.00% | PRN | |
| 20 | LAZARD ASSET MANAGEMENT LLC | 11,958,000 | 14,856,000 | 1.31% | PRN | |
| 21 | BlackRock Group LTD | 11,679,000 | 14,497,000 | 1.28% | PRN | |
| 22 | ARROWGRASS CAPITAL PARTNERS (US) LP | 13,287 | 14,243,000 | 1.26% | PRN | |
| 23 | BNP PARIBAS FINANCIAL MARKETS | 10,877,000 | 13,488,386 | 1.19% | ||
| 24 | Invesco Ltd. | 10,750,000 | 13,343,000 | 1.18% | PRN | |
| 25 | DEUTSCHE BANK AG\ | 10,545,000 | 13,088,000 | 1.16% | PRN | |
| 26 | BARCLAYS PLC | 10,412,000 | 12,911,000 | 1.14% | PRN | |
| 27 | Carlson Capital, L.P. | 10,000,000 | 12,414,000 | 1.10% | PRN | |
| 28 | BANK OF AMERICA CORP /DE/ | 9,924,000 | 12,343,000 | 1.09% | PRN | |
| 29 | CREDIT SUISSE AG/ | 9,730,000 | 12,078,000 | 1.07% | PRN | |
| 30 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 11,544,000 | 1.02% | PRN | |
| 31 | Nicholas Investment Partners, LP | 8,650,000 | 10,737,000 | 0.95% | PRN | |
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 8,400,000 | 10,468,000 | 0.92% | ||
| 33 | PRUDENTIAL PLC | 7,939,000 | 9,854,000 | 0.87% | ||
| 34 | TD ASSET MANAGEMENT INC | 7,790,000 | 9,708,000 | 0.86% | ||
| 35 | Clearbridge Investments, LLC | 6,300,000 | 7,827,000 | 0.69% | PRN | |
| 36 | CREDIT AGRICOLE S A | 5,639,000 | 6,999,000 | 0.62% | PRN | |
| 37 | WHITEBOX ADVISORS LLC | 5,200,000 | 6,455,000 | 0.57% | PRN | |
| 38 | ELLIOTT MANAGEMENT CORP | 4,000,000 | 5,050,000 | 0.45% | PRN | |
| 39 | LORD, ABBETT & CO. LLC | 4,035,000 | 5,029,000 | 0.44% | PRN | |
| 40 | Penn Capital Management Company, LLC | 3,994,000 | 4,958,000 | 0.44% | PRN | |
| 41 | BlackRock Investment Management, LLC | 3,263,000 | 4,050,000 | 0.36% | PRN | |
| 42 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,000,000 | 3,731,000 | 0.33% | PRN | |
| 43 | Cheyne Capital Management (UK) LLP | 3,000,000 | 3,730,000 | 0.33% | PRN | |
| 44 | Hutchin Hill Capital, LP | 2,500,000 | 3,094,000 | 0.27% | PRN | |
| 45 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,500,000 | 3,094,000 | 0.27% | PRN | |
| 46 | GOLDMAN SACHS GROUP INC | 2,123,000 | 2,635,000 | 0.23% | PRN | |
| 47 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 2,492,000 | 0.22% | PRN | |
| 48 | Magnetar Financial LLC | 2,000,000 | 2,485,000 | 0.22% | PRN | |
| 49 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,482,000 | 0.22% | PRN | |
| 50 | MIZUHO SECURITIES USA LLC | 1,750,000 | 2,152,000 | 0.19% |
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.
