| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Assured Investment Management LLC | 52,500,000 | 55,654,000 | 9.76% | PRN | |
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 44,881,000 | 46,789,000 | 8.21% | PRN | |
| 3 | Allianz Asset Management GmbH | 38,405,000 | 40,402,000 | 7.09% | PRN | |
| 4 | AQR ARBITRAGE LLC | 37,800,000 | 39,572,000 | 6.94% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 34,400,000 | 35,739,000 | 6.27% | PRN | |
| 6 | Calamos Advisors LLC | 33,044,000 | 34,091,000 | 5.98% | PRN | |
| 7 | Graham Capital Management, L.P. | 32,500,000 | 33,917,000 | 5.95% | ||
| 8 | SHENKMAN CAPITAL MANAGEMENT INC | 26,505,000 | 27,648,000 | 4.85% | PRN | |
| 9 | Lombard Odier Asset Management (Europe) Ltd | 24,500,000 | 26,215,000 | 4.60% | PRN | |
| 10 | CI INVESTMENTS INC. | 25,000,000 | 26,047,000 | 4.57% | ||
| 11 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 21,548,000 | 22,450,000 | 3.94% | PRN | |
| 12 | MORGAN STANLEY | 19,039,000 | 19,801,000 | 3.47% | PRN | |
| 13 | ROYAL BANK OF CANADA | 17,908,000 | 18,499,000 | 3.24% | PRN | |
| 14 | RWC Asset Management LLP | 16,000,000 | 16,931,000 | 2.97% | PRN | |
| 15 | CITADEL ADVISORS LLC | 15,000,000 | 15,648,000 | 2.74% | PRN | |
| 16 | BNP Paribas Asset Management Holding S.A. | 12,000,000 | 12,683,000 | 2.22% | PRN | |
| 17 | BESSEMER GROUP INC | 9,900,000 | 10,406,000 | 1.82% | PRN | |
| 18 | CITIGROUP INC | 9,220,000 | 9,606,000 | 1.68% | PRN | |
| 19 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,291,000 | 1.63% | ||
| 20 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 8,864,000 | 9,130,000 | 1.60% | PRN | |
| 21 | Invesco Ltd. | 7,800,000 | 8,127,000 | 1.43% | ||
| 22 | CREDIT SUISSE AG/ | 6,939,000 | 7,231,000 | 1.27% | PRN | |
| 23 | GLG Partners LP | 5,350,000 | 5,558,000 | 0.97% | PRN | |
| 24 | Kohlberg Kravis Roberts & Co. L.P. | 5,278,000 | 5,552,000 | 0.97% | PRN | |
| 25 | DEUTSCHE BANK AG\ | 4,616,000 | 4,808,000 | 0.84% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 3,780,000 | 3,933,000 | 0.69% | PRN | |
| 27 | CANADA PENSION PLAN INVESTMENT BOARD | 3,500,000 | 3,631,000 | 0.64% | PRN | |
| 28 | JPMORGAN CHASE & CO | 3,291,000 | 3,429,000 | 0.60% | PRN | |
| 29 | CREDIT AGRICOLE S A | 3,286,000 | 3,424,000 | 0.60% | PRN | |
| 30 | Ferox Capital Management LP | 3,100,000 | 3,248,000 | 0.57% | PRN | |
| 31 | Pine River Capital Management L.P. | 3,000,000 | 3,120,000 | 0.55% | PRN | |
| 32 | Bank of New York Mellon Corp | 2,008,000 | 2,112,000 | 0.37% | ||
| 33 | LAFFER TENGLER INVESTMENTS, INC. | 986 | 1,056,362 | 0.19% | ||
| 34 | RUSSELL FRANK CO/ | 1,000,000 | 1,047,000 | 0.18% | ||
| 35 | EQUITEC SPECIALISTS, LLC | 1,000,000 | 1,039,000 | 0.18% | PRN | |
| 36 | Compagnie Lombard Odier SCmA | 810,000 | 867,000 | 0.15% | PRN | |
| 37 | Oxbow Advisors, LLC | 550 | 566,000 | 0.10% | ||
| 38 | BlackRock Fund Advisors | 225,000 | 234,000 | 0.04% | PRN | |
| 39 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 2,000 | 210,000 | 0.04% | ||
| 40 | SUNTRUST BANKS INC | 160,000 | 166,000 | 0.03% | ||
| 41 | WELLS FARGO & COMPANY/MN | 150,000 | 155,000 | 0.03% | PRN | |
| 42 | M&T BANK CORP | 61,000 | 64,000 | 0.01% | PRN | |
| 43 | BNP PARIBAS FINANCIAL MARKETS | 58,000 | 60,429 | 0.01% | PRN | |
| 44 | MSI Financial Services Inc | 39,000 | 41,000 | 0.01% | ||
| 45 | Waverly Advisors, LLC | 17,000 | 18,000 | 0.00% | PRN | |
| 46 | STIFEL FINANCIAL CORP | 10,000 | 11,000 | 0.00% | PRN | |
| 47 | BARCLAYS PLC | 11,000 | 11,000 | 0.00% | PRN | |
| 48 | BANK OF AMERICA CORP /DE/ | 4,000 | 4,000 | 0.00% | PRN | |
| 49 | THOMPSON DAVIS & CO., INC. | 2,000 | 2,000 | 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.
