| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Lombard Odier Asset Management (Europe) Ltd | 130,500,000 | 150,128,000 | 15.40% | PRN | |
| 2 | JPMORGAN CHASE & CO | 108,059,000 | 123,323,000 | 12.65% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 97,025,000 | 111,536,000 | 11.44% | PRN | |
| 4 | CREDIT SUISSE AG/ | 52,003,000 | 59,348,000 | 6.09% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 44,251,000 | 50,603,000 | 5.19% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 44,153,000 | 50,389,000 | 5.17% | PRN | |
| 7 | MORGAN STANLEY | 39,845,000 | 45,451,000 | 4.66% | PRN | |
| 8 | FRANKLIN RESOURCES INC | 37,700,000 | 43,214,000 | 4.43% | PRN | |
| 9 | LOOMIS SAYLES & CO L P | 29,669 | 34,538,000 | 3.54% | ||
| 10 | PRICE T ROWE ASSOCIATES INC /MD/ | 27,344,000 | 31,434,000 | 3.22% | PRN | |
| 11 | Invesco Ltd. | 27,300,000 | 31,156,000 | 3.20% | ||
| 12 | RWC Asset Management LLP | 26,000,000 | 29,686,000 | 3.04% | PRN | |
| 13 | Calamos Advisors LLC | 25,790,000 | 29,461,000 | 3.02% | PRN | |
| 14 | FLOSSBACH VON STORCH SE | 24,500,000 | 28,012,000 | 2.87% | PRN | |
| 15 | MACKAY SHIELDS LLC | 20,991,000 | 24,061,000 | 2.47% | PRN | |
| 16 | BNP Paribas Asset Management Holding S.A. | 20,100,000 | 22,880,000 | 2.35% | PRN | |
| 17 | VICTORY CAPITAL MANAGEMENT INC | 11,021,947 | 12,579,000 | 1.29% | ||
| 18 | SSI INVESTMENT MANAGEMENT LLC | 9,786,000 | 11,167,000 | 1.15% | PRN | |
| 19 | Man Investments (CH) AG | 8,000,000 | 9,140,000 | 0.94% | PRN | |
| 20 | INCOME RESEARCH & MANAGEMENT | 7,935,000 | 9,056,000 | 0.93% | PRN | |
| 21 | CQS Cayman LP | 7,900,000 | 9,044,000 | 0.93% | PRN | |
| 22 | PICTET ASSET MANAGEMENT LTD | 6,000,000 | 7,078,000 | 0.73% | ||
| 23 | CREDIT AGRICOLE S A | 6,113,000 | 6,976,000 | 0.72% | PRN | |
| 24 | GLG Partners LP | 5,000,000 | 5,735,000 | 0.59% | PRN | |
| 25 | THRIVENT FINANCIAL FOR LUTHERANS | 4,000,000 | 4,585,000 | 0.47% | ||
| 26 | AEGON USA Investment Management, LLC | 3,750,000 | 4,280,000 | 0.44% | PRN | |
| 27 | ZAZOVE ASSOCIATES LLC | 3,715,000 | 4,258,000 | 0.44% | PRN | |
| 28 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,500,000 | 4,015,000 | 0.41% | PRN | |
| 29 | Allianz Asset Management GmbH | 3,000,000 | 3,441,000 | 0.35% | PRN | |
| 30 | MACQUARIE GROUP LTD | 2,500,000 | 2,856,000 | 0.29% | PRN | |
| 31 | Ameritas Investment Partners, Inc. | 2,270,000 | 2,590,000 | 0.27% | PRN | |
| 32 | ALTEGRIS ADVISORS, L.L.C. | 2,250,000 | 2,568,000 | 0.26% | ||
| 33 | SHENKMAN CAPITAL MANAGEMENT INC | 1,757,000 | 2,013,000 | 0.21% | PRN | |
| 34 | CONNING INC. | 1,750,000 | 2,007,000 | 0.21% | PRN | |
| 35 | MANAGED ACCOUNT ADVISORS LLC | 1,579,000 | 1,802,000 | 0.18% | PRN | |
| 36 | AMUNDI ASSET MANAGEMENT US, INC. | 1,440,000 | 1,643,000 | 0.17% | PRN | |
| 37 | WELLINGTON MANAGEMENT GROUP LLP | 1,070,000 | 1,221,000 | 0.13% | PRN | |
| 38 | KEYBANK NATIONAL ASSOCIATION/OH | 722,000 | 824,000 | 0.08% | ||
| 39 | SUNTRUST BANKS INC | 321,000 | 366,000 | 0.04% | ||
| 40 | BARCLAYS PLC | 165,000 | 188,000 | 0.02% | PRN | |
| 41 | BNP PARIBAS FINANCIAL MARKETS | 132,000 | 150,645 | 0.02% | PRN | |
| 42 | Calamos Wealth Management LLC | 101,000 | 115,000 | 0.01% | PRN | |
| 43 | M&T BANK CORP | 28,000 | 32,000 | 0.00% | PRN | |
| 44 | BANK OF AMERICA CORP /DE/ | 24,000 | 27,000 | 0.00% | PRN | |
| 45 | ROYAL BANK OF CANADA | 15,000 | 17,000 | 0.00% | PRN | |
| 46 | Wellesley Asset Management | 1,000 | 1,146 | 0.00% | 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.
