| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Lombard Odier Asset Management (Europe) Ltd | 40,840,000 | 45,746,000 | 14.25% | PRN | |
| 2 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 40,575,000 | 45,379,000 | 14.14% | PRN | |
| 3 | VICTORY CAPITAL MANAGEMENT INC | 17,696,996 | 19,787,000 | 6.17% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,773,000 | 15,404,000 | 4.80% | PRN | |
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 13,190,000 | 14,800,000 | 4.61% | PRN | |
| 6 | Calamos Advisors LLC | 13,192,000 | 14,714,000 | 4.58% | PRN | |
| 7 | MACQUARIE GROUP LTD | 12,514,000 | 14,004,000 | 4.36% | PRN | |
| 8 | CREDIT SUISSE AG/ | 890,399 | 13,037,000 | 4.06% | PRN | |
| 9 | NORTHERN TRUST CORP | 112,000 | 12,523,000 | 3.90% | ||
| 10 | HBK INVESTMENTS L P | 10,000,000 | 11,235,000 | 3.50% | PRN | |
| 11 | INCOME RESEARCH & MANAGEMENT | 10,000,000 | 11,181,000 | 3.48% | PRN | |
| 12 | JPMORGAN CHASE & CO | 9,111,000 | 10,202,000 | 3.18% | PRN | |
| 13 | AQR ARBITRAGE LLC | 9,025,000 | 10,108,000 | 3.15% | PRN | |
| 14 | Invesco Ltd. | 8,865,000 | 9,912,000 | 3.09% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 8,400,000 | 9,408,000 | 2.93% | ||
| 16 | Allianz Asset Management GmbH | 6,000,000 | 6,750,000 | 2.10% | PRN | |
| 17 | MORGAN STANLEY | 5,759,000 | 6,400,000 | 1.99% | PRN | |
| 18 | Jefferies Group LLC | 5,229,000 | 5,865,000 | 1.83% | PRN | |
| 19 | CITADEL ADVISORS LLC | 5,000,000 | 5,617,000 | 1.75% | PRN | |
| 20 | MINT TOWER CAPITAL MANAGEMENT B.V. | 5,000,000 | 5,608,000 | 1.75% | PRN | |
| 21 | CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | 5,576,000 | 1.74% | ||
| 22 | CONNING INC. | 3,200,000 | 3,582,000 | 1.12% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 2,637,000 | 2,947,000 | 0.92% | PRN | |
| 24 | CAMDEN ASSET MANAGEMENT L P /CA | 2,550,000 | 2,851,000 | 0.89% | PRN | |
| 25 | Compagnie Lombard Odier SCmA | 2,520,000 | 2,844,000 | 0.89% | PRN | |
| 26 | EMERALD ACQUISITION LTD. | 2,534,000 | 2,833,000 | 0.88% | ||
| 27 | ROYAL BANK OF CANADA | 2,300,000 | 2,575,000 | 0.80% | PRN | |
| 28 | BANK OF AMERICA CORP /DE/ | 1,667,000 | 1,876,000 | 0.58% | PRN | |
| 29 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,275,000 | 1,428,000 | 0.44% | PRN | |
| 30 | Lombard Odier Asset Management (Switzerland) SA | 920,000 | 1,032,000 | 0.32% | PRN | |
| 31 | KEYBANK NATIONAL ASSOCIATION/OH | 908,000 | 1,015,000 | 0.32% | ||
| 32 | Man Investments (CH) AG | 800,000 | 896,000 | 0.28% | PRN | |
| 33 | NOMURA HOLDINGS INC | 765,000 | 855,000 | 0.27% | PRN | |
| 34 | Cutler Capital Management, LLC | 585,000 | 654,000 | 0.20% | PRN | |
| 35 | METROPOLITAN LIFE INSURANCE CO/NY | 4,354 | 495,000 | 0.15% | ||
| 36 | BNP PARIBAS FINANCIAL MARKETS | 411,000 | 459,551 | 0.14% | PRN | |
| 37 | ZAZOVE ASSOCIATES LLC | 370,000 | 415,000 | 0.13% | PRN | |
| 38 | WELLS FARGO & COMPANY/MN | 230,000 | 257,000 | 0.08% | PRN | |
| 39 | SG Americas Securities, LLC | 2,000 | 224,000 | 0.07% | PRN | |
| 40 | SOCIETE GENERALE | 2,000 | 224,000 | 0.07% | PRN | |
| 41 | SEI INVESTMENTS CO | 117,000 | 131,000 | 0.04% | ||
| 42 | Calamos Wealth Management LLC | 70,000 | 78,000 | 0.02% | PRN | |
| 43 | MSI Financial Services Inc | 7,000 | 8,000 | 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.
