| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 82,128,000 | 85,935,000 | 13.71% | PRN | |
| 2 | JPMORGAN CHASE & CO | 54,786,000 | 57,354,000 | 9.15% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 42,030,000 | 43,929,000 | 7.01% | PRN | |
| 4 | Sculptor Capital LP | 40,100,000 | 41,929,000 | 6.69% | PRN | |
| 5 | SHENKMAN CAPITAL MANAGEMENT INC | 23,395,000 | 24,459,000 | 3.90% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 22,500,000 | 23,528,000 | 3.75% | PRN | |
| 7 | Myriad Asset Management Ltd. | 20,000,000 | 20,969,000 | 3.34% | PRN | |
| 8 | Graham Capital Management, L.P. | 20,000,000 | 20,920,000 | 3.34% | ||
| 9 | ROYAL BANK OF CANADA | 18,768,000 | 19,648,000 | 3.13% | PRN | |
| 10 | AVIVA PLC | 19,000,000 | 19,618,000 | 3.13% | PRN | |
| 11 | MORGAN STANLEY | 16,689,000 | 17,440,000 | 2.78% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 16,000,000 | 16,730,000 | 2.67% | PRN | |
| 13 | Waterstone Capital Management, L.P. | 15,930,000 | 16,666,000 | 2.66% | PRN | |
| 14 | QVT Financial LP | 15,000,000 | 15,780,000 | 2.52% | PRN | |
| 15 | Calamos Advisors LLC | 15,000,000 | 15,668,000 | 2.50% | PRN | |
| 16 | CAPSTONE INVESTMENT ADVISORS, LLC | 15,000,000 | 15,667,000 | 2.50% | ||
| 17 | Castle Creek Arbitrage, LLC | 14,750,000 | 15,446,000 | 2.46% | PRN | |
| 18 | GLG Partners LP | 13,870,000 | 14,504,000 | 2.31% | PRN | |
| 19 | Luxor Capital Group, LP | 13,772,000 | 14,418,000 | 2.30% | PRN | |
| 20 | ONTARIO TEACHERS PENSION PLAN BOARD | 10,000,000 | 10,494,000 | 1.67% | PRN | |
| 21 | ARROWGRASS CAPITAL PARTNERS (US) LP | 13,500 | 10,095,000 | 1.61% | PRN | |
| 22 | CREDIT SUISSE AG/ | 8,091,000 | 8,470,000 | 1.35% | PRN | |
| 23 | CREDIT AGRICOLE S A | 7,546,000 | 7,900,000 | 1.26% | PRN | |
| 24 | AMERIPRISE FINANCIAL INC | 7,320,000 | 7,664,000 | 1.22% | PRN | |
| 25 | LINDEN ADVISORS LP | 7,040,000 | 7,385,000 | 1.18% | PRN | |
| 26 | CSS LLC/IL | 7,000,000 | 7,331,000 | 1.17% | PRN | |
| 27 | BNP PARIBAS FINANCIAL MARKETS | 6,664,000 | 6,976,408 | 1.11% | PRN | |
| 28 | Lombard Odier Asset Management (Europe) Ltd | 6,500,000 | 6,711,000 | 1.07% | PRN | |
| 29 | GOLDMAN SACHS GROUP INC | 5,979,000 | 6,259,000 | 1.00% | PRN | |
| 30 | DEUTSCHE BANK AG\ | 4,600,000 | 4,815,000 | 0.77% | Call | PRN |
| 31 | Central Asset Investments & Management Holdings (HK) Ltd | 4,250,000 | 4,453,000 | 0.71% | PRN | |
| 32 | WOLVERINE ASSET MANAGEMENT LLC | 4,185,000 | 4,373,000 | 0.70% | PRN | |
| 33 | WELLS FARGO & COMPANY/MN | 4,085,000 | 4,297,000 | 0.69% | PRN | |
| 34 | OAKTREE CAPITAL MANAGEMENT LP | 4,000,000 | 4,196,000 | 0.67% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 3,717,000 | 3,891,000 | 0.62% | PRN | |
| 36 | Mohican Financial Management, LLC | 3,000,000 | 3,141,000 | 0.50% | ||
| 37 | SYMPHONY ASSET MANAGEMENT LLC | 3,000,000 | 3,141,000 | 0.50% | PRN | |
| 38 | Jefferies Group LLC | 2,606,000 | 2,728,000 | 0.44% | PRN | |
| 39 | BASSO CAPITAL MANAGEMENT, L.P. | 2,200,000 | 2,294,000 | 0.37% | PRN | |
| 40 | Man Investments (CH) AG | 2,000,000 | 2,092,000 | 0.33% | PRN | |
| 41 | Cheyne Capital Management (UK) LLP | 2,000,000 | 2,089,000 | 0.33% | PRN | |
| 42 | BARCLAYS PLC | 1,921,000 | 1,997,000 | 0.32% | PRN | |
| 43 | AGF INVESTMENTS INC. | 1,204,000 | 1,256,000 | 0.20% | PRN | |
| 44 | RUSSELL FRANK CO/ | 1,000,000 | 1,049,000 | 0.17% | ||
| 45 | ACUITY INVESTMENT MANAGEMENT INC | 575,000 | 600,000 | 0.10% | PRN | |
| 46 | SUNTRUST BANKS INC | 276,000 | 288,000 | 0.05% | ||
| 47 | WELLINGTON MANAGEMENT GROUP LLP | 217,000 | 227,000 | 0.04% | PRN | |
| 48 | Neuberger Berman Group LLC | 90,000 | 94,000 | 0.01% | ||
| 49 | M&T BANK CORP | 65,000 | 68,000 | 0.01% | PRN | |
| 50 | STIFEL FINANCIAL CORP | 20,000 | 21,000 | 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.
