| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 75,982,000 | 87,146,000 | 11.60% | PRN | |
| 2 | Allianz Asset Management GmbH | 73,310,000 | 84,116,000 | 11.20% | PRN | |
| 3 | JPMORGAN CHASE & CO | 65,558,000 | 74,819,000 | 9.96% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 38,480,000 | 43,962,000 | 5.85% | PRN | |
| 5 | QVT Financial LP | 35,000,000 | 40,215,000 | 5.35% | PRN | |
| 6 | Sculptor Capital LP | 29,100,000 | 33,396,000 | 4.45% | PRN | |
| 7 | FRANKLIN RESOURCES INC | 22,500,000 | 25,664,000 | 3.42% | PRN | |
| 8 | AVIVA PLC | 22,000,000 | 25,243,000 | 3.36% | PRN | |
| 9 | Waterstone Capital Management, L.P. | 20,930,000 | 24,017,000 | 3.20% | PRN | |
| 10 | Fore Research & Management, LP | 20,500,000 | 23,446,000 | 3.12% | PRN | |
| 11 | Calamos Advisors LLC | 20,000,000 | 22,901,000 | 3.05% | PRN | |
| 12 | MORGAN STANLEY | 19,462,000 | 22,283,000 | 2.97% | PRN | |
| 13 | Assured Investment Management LLC | 18,000,000 | 20,680,000 | 2.75% | PRN | |
| 14 | CAPSTONE INVESTMENT ADVISORS, LLC | 18,000,000 | 20,611,000 | 2.74% | ||
| 15 | RWC Asset Management LLP | 15,250,000 | 17,457,000 | 2.32% | PRN | |
| 16 | ROYAL BANK OF CANADA | 14,168,000 | 16,169,000 | 2.15% | PRN | |
| 17 | CREDIT SUISSE AG/ | 11,381,000 | 12,989,000 | 1.73% | PRN | |
| 18 | Myriad Asset Management Ltd. | 10,000,000 | 11,466,000 | 1.53% | PRN | |
| 19 | Graham Capital Management, L.P. | 10,000,000 | 11,440,000 | 1.52% | ||
| 20 | SYMPHONY ASSET MANAGEMENT LLC | 10,000,000 | 11,413,000 | 1.52% | PRN | |
| 21 | BARCLAYS PLC | 10,007,000 | 11,408,000 | 1.52% | PRN | |
| 22 | GLG Partners LP | 9,870,000 | 11,304,000 | 1.51% | PRN | |
| 23 | CSS LLC/IL | 9,500,000 | 10,900,000 | 1.45% | PRN | |
| 24 | CREDIT AGRICOLE S A | 8,558,000 | 9,767,000 | 1.30% | PRN | |
| 25 | Jefferies Group LLC | 8,448,000 | 9,641,000 | 1.28% | PRN | |
| 26 | GOLDMAN SACHS GROUP INC | 7,445,000 | 8,497,000 | 1.13% | PRN | |
| 27 | CITIGROUP INC | 6,176,000 | 7,048,000 | 0.94% | PRN | |
| 28 | ONTARIO TEACHERS PENSION PLAN BOARD | 6,000,000 | 6,863,000 | 0.91% | PRN | |
| 29 | SHENKMAN CAPITAL MANAGEMENT INC | 5,611,000 | 6,439,000 | 0.86% | PRN | |
| 30 | Luxor Capital Group, LP | 5,000,000 | 5,706,000 | 0.76% | PRN | |
| 31 | DEUTSCHE BANK AG\ | 4,600,000 | 5,249,000 | 0.70% | Call | PRN |
| 32 | COASTLAND CAPITAL LLC | 4,000 | 4,598,000 | 0.61% | PRN | |
| 33 | Ionic Capital Management LLC | 4,000,000 | 4,577,000 | 0.61% | PRN | |
| 34 | LORD, ABBETT & CO. LLC | 4,000,000 | 4,575,000 | 0.61% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 3,233,000 | 3,689,000 | 0.49% | PRN | |
| 36 | AGF INVESTMENTS INC. | 3,059,000 | 3,462,000 | 0.46% | PRN | |
| 37 | Man Investments (CH) AG | 2,000,000 | 2,308,000 | 0.31% | PRN | |
| 38 | OAKTREE CAPITAL MANAGEMENT LP | 1,500,000 | 1,719,000 | 0.23% | PRN | |
| 39 | Cheyne Capital Management (UK) LLP | 1,000,000 | 1,145,000 | 0.15% | PRN | |
| 40 | RUSSELL FRANK CO/ | 1,000,000 | 1,144,000 | 0.15% | ||
| 41 | Counsel Portfolio Services Inc. | 735 | 843,000 | 0.11% | ||
| 42 | LINDEN ADVISORS LP | 279,000 | 320,000 | 0.04% | PRN | |
| 43 | SUNTRUST BANKS INC | 140,000 | 159,000 | 0.02% | ||
| 44 | BlackRock Fund Advisors | 125,000 | 143,000 | 0.02% | PRN | |
| 45 | Neuberger Berman Group LLC | 50,000 | 57,000 | 0.01% | ||
| 46 | M&T BANK CORP | 47,000 | 54,000 | 0.01% | PRN | |
| 47 | STIFEL FINANCIAL CORP | 20,000 | 23,000 | 0.00% | PRN | |
| 48 | BESSEMER GROUP INC | 16,000 | 18,000 | 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.
