| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Lombard Odier Asset Management (Europe) Ltd | 52,750,000 | 56,046,000 | 13.16% | PRN | |
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 34,838,000 | 37,209,000 | 8.74% | PRN | |
| 3 | Invesco Ltd. | 33,026,000 | 35,131,000 | 8.25% | ||
| 4 | Sculptor Capital LP | 30,557,000 | 32,693,000 | 7.68% | PRN | |
| 5 | SHENKMAN CAPITAL MANAGEMENT INC | 25,770,000 | 27,606,000 | 6.48% | PRN | |
| 6 | LOOMIS SAYLES & CO L P | 352,752 | 23,483,000 | 5.51% | ||
| 7 | GOLDMAN SACHS GROUP INC | 16,832,000 | 17,975,000 | 4.22% | PRN | |
| 8 | LINDEN ADVISORS LP | 16,071,000 | 17,165,000 | 4.03% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 14,694,000 | 15,630,000 | 3.67% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 14,011,000 | 14,940,000 | 3.51% | PRN | |
| 11 | TENOR CAPITAL MANAGEMENT Co., L.P. | 13,378,000 | 14,324,000 | 3.36% | PRN | |
| 12 | JUPITER ASSET MANAGEMENT LTD | 12,000,000 | 12,842,520 | 3.02% | PRN | |
| 13 | MUFG Securities EMEA plc | 9,247,000 | 9,867,936 | 2.32% | PRN | |
| 14 | BESSEMER GROUP INC | 9,000,000 | 9,596,000 | 2.25% | ||
| 15 | Ferox Capital Management LP | 8,558,000 | 9,186,000 | 2.16% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 7,846,000 | 8,346,000 | 1.96% | PRN | |
| 17 | ONTARIO TEACHERS PENSION PLAN BOARD | 6,500,000 | 6,947,000 | 1.63% | PRN | |
| 18 | JPMORGAN CHASE & CO | 6,521,000 | 6,937,000 | 1.63% | PRN | |
| 19 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 6,355,000 | 6,804,000 | 1.60% | PRN | |
| 20 | NOMURA HOLDINGS INC | 5,769,000 | 6,156,000 | 1.45% | PRN | |
| 21 | DEUTSCHE BANK AG\ | 5,119,000 | 5,444,000 | 1.28% | PRN | |
| 22 | KORNITZER CAPITAL MANAGEMENT INC /KS | 4,500,000 | 4,787,000 | 1.12% | PRN | |
| 23 | EDGE ASSET MANAGEMENT, INC | 4,225,000 | 4,495,000 | 1.06% | PRN | |
| 24 | CAMDEN ASSET MANAGEMENT L P /CA | 3,700,000 | 3,936,000 | 0.92% | PRN | |
| 25 | TD Securities (USA) LLC | 3,500,000 | 3,711,000 | 0.87% | PRN | |
| 26 | Grantham, Mayo, Van Otterloo & Co. LLC | 3,000,000 | 3,192,000 | 0.75% | PRN | |
| 27 | Pomelo Capital LLC | 2,860,000 | 3,057,000 | 0.72% | PRN | |
| 28 | Bank of New York Mellon Corp | 2,750,000 | 2,943,000 | 0.69% | ||
| 29 | Scepter Holdings, Inc. | 2,500,000 | 2,656,000 | 0.62% | PRN | |
| 30 | AMUNDI ASSET MANAGEMENT US, INC. | 2,261,000 | 2,405,000 | 0.56% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 2,179,000 | 2,318,000 | 0.54% | PRN | |
| 32 | CINCINNATI INSURANCE CO | 2,131,000 | 2,267,000 | 0.53% | PRN | |
| 33 | FMR LLC | 2,086,000 | 2,219,000 | 0.52% | PRN | |
| 34 | CREDIT AGRICOLE S A | 2,022,000 | 2,151,000 | 0.51% | PRN | |
| 35 | Compagnie Lombard Odier SCmA | 1,900,000 | 2,029,000 | 0.48% | PRN | |
| 36 | THRIVENT FINANCIAL FOR LUTHERANS | 1,625,000 | 1,737,000 | 0.41% | ||
| 37 | CREDIT SUISSE AG/ | 1,381,000 | 1,469,000 | 0.34% | PRN | |
| 38 | Lombard Odier Asset Management (Switzerland) SA | 1,000,000 | 1,067,000 | 0.25% | PRN | |
| 39 | SANDLER CAPITAL MANAGEMENT | 1,000,000 | 1,064,000 | 0.25% | PRN | |
| 40 | Cutler Capital Management, LLC | 787,000 | 840,000 | 0.20% | PRN | |
| 41 | SUNTRUST BANKS INC | 689,000 | 731,000 | 0.17% | ||
| 42 | Jefferies Group LLC | 565,000 | 601,000 | 0.14% | PRN | |
| 43 | WATER ISLAND CAPITAL LLC | 500,000 | 531,875 | 0.12% | PRN | |
| 44 | MORGAN STANLEY | 285,000 | 302,000 | 0.07% | PRN | |
| 45 | BARCLAYS PLC | 250,000 | 265,000 | 0.06% | PRN | |
| 46 | Neuberger Berman Group LLC | 201,000 | 214,000 | 0.05% | PRN | |
| 47 | IRON Financial LLC | 170,000 | 181,000 | 0.04% | ||
| 48 | PRUDENTIAL PLC | 13,676,000 | 145,000 | 0.03% | ||
| 49 | CITIGROUP INC | 131,000 | 139,000 | 0.03% | PRN | |
| 50 | ROYAL BANK OF CANADA | 64,000 | 68,000 | 0.02% | 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.
