| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Lombard Odier Asset Management (Europe) Ltd | 145,600,000 | 154,741,000 | 11.58% | PRN | |
| 2 | Invesco Ltd. | 124,824,000 | 131,612,000 | 9.85% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 122,050,000 | 128,948,000 | 9.65% | PRN | |
| 4 | PRUDENTIAL PLC | 115,080,000 | 121,337,000 | 9.08% | ||
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 112,001,000 | 117,888,000 | 8.82% | PRN | |
| 6 | JPMORGAN CHASE & CO | 80,845,000 | 86,707,000 | 6.49% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 57,258,000 | 60,371,000 | 4.52% | PRN | |
| 8 | CREDIT SUISSE AG/ | 44,884,000 | 47,325,000 | 3.54% | PRN | |
| 9 | AXA S.A. | 39,000,000 | 41,121,000 | 3.08% | PRN | |
| 10 | RWC Asset Management LLP | 38,650,000 | 40,674,000 | 3.04% | PRN | |
| 11 | BNP Paribas Asset Management Holding S.A. | 34,000,000 | 35,915,000 | 2.69% | PRN | |
| 12 | AVIVA PLC | 31,000,000 | 33,248,000 | 2.49% | PRN | |
| 13 | MORGAN STANLEY | 31,440,000 | 33,118,000 | 2.48% | PRN | |
| 14 | BARINGS LLC | 30,000,000 | 31,631,000 | 2.37% | PRN | |
| 15 | Allianz Asset Management GmbH | 28,650,000 | 30,727,000 | 2.30% | PRN | |
| 16 | Calamos Advisors LLC | 27,522,000 | 28,964,000 | 2.17% | PRN | |
| 17 | VICTORY CAPITAL MANAGEMENT INC | 20,373,453 | 21,481,000 | 1.61% | PRN | |
| 18 | SHENKMAN CAPITAL MANAGEMENT INC | 18,495,000 | 19,550,000 | 1.46% | PRN | |
| 19 | INCOME RESEARCH & MANAGEMENT | 18,044,000 | 19,025,000 | 1.42% | PRN | |
| 20 | MACKAY SHIELDS LLC | 17,592,000 | 18,637,000 | 1.39% | PRN | |
| 21 | GLG Partners LP | 16,000,000 | 16,853,000 | 1.26% | PRN | |
| 22 | AMUNDI ASSET MANAGEMENT US, INC. | 13,660,000 | 14,403,000 | 1.08% | ||
| 23 | SSI INVESTMENT MANAGEMENT LLC | 11,834,000 | 12,474,000 | 0.93% | PRN | |
| 24 | CREDIT AGRICOLE S A | 9,120,000 | 9,616,000 | 0.72% | PRN | |
| 25 | JUPITER ASSET MANAGEMENT LTD | 7,200,000 | 7,722,000 | 0.58% | PRN | |
| 26 | PICTET ASSET MANAGEMENT LTD | 6,300,000 | 6,630,000 | 0.50% | ||
| 27 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 6,000,000 | 6,359,000 | 0.48% | PRN | |
| 28 | EDMOND DE ROTHSCHILD HOLDING S.A. | 6,000,000 | 6,359,000 | 0.48% | PRN | |
| 29 | Polar Capital LLP | 5,100,000 | 5,405,000 | 0.40% | ||
| 30 | CITADEL ADVISORS LLC | 5,000,000 | 5,283,000 | 0.40% | PRN | |
| 31 | GOLDMAN SACHS GROUP INC | 4,361,000 | 4,598,000 | 0.34% | PRN | |
| 32 | CONNING INC. | 3,600,000 | 3,780,000 | 0.28% | PRN | |
| 33 | RUSSELL FRANK CO/ | 3,552,000 | 3,763,000 | 0.28% | ||
| 34 | CAMDEN ASSET MANAGEMENT L P /CA | 3,500,000 | 3,690,000 | 0.28% | PRN | |
| 35 | BANK OF AMERICA CORP /DE/ | 3,325,000 | 3,566,000 | 0.27% | PRN | |
| 36 | VICTORY CAPITAL MANAGEMENT INC | 3,332,000 | 3,513,000 | 0.26% | ||
| 37 | FLOSSBACH VON STORCH SE | 3,000,000 | 3,164,000 | 0.24% | PRN | |
| 38 | Cheyne Capital Management (UK) LLP | 3,000,000 | 3,157,000 | 0.24% | PRN | |
| 39 | Jabre Capital Partners S.A. | 2,650,000 | 2,802,000 | 0.21% | PRN | |
| 40 | THRIVENT FINANCIAL FOR LUTHERANS | 1,700,000 | 1,801,000 | 0.13% | ||
| 41 | LAFFER TENGLER INVESTMENTS, INC. | 1,578 | 1,673,016 | 0.13% | PRN | |
| 42 | Bank of New York Mellon Corp | 1,500,000 | 1,609,000 | 0.12% | ||
| 43 | KEYBANK NATIONAL ASSOCIATION/OH | 1,324,000 | 1,396,000 | 0.10% | ||
| 44 | LORD, ABBETT & CO. LLC | 1,260,000 | 1,335,000 | 0.10% | PRN | |
| 45 | MACQUARIE GROUP LTD | 900,000 | 947,000 | 0.07% | PRN | |
| 46 | NORTHERN TRUST CORP | 559,000 | 589,000 | 0.04% | ||
| 47 | SUNTRUST BANKS INC | 331,000 | 348,000 | 0.03% | ||
| 48 | BlackRock Fund Advisors | 250,000 | 264,000 | 0.02% | PRN | |
| 49 | SEI INVESTMENTS CO | 230,000 | 243,000 | 0.02% | ||
| 50 | WELLS FARGO & COMPANY/MN | 170,000 | 179,000 | 0.01% | 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.
