| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 76,050,000 | 90,880,000 | 14.50% | PRN | |
| 2 | STEELHEAD PARTNERS LLC | 43,845,000 | 52,258,000 | 8.34% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 30,100,000 | 35,970,000 | 5.74% | PRN | |
| 4 | CQS Cayman LP | 30,000,000 | 35,755,000 | 5.70% | PRN | |
| 5 | SYMPHONY ASSET MANAGEMENT LLC | 27,538,000 | 32,908,000 | 5.25% | PRN | |
| 6 | JPMORGAN CHASE & CO | 26,502,000 | 31,656,000 | 5.05% | PRN | |
| 7 | Calamos Advisors LLC | 21,099,000 | 25,163,000 | 4.01% | PRN | |
| 8 | MINT TOWER CAPITAL MANAGEMENT B.V. | 20,000,000 | 23,834,000 | 3.80% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 18,550,000 | 22,075,000 | 3.52% | PRN | |
| 10 | STATE STREET CORP | 17,850,000 | 21,220,000 | 3.39% | ||
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 17,244,000 | 20,520,000 | 3.27% | ||
| 12 | Carlson Capital, L.P. | 16,506,000 | 19,691,000 | 3.14% | PRN | |
| 13 | UBS Group AG | 15,325,000 | 18,237,000 | 2.91% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 15,253,000 | 18,150,000 | 2.90% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 15,000,000 | 17,925,000 | 2.86% | PRN | |
| 16 | ZAZOVE ASSOCIATES LLC | 14,400,000 | 17,145,000 | 2.74% | PRN | |
| 17 | Allianz Asset Management GmbH | 14,230,000 | 16,998,000 | 2.71% | PRN | |
| 18 | OPERA TRADING CAPITAL | 12,500,000 | 14,905,000 | 2.38% | PRN | |
| 19 | Paloma Partners Management Co | 10,835,000 | 12,920,000 | 2.06% | PRN | |
| 20 | CREDIT SUISSE AG/ | 9,384,000 | 11,167,000 | 1.78% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 8,071,000 | 9,604,000 | 1.53% | PRN | |
| 22 | Jabre Capital Partners S.A. | 6,500,000 | 7,743,000 | 1.24% | PRN | |
| 23 | Nicholas Investment Partners, LP | 6,225,000 | 7,408,000 | 1.18% | PRN | |
| 24 | Verition Fund Management LLC | 5,500,000 | 6,573,000 | 1.05% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 5,253,000 | 6,251,000 | 1.00% | PRN | |
| 26 | GAM Holding AG | 5,000,000 | 5,965,000 | 0.95% | PRN | |
| 27 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 4,500,000 | 5,397,000 | 0.86% | PRN | |
| 28 | RWC Asset Management LLP | 4,050,000 | 4,864,000 | 0.78% | PRN | |
| 29 | Ionic Capital Management LLC | 4,000,000 | 4,773,000 | 0.76% | PRN | |
| 30 | MORGAN STANLEY | 3,883,000 | 4,622,000 | 0.74% | PRN | |
| 31 | ROYAL BANK OF CANADA | 3,500,000 | 4,165,000 | 0.66% | PRN | |
| 32 | CREDIT AGRICOLE S A | 2,808,000 | 3,342,000 | 0.53% | PRN | |
| 33 | Man Investments (CH) AG | 2,700,000 | 3,216,000 | 0.51% | PRN | |
| 34 | MIZUHO SECURITIES USA LLC | 2,516,000 | 3,096,000 | 0.49% | ||
| 35 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,500,000 | 2,988,000 | 0.48% | PRN | |
| 36 | EDMOND DE ROTHSCHILD HOLDING S.A. | 2,050,000 | 2,450,000 | 0.39% | PRN | |
| 37 | SSI INVESTMENT MANAGEMENT LLC | 1,604,000 | 1,908,000 | 0.30% | PRN | |
| 38 | BlackRock Finance, Inc. | 742,000 | 883,000 | 0.14% | PRN | |
| 39 | WELLS FARGO & COMPANY/MN | 542,000 | 640,000 | 0.10% | PRN | |
| 40 | BNP PARIBAS FINANCIAL MARKETS | 500,000 | 595,000 | 0.09% | PRN | |
| 41 | Bank of New York Mellon Corp | 350,000 | 418,000 | 0.07% | ||
| 42 | BARCLAYS PLC | 166,000 | 198,000 | 0.03% | PRN | |
| 43 | SG Americas Securities, LLC | 1,500 | 179,000 | 0.03% | PRN | |
| 44 | Penn Capital Management Company, LLC | 90,000 | 107,000 | 0.02% | PRN | |
| 45 | Calamos Wealth Management LLC | 41,000 | 49,000 | 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.
