| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 39,685,000 | 50,136,000 | 11.29% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 38,734,000 | 49,106,000 | 11.05% | PRN | |
| 3 | Allianz Asset Management GmbH | 38,515,000 | 48,580,000 | 10.94% | PRN | |
| 4 | Calamos Advisors LLC | 35,648,000 | 44,963,000 | 10.12% | PRN | |
| 5 | AQR ARBITRAGE LLC | 32,894,000 | 41,570,000 | 9.36% | PRN | |
| 6 | Invesco Ltd. | 19,900,000 | 25,049,000 | 5.64% | PRN | |
| 7 | CQS Cayman LP | 17,500,000 | 22,225,000 | 5.00% | PRN | |
| 8 | THRIVENT FINANCIAL FOR LUTHERANS | 11,010,000 | 13,914,000 | 3.13% | ||
| 9 | LORD, ABBETT & CO. LLC | 10,068,000 | 12,723,000 | 2.86% | PRN | |
| 10 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 12,588,000 | 2.83% | PRN | |
| 11 | PRUDENTIAL PLC | 9,335,000 | 11,535,000 | 2.60% | ||
| 12 | AXA S.A. | 9,000,000 | 11,329,000 | 2.55% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 8,743,000 | 11,005,000 | 2.48% | PRN | |
| 14 | CAMDEN ASSET MANAGEMENT L P /CA | 7,400,000 | 9,315,000 | 2.10% | PRN | |
| 15 | PUTNAM INVESTMENTS LLC | 6,500,000 | 8,182,000 | 1.84% | ||
| 16 | CREDIT SUISSE AG/ | 6,155,000 | 7,748,000 | 1.74% | PRN | |
| 17 | BNP Paribas Asset Management Holding S.A. | 6,000,000 | 7,597,000 | 1.71% | PRN | |
| 18 | Nicholas Investment Partners, LP | 5,950,000 | 7,490,000 | 1.69% | PRN | |
| 19 | SHENKMAN CAPITAL MANAGEMENT INC | 5,826,000 | 7,363,000 | 1.66% | PRN | |
| 20 | Man Investments (CH) AG | 5,300,000 | 6,718,000 | 1.51% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 4,790,000 | 6,031,000 | 1.36% | PRN | |
| 22 | JPMORGAN CHASE & CO | 4,396,000 | 5,565,000 | 1.25% | PRN | |
| 23 | Polar Capital LLP | 3,675,000 | 4,627,000 | 1.04% | ||
| 24 | GLG Partners LP | 2,500,000 | 3,164,000 | 0.71% | PRN | |
| 25 | BARCLAYS PLC | 1,937,000 | 2,438,000 | 0.55% | PRN | |
| 26 | BASSO CAPITAL MANAGEMENT, L.P. | 1,750,000 | 2,206,000 | 0.50% | PRN | |
| 27 | METROPOLITAN LIFE INSURANCE CO/NY | 1,635,000 | 2,062,000 | 0.46% | ||
| 28 | NOMURA HOLDINGS INC | 1,509,000 | 1,909,000 | 0.43% | PRN | |
| 29 | Compagnie Lombard Odier SCmA | 1,280,000 | 1,620,000 | 0.36% | PRN | |
| 30 | Jefferies Group LLC | 1,115,000 | 1,403,000 | 0.32% | PRN | |
| 31 | SG Americas Securities, LLC | 10,490 | 1,326,000 | 0.30% | PRN | |
| 32 | Lombard Odier Asset Management (Europe) Ltd | 640,000 | 810,000 | 0.18% | PRN | |
| 33 | ZAZOVE ASSOCIATES LLC | 560,000 | 708,000 | 0.16% | PRN | |
| 34 | BANK OF AMERICA CORP /DE/ | 361,000 | 455,000 | 0.10% | PRN | |
| 35 | GOLDMAN SACHS GROUP INC | 249,000 | 313,000 | 0.07% | PRN | |
| 36 | Lombard Odier Asset Management (Switzerland) SA | 220,000 | 279,000 | 0.06% | PRN | |
| 37 | BlackRock Fund Advisors | 50,000 | 63,000 | 0.01% | PRN | |
| 38 | WELLS FARGO & COMPANY/MN | 34,000 | 43,000 | 0.01% | PRN | |
| 39 | CITIGROUP INC | 26,000 | 33,000 | 0.01% | PRN | |
| 40 | ADVISOR GROUP, INC. | 15 | 20,000 | 0.00% | PRN | |
| 41 | M&T BANK CORP | 15,000 | 19,000 | 0.00% | PRN | |
| 42 | MORGAN STANLEY | 14,000 | 17,000 | 0.00% | PRN | |
| 43 | MSI Financial Services Inc | 5,000 | 6,000 | 0.00% | ||
| 44 | ROYAL BANK OF CANADA | 2,000 | 3,000 | 0.00% | PRN | |
| 45 | UBS Group AG | 1,000 | 1,000 | 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.
