| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 37,919,000 | 44,081,000 | 10.53% | PRN | |
| 2 | Calamos Advisors LLC | 35,648,000 | 41,486,000 | 9.91% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,434,000 | 37,678,000 | 9.00% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 30,034,000 | 34,971,000 | 8.35% | PRN | |
| 5 | Allianz Asset Management GmbH | 28,465,000 | 33,073,000 | 7.90% | PRN | |
| 6 | Invesco Ltd. | 19,900,000 | 23,034,000 | 5.50% | PRN | |
| 7 | CAMDEN ASSET MANAGEMENT L P /CA | 17,400,000 | 20,141,000 | 4.81% | PRN | |
| 8 | CQS Cayman LP | 16,518,000 | 19,264,000 | 4.60% | PRN | |
| 9 | LOOMIS SAYLES & CO L P | 197,771 | 16,524,000 | 3.95% | ||
| 10 | THRIVENT FINANCIAL FOR LUTHERANS | 14,110,000 | 16,429,000 | 3.92% | ||
| 11 | ZAZOVE ASSOCIATES LLC | 12,410,000 | 14,458,000 | 3.45% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 9,975,000 | 11,545,000 | 2.76% | PRN | |
| 13 | AXA S.A. | 9,000,000 | 10,418,000 | 2.49% | PRN | |
| 14 | PUTNAM INVESTMENTS LLC | 7,337,000 | 8,493,000 | 2.03% | ||
| 15 | PRUDENTIAL PLC | 7,125,000 | 8,247,000 | 1.97% | ||
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 6,175,000 | 7,167,000 | 1.71% | PRN | |
| 17 | BNP Paribas Asset Management Holding S.A. | 6,000,000 | 6,967,000 | 1.66% | PRN | |
| 18 | SHENKMAN CAPITAL MANAGEMENT INC | 5,990,000 | 6,963,000 | 1.66% | PRN | |
| 19 | Nicholas Investment Partners, LP | 5,950,000 | 6,887,000 | 1.65% | PRN | |
| 20 | LORD, ABBETT & CO. LLC | 5,096,000 | 5,924,000 | 1.42% | PRN | |
| 21 | GLG Partners LP | 5,000,000 | 5,812,000 | 1.39% | PRN | |
| 22 | CREDIT SUISSE AG/ | 4,680,000 | 5,418,000 | 1.29% | PRN | |
| 23 | JPMORGAN CHASE & CO | 4,396,000 | 5,107,000 | 1.22% | PRN | |
| 24 | Man Investments (CH) AG | 4,300,000 | 5,010,000 | 1.20% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 3,748,000 | 4,340,000 | 1.04% | PRN | |
| 26 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 2,750,000 | 3,195,000 | 0.76% | PRN | |
| 27 | WELLS FARGO & COMPANY/MN | 2,464,000 | 2,892,000 | 0.69% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 1,774,000 | 2,053,000 | 0.49% | PRN | |
| 29 | BNP PARIBAS FINANCIAL MARKETS | 1,725,000 | 1,996,688 | 0.48% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 1,497,000 | 1,732,000 | 0.41% | PRN | |
| 31 | METROPOLITAN LIFE INSURANCE CO/NY | 1,400,000 | 1,624,000 | 0.39% | ||
| 32 | Compagnie Lombard Odier SCmA | 1,280,000 | 1,492,000 | 0.36% | PRN | |
| 33 | SG Americas Securities, LLC | 10,490 | 1,219,000 | 0.29% | PRN | |
| 34 | TENOR CAPITAL MANAGEMENT Co., L.P. | 1,000,000 | 1,169,000 | 0.28% | PRN | |
| 35 | Lombard Odier Asset Management (Europe) Ltd | 640,000 | 744,000 | 0.18% | PRN | |
| 36 | BARCLAYS PLC | 403,000 | 466,000 | 0.11% | PRN | |
| 37 | Lombard Odier Asset Management (Switzerland) SA | 220,000 | 256,000 | 0.06% | PRN | |
| 38 | Natixis Investment Managers International | 160 | 187,000 | 0.04% | ||
| 39 | BlackRock Fund Advisors | 58,000 | 67,000 | 0.02% | PRN | |
| 40 | MORGAN STANLEY | 22,000 | 25,000 | 0.01% | PRN | |
| 41 | M&T BANK CORP | 13,000 | 15,000 | 0.00% | PRN | |
| 42 | ADVISOR GROUP, INC. | 11 | 13,000 | 0.00% | PRN | |
| 43 | CITIGROUP INC | 6,000 | 7,000 | 0.00% | PRN | |
| 44 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 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.
