| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Advisors LLC | 65,668,000 | 64,870,000 | 5.64% | PRN | |
| 2 | WELLS FARGO & COMPANY/MN | 59,202,000 | 58,391,000 | 5.07% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 56,600,000 | 55,912,000 | 4.86% | ||
| 4 | AQR ARBITRAGE LLC | 56,115,000 | 55,659,000 | 4.84% | PRN | |
| 5 | CAMDEN ASSET MANAGEMENT L P /CA | 55,154,000 | 54,430,000 | 4.73% | PRN | |
| 6 | WHITEBOX ADVISORS LLC | 50,000,000 | 49,344,000 | 4.29% | PRN | |
| 7 | Allianz Asset Management GmbH | 49,710,000 | 49,064,000 | 4.26% | PRN | |
| 8 | FMR LLC | 46,500,000 | 45,890,000 | 3.99% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 46,273,000 | 45,736,000 | 3.97% | PRN | |
| 10 | Lombard Odier Asset Management (Europe) Ltd | 40,943,000 | 40,605,000 | 3.53% | PRN | |
| 11 | SOROS FUND MANAGEMENT LLC | 38,000,000 | 37,691,000 | 3.28% | PRN | |
| 12 | STEELHEAD PARTNERS LLC | 36,750,000 | 36,291,000 | 3.15% | PRN | |
| 13 | DISCOVERY CAPITAL MANAGEMENT, LLC / CT | 34,000,000 | 33,724,000 | 2.93% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 33,472,000 | 33,031,000 | 2.87% | PRN | |
| 15 | BESSEMER GROUP INC | 27,000,000 | 26,724,000 | 2.32% | PRN | |
| 16 | STATE STREET CORP | 26,600,000 | 26,258,000 | 2.28% | ||
| 17 | Ferox Capital Management LP | 25,100,000 | 24,834,000 | 2.16% | PRN | |
| 18 | Invesco Ltd. | 21,275,000 | 20,996,000 | 1.82% | PRN | |
| 19 | GOLDMAN SACHS GROUP INC | 19,983,000 | 19,721,000 | 1.71% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 19,800,000 | 19,574,000 | 1.70% | ||
| 21 | GLG Partners LP | 19,470,000 | 19,251,000 | 1.67% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 19,195,000 | 18,943,000 | 1.65% | PRN | |
| 23 | LAZARD ASSET MANAGEMENT LLC | 17,000,000 | 16,861,000 | 1.47% | PRN | |
| 24 | KOCH INDUSTRIES LLC | 16,675,000 | 16,446,000 | 1.43% | PRN | |
| 25 | VICTORY CAPITAL MANAGEMENT INC | 15,238,191 | 15,038,000 | 1.31% | PRN | |
| 26 | Polar Asset Management Partners Inc. | 15,000,000 | 14,823,000 | 1.29% | PRN | |
| 27 | BERKLEY W R CORP | 14,782,000 | 14,616,000 | 1.27% | PRN | |
| 28 | CQS Cayman LP | 13,000,000 | 12,842,000 | 1.12% | PRN | |
| 29 | Nicholas Investment Partners, LP | 12,390,000 | 12,227,000 | 1.06% | PRN | |
| 30 | CITIGROUP INC | 12,165,000 | 12,005,000 | 1.04% | PRN | |
| 31 | EDMOND DE ROTHSCHILD HOLDING S.A. | 11,861,000 | 11,719,000 | 1.02% | PRN | |
| 32 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 11,861,000 | 11,719,000 | 1.02% | PRN | |
| 33 | AXA S.A. | 11,000,000 | 10,856,000 | 0.94% | PRN | |
| 34 | GLAZER CAPITAL, LLC | 10,500,000 | 10,362,000 | 0.90% | PRN | |
| 35 | Daiwa Securities Group Inc. | 10,000,000 | 9,883,000 | 0.86% | PRN | |
| 36 | BARINGS LLC | 10,000,000 | 9,869,000 | 0.86% | ||
| 37 | Neuberger Berman Group LLC | 10,000,000 | 9,869,000 | 0.86% | PRN | |
| 38 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 10,000,000 | 9,868,000 | 0.86% | PRN | |
| 39 | PICTET ASSET MANAGEMENT LTD | 10,450,000 | 9,815,000 | 0.85% | ||
| 40 | SCOTIA CAPITAL INC. | 9,247,000 | 9,131,000 | 0.79% | ||
| 41 | TENOR CAPITAL MANAGEMENT Co., L.P. | 8,543,000 | 8,443,000 | 0.73% | PRN | |
| 42 | Alberta Investment Management Corp | 7,500,000 | 7,415,000 | 0.64% | PRN | |
| 43 | BNP PARIBAS FINANCIAL MARKETS | 6,914,000 | 6,823,288 | 0.59% | PRN | |
| 44 | BASSO CAPITAL MANAGEMENT, L.P. | 6,000,000 | 5,922,000 | 0.51% | PRN | |
| 45 | Candriam S.C.A. | 5,540 | 5,473,000 | 0.48% | PRN | |
| 46 | Myriad Asset Management Ltd. | 5,500,000 | 5,431,000 | 0.47% | PRN | |
| 47 | Passport Capital, LLC | 5,250,000 | 5,188,000 | 0.45% | PRN | |
| 48 | ROYAL BANK OF CANADA | 5,000,000 | 4,934,000 | 0.43% | PRN | |
| 49 | MORGAN STANLEY | 3,988,000 | 3,939,000 | 0.34% | PRN | |
| 50 | CREDIT AGRICOLE S A | 3,894,000 | 3,843,000 | 0.33% | 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.
