| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | FMR LLC | 101,950,000 | 102,409,000 | 13.99% | PRN | |
| 2 | HBK INVESTMENTS L P | 85,000,000 | 85,400,000 | 11.67% | PRN | |
| 3 | RIVERHEAD CAPITAL MANAGEMENT LLC | 55,064,000 | 55,203,000 | 7.54% | ||
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 51,344,000 | 51,599,000 | 7.05% | PRN | |
| 5 | LORD, ABBETT & CO. LLC | 48,687,000 | 48,870,000 | 6.68% | PRN | |
| 6 | OSTERWEIS CAPITAL MANAGEMENT INC | 38,500,000 | 38,548,000 | 5.27% | PRN | |
| 7 | TD ASSET MANAGEMENT INC | 30,000,000 | 30,225,000 | 4.13% | ||
| 8 | AXA S.A. | 29,000,000 | 29,036,000 | 3.97% | PRN | |
| 9 | Calamos Advisors LLC | 25,215,000 | 25,339,000 | 3.46% | PRN | |
| 10 | JPMORGAN CHASE & CO | 22,123,000 | 22,151,000 | 3.03% | PRN | |
| 11 | CQS Cayman LP | 19,000,000 | 19,159,000 | 2.62% | PRN | |
| 12 | STATE STREET CORP | 18,437,000 | 18,581,000 | 2.54% | ||
| 13 | INCOME RESEARCH & MANAGEMENT | 18,532,000 | 18,555,000 | 2.54% | PRN | |
| 14 | HSBC HOLDINGS PLC | 175,000 | 17,557,000 | 2.40% | ||
| 15 | Radcliffe Capital Management, L.P. | 15,884,000 | 15,967,000 | 2.18% | PRN | |
| 16 | BlueCrest Capital Management LLP | 15,000,000 | 15,124,000 | 2.07% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 14,961,000 | 14,975,000 | 2.05% | PRN | |
| 18 | Kohlberg Kravis Roberts & Co. L.P. | 14,500,000 | 14,558,000 | 1.99% | PRN | |
| 19 | FIL Ltd | 14,270,000 | 14,334,000 | 1.96% | PRN | |
| 20 | Invesco Ltd. | 13,050,000 | 13,066,000 | 1.79% | ||
| 21 | Carlson Capital, L.P. | 12,000,000 | 12,057,000 | 1.65% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 10,000,000 | 10,049,000 | 1.37% | PRN | |
| 23 | ZAZOVE ASSOCIATES LLC | 8,950,000 | 8,997,000 | 1.23% | PRN | |
| 24 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,500,000 | 7,563,000 | 1.03% | PRN | |
| 25 | CONNING INC. | 7,000,000 | 7,017,000 | 0.96% | PRN | |
| 26 | UBS AG | 6,411,000 | 6,419,000 | 0.88% | PRN | |
| 27 | Scepter Holdings, Inc. | 5,000,000 | 5,013,000 | 0.69% | PRN | |
| 28 | Magnetar Financial LLC | 3,000,000 | 3,015,000 | 0.41% | PRN | |
| 29 | CREDIT AGRICOLE S A | 2,300,000 | 2,303,000 | 0.31% | PRN | |
| 30 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 2,190,000 | 2,193,000 | 0.30% | ||
| 31 | Paloma Partners Management Co | 2,073,000 | 2,083,000 | 0.28% | PRN | |
| 32 | Jefferies Group LLC | 1,950,000 | 1,952,000 | 0.27% | PRN | |
| 33 | BNP Paribas Asset Management Holding S.A. | 1,780,000 | 1,781,000 | 0.24% | PRN | |
| 34 | Ameritas Investment Partners, Inc. | 1,660,000 | 1,662,000 | 0.23% | PRN | |
| 35 | RAYMOND JAMES & ASSOCIATES | 1,650,000 | 1,657,000 | 0.23% | PRN | |
| 36 | MORGAN STANLEY | 1,646,000 | 1,650,000 | 0.23% | PRN | |
| 37 | Compagnie Lombard Odier SCmA | 1,250,000 | 1,260,000 | 0.17% | PRN | |
| 38 | GOLDMAN SACHS GROUP INC | 1,116,000 | 1,117,000 | 0.15% | PRN | |
| 39 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,004,000 | 0.14% | PRN | |
| 40 | SSI INVESTMENT MANAGEMENT LLC | 919,000 | 920,000 | 0.13% | PRN | |
| 41 | Cutler Capital Management, LLC | 680,000 | 681,000 | 0.09% | PRN | |
| 42 | AQR CAPITAL MANAGEMENT LLC | 500,000 | 502,000 | 0.07% | PRN | |
| 43 | ROYAL BANK OF CANADA | 200,000 | 200,000 | 0.03% | PRN | |
| 44 | CITIGROUP INC | 55,000 | 55,000 | 0.01% | PRN | |
| 45 | GLENMEDE TRUST CO NA | 13,000 | 13,000 | 0.00% | ||
| 46 | BANK OF MONTREAL /CAN/ | 6,500,000 | 0 | 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.
