| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 199,760,000 | 24.18% | ||
| 2 | FMR LLC | 87,660,000 | 87,550,000 | 10.60% | PRN | |
| 3 | KILLEN GROUP INC | 60,977,000 | 60,901,000 | 7.37% | PRN | |
| 4 | AMUNDI ASSET MANAGEMENT US, INC. | 59,435,000 | 59,361,000 | 7.19% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 46,244,000 | 46,440,000 | 5.62% | PRN | |
| 6 | NOMURA HOLDINGS INC | 331,100 | 33,226,000 | 4.02% | Put | |
| 7 | SHENKMAN CAPITAL MANAGEMENT INC | 25,255,000 | 25,444,000 | 3.08% | PRN | |
| 8 | MACKAY SHIELDS LLC | 22,590,000 | 22,644,000 | 2.74% | PRN | |
| 9 | AMERIPRISE FINANCIAL INC | 21,682,000 | 21,655,000 | 2.62% | PRN | |
| 10 | MORGAN STANLEY | 20,496,000 | 20,549,000 | 2.49% | PRN | |
| 11 | LOOMIS SAYLES & CO L P | 1,089,177 | 20,444,000 | 2.48% | ||
| 12 | BESSEMER GROUP INC | 17,000,000 | 17,021,000 | 2.06% | ||
| 13 | STEELHEAD PARTNERS LLC | 15,971,000 | 16,031,000 | 1.94% | PRN | |
| 14 | NOMURA HOLDINGS INC | 150,200 | 15,073,000 | 1.82% | Call | |
| 15 | CREDIT AGRICOLE S A | 14,249,000 | 14,231,000 | 1.72% | PRN | |
| 16 | FRANKLIN RESOURCES INC | 13,400,000 | 13,450,000 | 1.63% | PRN | |
| 17 | Invesco Ltd. | 10,900,000 | 10,886,000 | 1.32% | ||
| 18 | Hudson Bay Capital Management LP | 10,800,000 | 10,854,000 | 1.31% | PRN | |
| 19 | THRIVENT FINANCIAL FOR LUTHERANS | 10,650,000 | 10,690,000 | 1.29% | ||
| 20 | OAKTREE CAPITAL MANAGEMENT LP | 10,000,000 | 10,084,000 | 1.22% | PRN | |
| 21 | FLOSSBACH VON STORCH SE | 9,500,000 | 9,589,000 | 1.16% | PRN | |
| 22 | KORNITZER CAPITAL MANAGEMENT INC /KS | 9,500,000 | 9,488,000 | 1.15% | PRN | |
| 23 | BlackRock Group LTD | 8,615,000 | 8,604,000 | 1.04% | PRN | |
| 24 | JPMORGAN CHASE & CO | 8,602,000 | 8,591,000 | 1.04% | PRN | |
| 25 | SOROS FUND MANAGEMENT LLC | 6,000,000 | 6,023,000 | 0.73% | PRN | |
| 26 | Jefferies Group LLC | 5,700,000 | 5,693,000 | 0.69% | PRN | |
| 27 | GAM Holding AG | 5,000,000 | 5,041,000 | 0.61% | PRN | |
| 28 | MIZUHO SECURITIES USA LLC | 4,816,000 | 4,830,000 | 0.58% | ||
| 29 | DEUTSCHE BANK AG\ | 4,404,000 | 4,398,000 | 0.53% | PRN | |
| 30 | GOLDMAN SACHS GROUP INC | 4,218,000 | 4,213,000 | 0.51% | PRN | |
| 31 | VICTORY CAPITAL MANAGEMENT INC | 4,063,563 | 4,059,000 | 0.49% | ||
| 32 | CAMDEN ASSET MANAGEMENT L P /CA | 4,050,000 | 4,045,000 | 0.49% | PRN | |
| 33 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 4,000,000 | 4,015,000 | 0.49% | PRN | |
| 34 | Lombard Odier Asset Management (Europe) Ltd | 3,900,000 | 3,902,000 | 0.47% | PRN | |
| 35 | WELLS FARGO & COMPANY/MN | 3,182,000 | 3,179,000 | 0.38% | PRN | |
| 36 | AXA S.A. | 3,000,000 | 2,996,000 | 0.36% | PRN | |
| 37 | Bank of New York Mellon Corp | 2,906,000 | 2,920,000 | 0.35% | ||
| 38 | MANAGED ACCOUNT ADVISORS LLC | 2,774,000 | 2,771,000 | 0.34% | PRN | |
| 39 | Radcliffe Capital Management, L.P. | 2,000,000 | 2,010,000 | 0.24% | PRN | |
| 40 | AQR CAPITAL MANAGEMENT LLC | 2,000,000 | 2,007,000 | 0.24% | PRN | |
| 41 | NOMURA HOLDINGS INC | 1,793,000 | 1,799,000 | 0.22% | PRN | |
| 42 | BANK OF AMERICA CORP /DE/ | 1,702,000 | 1,700,000 | 0.21% | PRN | |
| 43 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 1,500,000 | 1,506,000 | 0.18% | PRN | |
| 44 | CONNING INC. | 1,050,000 | 1,055,000 | 0.13% | PRN | |
| 45 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 1,004,000 | 0.12% | PRN | |
| 46 | CREDIT SUISSE AG/ | 805,000 | 805,000 | 0.10% | PRN | |
| 47 | CITIGROUP INC | 651,000 | 650,000 | 0.08% | PRN | |
| 48 | SUNTRUST BANKS INC | 536,000 | 534,000 | 0.06% | ||
| 49 | Stanley-Laman Group, Ltd. | 515,000 | 517,000 | 0.06% | PRN | |
| 50 | BlackRock Finance, Inc. | 290,000 | 290,000 | 0.04% | 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.
