| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 87,608,000 | 95,056,000 | 13.95% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 74,115,000 | 80,702,000 | 11.84% | PRN | |
| 3 | Calamos Advisors LLC | 53,765,000 | 58,520,000 | 8.59% | PRN | |
| 4 | JPMORGAN CHASE & CO | 44,135,000 | 48,300,000 | 7.09% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 39,475,000 | 42,885,000 | 6.29% | PRN | |
| 6 | NINE MASTS CAPITAL Ltd | 30,000,000 | 32,663,000 | 4.79% | PRN | |
| 7 | CREDIT SUISSE AG/ | 26,455,000 | 28,671,000 | 4.21% | PRN | |
| 8 | AVIVA PLC | 25,000,000 | 27,220,000 | 3.99% | PRN | |
| 9 | MORGAN STANLEY | 20,943,000 | 22,814,000 | 3.35% | PRN | |
| 10 | Fore Research & Management, LP | 20,000,000 | 21,775,000 | 3.19% | PRN | |
| 11 | Allianz Asset Management GmbH | 16,265,000 | 17,800,000 | 2.61% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 15,560,000 | 16,913,000 | 2.48% | PRN | |
| 13 | CREDIT AGRICOLE S A | 14,958,000 | 16,211,000 | 2.38% | PRN | |
| 14 | QVT Financial LP | 13,000,000 | 14,166,000 | 2.08% | PRN | |
| 15 | EDMOND DE ROTHSCHILD HOLDING S.A. | 9,500,000 | 10,344,000 | 1.52% | PRN | |
| 16 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 9,500,000 | 10,344,000 | 1.52% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,500,000 | 10,343,000 | 1.52% | ||
| 18 | GLG Partners LP | 9,390,000 | 10,208,000 | 1.50% | PRN | |
| 19 | SYMPHONY ASSET MANAGEMENT LLC | 9,300,000 | 10,125,000 | 1.49% | PRN | |
| 20 | UBS Group AG | 8,200,000 | 8,887,000 | 1.30% | PRN | |
| 21 | Jefferies Group LLC | 8,058,000 | 8,775,000 | 1.29% | PRN | |
| 22 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 7,500,000 | 8,128,000 | 1.19% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 6,186,000 | 6,704,000 | 0.98% | PRN | |
| 24 | AXA S.A. | 5,500,000 | 5,961,000 | 0.87% | PRN | |
| 25 | CQS Cayman LP | 5,423,000 | 5,905,000 | 0.87% | PRN | |
| 26 | Ferox Capital Management LP | 5,300,000 | 5,782,000 | 0.85% | PRN | |
| 27 | CSS LLC/IL | 5,000,000 | 5,442,000 | 0.80% | PRN | |
| 28 | CITADEL ADVISORS LLC | 5,000,000 | 5,431,000 | 0.80% | PRN | |
| 29 | WESTWOOD HOLDINGS GROUP INC | 4,820,000 | 5,236,000 | 0.77% | ||
| 30 | MATTHEWS INTERNATIONAL CAPITAL MANAGEMENT LLC | 4,300,000 | 4,706,000 | 0.69% | PRN | |
| 31 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 4,355,000 | 0.64% | PRN | |
| 32 | Passport Capital, LLC | 4,000,000 | 4,355,000 | 0.64% | PRN | |
| 33 | Central Asset Investments & Management Holdings (HK) Ltd | 4,000,000 | 4,353,000 | 0.64% | PRN | |
| 34 | SSI INVESTMENT MANAGEMENT LLC | 3,770,000 | 4,086,000 | 0.60% | PRN | |
| 35 | MIZUHO SECURITIES USA LLC | 3,700,000 | 4,026,000 | 0.59% | ||
| 36 | Context Capital Management, LLC | 3,500,000 | 3,801,000 | 0.56% | PRN | |
| 37 | BARCLAYS PLC | 2,242,000 | 2,430,000 | 0.36% | PRN | |
| 38 | FLOSSBACH VON STORCH SE | 2,000,000 | 2,182,000 | 0.32% | PRN | |
| 39 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 2,167,500 | 0.32% | PRN | |
| 40 | LA FINANCIERE DE L'ECHIQUIER | 1,500,000 | 1,633,000 | 0.24% | PRN | |
| 41 | DEUTSCHE BANK AG\ | 883,000 | 956,000 | 0.14% | Put | PRN |
| 42 | VERDE SERVICOS INTERNACIONAIS S.A. | 6,000 | 633,000 | 0.09% | ||
| 43 | SHENKMAN CAPITAL MANAGEMENT INC | 361,000 | 393,000 | 0.06% | PRN | |
| 44 | SUNTRUST BANKS INC | 170,000 | 184,000 | 0.03% | ||
| 45 | Sculptor Capital LP | 8,000 | 9,000 | 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.
