| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 81,739,000 | 83,937,000 | 13.51% | PRN | |
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 80,830,000 | 83,107,000 | 13.37% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 44,360,000 | 45,914,000 | 7.39% | PRN | |
| 4 | Calamos Advisors LLC | 38,494,000 | 39,568,000 | 6.37% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 37,475,000 | 38,694,000 | 6.23% | PRN | |
| 6 | NINE MASTS CAPITAL Ltd | 30,000,000 | 30,919,000 | 4.98% | PRN | |
| 7 | SYMPHONY ASSET MANAGEMENT LLC | 25,000,000 | 25,781,000 | 4.15% | PRN | |
| 8 | AVIVA PLC | 25,000,000 | 25,673,000 | 4.13% | PRN | |
| 9 | MORGAN STANLEY | 24,243,000 | 24,822,000 | 3.99% | PRN | |
| 10 | STATE STREET CORP | 17,725,000 | 18,312,000 | 2.95% | ||
| 11 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 16,500,000 | 16,933,000 | 2.73% | PRN | |
| 12 | Allianz Asset Management GmbH | 16,265,000 | 16,794,000 | 2.70% | PRN | |
| 13 | BNP Paribas Asset Management Holding S.A. | 15,560,000 | 16,042,000 | 2.58% | PRN | |
| 14 | Graham Capital Management, L.P. | 15,000,000 | 15,402,000 | 2.48% | ||
| 15 | CREDIT SUISSE AG/ | 13,345,000 | 13,695,000 | 2.20% | PRN | |
| 16 | QVT Financial LP | 12,650,000 | 12,994,000 | 2.09% | PRN | |
| 17 | CREDIT AGRICOLE S A | 10,822,000 | 11,106,000 | 1.79% | PRN | |
| 18 | GLG Partners LP | 9,390,000 | 9,693,000 | 1.56% | PRN | |
| 19 | UBS Group AG | 8,200,000 | 8,415,000 | 1.35% | PRN | |
| 20 | VERDE SERVICOS INTERNACIONAIS S.A. | 80,000 | 8,260,000 | 1.33% | ||
| 21 | CITADEL ADVISORS LLC | 7,500,000 | 7,701,000 | 1.24% | PRN | |
| 22 | Central Asset Investments & Management Holdings (HK) Ltd | 6,000,000 | 6,164,000 | 0.99% | PRN | |
| 23 | AXA S.A. | 5,500,000 | 5,644,000 | 0.91% | PRN | |
| 24 | CQS Cayman LP | 5,023,000 | 5,187,000 | 0.83% | PRN | |
| 25 | Castle Creek Arbitrage, LLC | 5,000,000 | 5,139,000 | 0.83% | PRN | |
| 26 | Invesco Ltd. | 5,000,000 | 5,131,000 | 0.83% | PRN | |
| 27 | WESTWOOD HOLDINGS GROUP INC | 4,550,000 | 4,673,000 | 0.75% | PRN | |
| 28 | MATTHEWS INTERNATIONAL CAPITAL MANAGEMENT LLC | 4,300,000 | 4,440,000 | 0.71% | PRN | |
| 29 | Ferox Capital Management LP | 4,300,000 | 4,422,000 | 0.71% | PRN | |
| 30 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 4,125,000 | 0.66% | PRN | |
| 31 | Context Capital Management, LLC | 4,000,000 | 4,105,000 | 0.66% | PRN | |
| 32 | SSI INVESTMENT MANAGEMENT LLC | 3,867,000 | 3,968,000 | 0.64% | PRN | |
| 33 | CSS LLC/IL | 2,850,000 | 2,932,000 | 0.47% | PRN | |
| 34 | Jefferies Group LLC | 2,209,000 | 2,265,000 | 0.36% | PRN | |
| 35 | FLOSSBACH VON STORCH SE | 2,000,000 | 2,066,000 | 0.33% | PRN | |
| 36 | EDMOND DE ROTHSCHILD HOLDING S.A. | 1,700,000 | 1,746,000 | 0.28% | PRN | |
| 37 | LA FINANCIERE DE L'ECHIQUIER | 1,500,000 | 1,541,000 | 0.25% | PRN | |
| 38 | Natixis Investment Managers International | 960 | 987,000 | 0.16% | ||
| 39 | LINDEN ADVISORS LP | 911,000 | 937,000 | 0.15% | PRN | |
| 40 | DEUTSCHE BANK AG\ | 883,000 | 906,000 | 0.15% | Put | PRN |
| 41 | SHENKMAN CAPITAL MANAGEMENT INC | 384,000 | 396,000 | 0.06% | PRN | |
| 42 | SUNTRUST BANKS INC | 255,000 | 261,000 | 0.04% | ||
| 43 | DEUTSCHE BANK AG\ | 252,000 | 258,000 | 0.04% | PRN | |
| 44 | BARCLAYS PLC | 156,000 | 160,000 | 0.03% | PRN | |
| 45 | Calamos Wealth Management LLC | 130,000 | 134,000 | 0.02% | PRN | |
| 46 | BLAIR WILLIAM & CO/IL | 12,000 | 12,000 | 0.00% | ||
| 47 | Sculptor Capital LP | 8,000 | 8,000 | 0.00% | PRN | |
| 48 | BANK OF AMERICA CORP /DE/ | 1,000 | 1,000 | 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.
