| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Advisors LLC | 95,125,000 | 100,846,000 | 16.39% | PRN | |
| 2 | Invesco Ltd. | 50,195,000 | 53,018,000 | 8.62% | PRN | |
| 3 | CITADEL ADVISORS LLC | 50,000,000 | 52,863,000 | 8.59% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 49,500,000 | 52,462,000 | 8.53% | PRN | |
| 5 | FMR LLC | 42,600,000 | 44,996,000 | 7.31% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 38,000,000 | 40,273,000 | 6.55% | PRN | |
| 7 | ADVENT CAPITAL MANAGEMENT /DE/ | 30,993,000 | 32,801,000 | 5.33% | PRN | |
| 8 | CREDIT SUISSE AG/ | 30,464,000 | 32,178,000 | 5.23% | PRN | |
| 9 | JPMORGAN CHASE & CO | 20,112,000 | 21,287,000 | 3.46% | PRN | |
| 10 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 19,000,000 | 20,069,000 | 3.26% | PRN | |
| 11 | GLG Partners LP | 15,000,000 | 15,873,000 | 2.58% | PRN | |
| 12 | ROYAL BANK OF CANADA | 13,880,000 | 14,692,000 | 2.39% | PRN | |
| 13 | AMERIPRISE FINANCIAL INC | 12,000,000 | 12,675,000 | 2.06% | PRN | |
| 14 | PUTNAM INVESTMENTS LLC | 12,000,000 | 12,675,000 | 2.06% | ||
| 15 | BNP PARIBAS FINANCIAL MARKETS | 11,520,000 | 12,180,326 | 1.98% | PRN | |
| 16 | AVIVA PLC | 11,000,000 | 11,674,000 | 1.90% | PRN | |
| 17 | Nicholas Investment Partners, LP | 11,000,000 | 11,619,000 | 1.89% | PRN | |
| 18 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,612,000 | 1.72% | PRN | |
| 19 | RWC Asset Management LLP | 8,650,000 | 9,231,000 | 1.50% | PRN | |
| 20 | Sculptor Capital LP | 6,350,000 | 6,714,000 | 1.09% | PRN | |
| 21 | Jefferies Group LLC | 5,592,000 | 5,915,000 | 0.96% | PRN | |
| 22 | Ferox Capital Management LP | 5,500,000 | 5,829,000 | 0.95% | PRN | |
| 23 | OPERA TRADING CAPITAL | 5,000,000 | 5,273,000 | 0.86% | PRN | |
| 24 | BARCLAYS PLC | 4,139,000 | 4,372,000 | 0.71% | PRN | |
| 25 | SHENKMAN CAPITAL MANAGEMENT INC | 3,525,000 | 3,741,000 | 0.61% | PRN | |
| 26 | Jabre Capital Partners S.A. | 3,000,000 | 3,174,000 | 0.52% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 2,499,000 | 2,639,000 | 0.43% | PRN | |
| 28 | METROPOLITAN LIFE INSURANCE CO/NY | 2,475,000 | 2,607,000 | 0.42% | ||
| 29 | SSI INVESTMENT MANAGEMENT LLC | 2,000,000 | 2,113,000 | 0.34% | PRN | |
| 30 | WESTWOOD HOLDINGS GROUP INC | 1,575,000 | 1,663,000 | 0.27% | ||
| 31 | GAM Holding AG | 1,500,000 | 1,588,000 | 0.26% | PRN | |
| 32 | EMERALD ACQUISITION LTD. | 1,252,000 | 1,326,000 | 0.22% | ||
| 33 | Kohlberg Kravis Roberts & Co. L.P. | 1,250,000 | 1,323,000 | 0.22% | PRN | |
| 34 | SG Americas Securities, LLC | 9,380 | 938,000 | 0.15% | PRN | |
| 35 | NOMURA HOLDINGS INC | 750,000 | 792,000 | 0.13% | PRN | |
| 36 | GOLDMAN SACHS GROUP INC | 540,000 | 570,000 | 0.09% | PRN | |
| 37 | Passport Capital, LLC | 500,000 | 528,000 | 0.09% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 500,000 | 528,000 | 0.09% | Call | PRN |
| 39 | CITIGROUP INC | 405,000 | 428,000 | 0.07% | PRN | |
| 40 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 250,000 | 265,000 | 0.04% | PRN | |
| 41 | EDMOND DE ROTHSCHILD HOLDING S.A. | 250,000 | 265,000 | 0.04% | PRN | |
| 42 | Compagnie Lombard Odier SCmA | 230,000 | 244,000 | 0.04% | PRN | |
| 43 | Lombard Odier Asset Management (Europe) Ltd | 230,000 | 243,000 | 0.04% | PRN | |
| 44 | BlackRock Fund Advisors | 100,000 | 106,000 | 0.02% | PRN | |
| 45 | Lombard Odier Asset Management (Switzerland) SA | 90,000 | 95,000 | 0.02% | 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.
