| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 56,433,000 | 62,181,000 | 14.58% | PRN | |
| 2 | Calamos Advisors LLC | 32,759,000 | 36,165,000 | 8.48% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 26,980,000 | 29,764,000 | 6.98% | PRN | |
| 4 | AQR ARBITRAGE LLC | 26,675,000 | 29,443,000 | 6.90% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 22,500,000 | 24,764,000 | 5.81% | PRN | |
| 6 | D. E. Shaw & Co., Inc. | 20,000,000 | 22,036,000 | 5.17% | PRN | |
| 7 | HBK INVESTMENTS L P | 20,000,000 | 22,024,000 | 5.16% | PRN | |
| 8 | CITADEL ADVISORS LLC | 19,500,000 | 21,492,000 | 5.04% | PRN | |
| 9 | STEELHEAD PARTNERS LLC | 16,312,000 | 18,025,000 | 4.23% | PRN | |
| 10 | AMUNDI ASSET MANAGEMENT US, INC. | 13,204,000 | 14,509,000 | 3.40% | PRN | |
| 11 | QVT Financial LP | 12,500,000 | 13,892,000 | 3.26% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 12,427,000 | 13,653,000 | 3.20% | PRN | |
| 13 | Myriad Asset Management Ltd. | 10,000,000 | 11,037,000 | 2.59% | PRN | |
| 14 | ANGELO GORDON & CO., L.P. | 9,200,000 | 10,109,000 | 2.37% | PRN | |
| 15 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,800,000 | 9,669,000 | 2.27% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 8,359,000 | 9,185,000 | 2.15% | PRN | |
| 17 | SONORA INVESTMENT MANAGEMENT, LLC | 7,880,000 | 8,672,886 | 2.03% | ||
| 18 | FMR LLC | 7,100,000 | 7,801,000 | 1.83% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 6,000,000 | 6,606,000 | 1.55% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 5,890,000 | 6,472,000 | 1.52% | PRN | |
| 21 | BARCLAYS PLC | 5,298,000 | 5,821,000 | 1.36% | PRN | |
| 22 | Paloma Partners Management Co | 5,000,000 | 5,515,000 | 1.29% | PRN | |
| 23 | NOMURA HOLDINGS INC | 4,910,000 | 5,399,000 | 1.27% | PRN | |
| 24 | BANK OF AMERICA CORP /DE/ | 3,955,334 | 4,346,000 | 1.02% | PRN | |
| 25 | ARROWGRASS CAPITAL PARTNERS (US) LP | 4,500 | 4,056,000 | 0.95% | PRN | |
| 26 | AMERICAN CAPITAL MANAGEMENT INC | 3,555,000 | 3,906,000 | 0.92% | PRN | |
| 27 | BASSO CAPITAL MANAGEMENT, L.P. | 2,740,000 | 3,015,000 | 0.71% | PRN | |
| 28 | GEODE CAPITAL MANAGEMENT, LLC | 2,500,000 | 2,746,000 | 0.64% | PRN | |
| 29 | OAKTREE CAPITAL MANAGEMENT LP | 2,102,000 | 2,321,000 | 0.54% | PRN | |
| 30 | MORGAN STANLEY | 2,006,000 | 2,205,000 | 0.52% | PRN | |
| 31 | MIZUHO SECURITIES USA LLC | 1,411,000 | 1,535,000 | 0.36% | ||
| 32 | Calamos Wealth Management LLC | 1,334,000 | 1,473,000 | 0.35% | PRN | |
| 33 | Jefferies Group LLC | 1,180,000 | 1,300,000 | 0.30% | PRN | |
| 34 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,000,000 | 1,099,000 | 0.26% | PRN | |
| 35 | Bank of New York Mellon Corp | 750,000 | 821,000 | 0.19% | ||
| 36 | CREDIT SUISSE AG/ | 8,718 | 617,000 | 0.14% | PRN | |
| 37 | PICTET ASSET MANAGEMENT LTD | 450,000 | 528,000 | 0.12% | ||
| 38 | IRON Financial LLC | 390,000 | 433,000 | 0.10% | ||
| 39 | SHENKMAN CAPITAL MANAGEMENT INC | 388,000 | 428,000 | 0.10% | PRN | |
| 40 | WELLINGTON MANAGEMENT GROUP LLP | 325,000 | 357,000 | 0.08% | PRN | |
| 41 | SUNTRUST BANKS INC | 249,000 | 273,000 | 0.06% | ||
| 42 | METROPOLITAN LIFE INSURANCE CO/NY | 200,000 | 220,000 | 0.05% | ||
| 43 | WELLS FARGO & COMPANY/MN | 150,000 | 165,000 | 0.04% | PRN | |
| 44 | SEI INVESTMENTS CO | 145,000 | 159,000 | 0.04% | ||
| 45 | BlackRock Fund Advisors | 75,000 | 82,000 | 0.02% | PRN | |
| 46 | Horizon Kinetics LLC | 72,000 | 79,000 | 0.02% | PRN | |
| 47 | BESSEMER GROUP INC | 50,000 | 55,000 | 0.01% | ||
| 48 | Gratus Capital, LLC | 35,000 | 39,000 | 0.01% | PRN | |
| 49 | JPMORGAN CHASE & CO | 34,000 | 37,000 | 0.01% | PRN | |
| 50 | STIFEL FINANCIAL CORP | 25,000 | 28,000 | 0.01% | 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.
