| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ADVENT CAPITAL MANAGEMENT /DE/ | 58,523,000 | 59,986,000 | 15.74% | PRN | |
| 2 | AQR ARBITRAGE LLC | 26,675,000 | 27,375,000 | 7.18% | PRN | |
| 3 | ARROWGRASS CAPITAL PARTNERS (US) LP | 35,000 | 26,912,000 | 7.06% | PRN | |
| 4 | Calamos Advisors LLC | 24,702,000 | 25,383,000 | 6.66% | PRN | |
| 5 | Myriad Asset Management Ltd. | 18,000,000 | 18,473,000 | 4.85% | PRN | |
| 6 | MIZUHO SECURITIES USA LLC | 17,350,000 | 17,688,000 | 4.64% | ||
| 7 | STEELHEAD PARTNERS LLC | 16,312,000 | 16,740,000 | 4.39% | PRN | |
| 8 | RWC Asset Management LLP | 15,000,000 | 15,407,000 | 4.04% | PRN | |
| 9 | AMUNDI ASSET MANAGEMENT US, INC. | 13,709,000 | 14,001,000 | 3.67% | PRN | |
| 10 | D. E. Shaw & Co., Inc. | 13,552,000 | 13,898,000 | 3.65% | PRN | |
| 11 | QVT Financial LP | 11,000,000 | 11,408,000 | 2.99% | PRN | |
| 12 | BIRCH GROVE CAPITAL LP | 10,000,000 | 10,263,000 | 2.69% | PRN | |
| 13 | CITADEL ADVISORS LLC | 9,500,000 | 9,739,000 | 2.56% | PRN | |
| 14 | ANGELO GORDON & CO., L.P. | 9,200,000 | 9,396,000 | 2.47% | PRN | |
| 15 | Ferox Capital Management LP | 9,000,000 | 9,250,000 | 2.43% | PRN | |
| 16 | SILVERBACK ASSET MANAGEMENT LLC | 9,000,000 | 9,212,000 | 2.42% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 8,001,000 | 8,170,000 | 2.14% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 7,712,000 | 7,876,000 | 2.07% | PRN | |
| 19 | SONORA INVESTMENT MANAGEMENT, LLC | 7,610,000 | 7,771,865 | 2.04% | ||
| 20 | FMR LLC | 7,100,000 | 7,251,000 | 1.90% | PRN | |
| 21 | OPERA TRADING CAPITAL | 7,000,000 | 7,153,000 | 1.88% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 6,081,000 | 6,211,000 | 1.63% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 6,000,000 | 6,152,000 | 1.61% | PRN | |
| 24 | AVIVA PLC | 5,000,000 | 5,136,000 | 1.35% | PRN | |
| 25 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,500,000 | 4,671,000 | 1.23% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 3,637,000 | 3,714,000 | 0.97% | PRN | |
| 27 | AMERICAN CAPITAL MANAGEMENT INC | 3,555,000 | 3,631,000 | 0.95% | PRN | |
| 28 | BESSEMER GROUP INC | 3,000,000 | 3,103,000 | 0.81% | PRN | |
| 29 | CAMDEN ASSET MANAGEMENT L P /CA | 3,000,000 | 3,064,000 | 0.80% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 2,819,334 | 2,879,000 | 0.76% | PRN | |
| 31 | WESTWOOD HOLDINGS GROUP INC | 1,365,000 | 1,399,000 | 0.37% | PRN | |
| 32 | Calamos Wealth Management LLC | 1,255,000 | 1,290,000 | 0.34% | PRN | |
| 33 | Bank of New York Mellon Corp | 1,150,000 | 1,181,000 | 0.31% | ||
| 34 | JPMORGAN CHASE & CO | 1,130,000 | 1,160,000 | 0.30% | PRN | |
| 35 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,000,000 | 1,021,000 | 0.27% | PRN | |
| 36 | NOMURA HOLDINGS INC | 980,000 | 1,002,000 | 0.26% | PRN | |
| 37 | IRON Financial LLC | 900,000 | 926,000 | 0.24% | ||
| 38 | WELLINGTON MANAGEMENT GROUP LLP | 325,000 | 332,000 | 0.09% | PRN | |
| 39 | SUNTRUST BANKS INC | 274,000 | 279,000 | 0.07% | ||
| 40 | SEI INVESTMENTS CO | 145,000 | 148,000 | 0.04% | ||
| 41 | MORGAN STANLEY | 124,000 | 126,000 | 0.03% | PRN | |
| 42 | Horizon Kinetics LLC | 72,000 | 74,000 | 0.02% | PRN | |
| 43 | Jefferies Group LLC | 70,000 | 72,000 | 0.02% | PRN | |
| 44 | BlackRock Fund Advisors | 58,000 | 59,000 | 0.02% | PRN | |
| 45 | Gratus Capital, LLC | 35,000 | 36,000 | 0.01% | PRN | |
| 46 | STIFEL FINANCIAL CORP | 25,000 | 26,000 | 0.01% | PRN | |
| 47 | Private Advisor Group, LLC | 17,000 | 17,000 | 0.00% | PRN | |
| 48 | BLAIR WILLIAM & CO/IL | 16,000 | 16,000 | 0.00% | ||
| 49 | DELTA ASSET MANAGEMENT LLC/TN | 15,000 | 15,000 | 0.00% | PRN | |
| 50 | BARCLAYS PLC | 14,000 | 14,000 | 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.
