| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 144,695,000 | 284,256,000 | 26.64% | PRN | |
| 2 | Calamos Advisors LLC | 52,965,000 | 103,949,000 | 9.74% | PRN | |
| 3 | Invesco Ltd. | 46,623,000 | 91,527,000 | 8.58% | ||
| 4 | MACKAY SHIELDS LLC | 31,471,000 | 61,916,000 | 5.80% | PRN | |
| 5 | BANK OF AMERICA CORP /DE/ | 23,051,000 | 45,252,000 | 4.24% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 22,253,000 | 43,720,000 | 4.10% | PRN | |
| 7 | SYMPHONY ASSET MANAGEMENT LLC | 19,840,000 | 38,948,000 | 3.65% | PRN | |
| 8 | SILVERBACK ASSET MANAGEMENT LLC | 19,709,000 | 38,695,000 | 3.63% | PRN | |
| 9 | BAKER BROS. ADVISORS LP | 15,000,000 | 29,447,000 | 2.76% | PRN | |
| 10 | CAMDEN ASSET MANAGEMENT L P /CA | 13,862,000 | 27,213,000 | 2.55% | PRN | |
| 11 | LORD, ABBETT & CO. LLC | 12,857,000 | 25,304,000 | 2.37% | PRN | |
| 12 | JPMORGAN CHASE & CO | 11,972,000 | 23,503,000 | 2.20% | PRN | |
| 13 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,000,000 | 21,588,000 | 2.02% | PRN | |
| 14 | WOLVERINE ASSET MANAGEMENT LLC | 10,890,000 | 21,391,000 | 2.00% | PRN | |
| 15 | AMUNDI ASSET MANAGEMENT US, INC. | 10,760,000 | 21,124,000 | 1.98% | PRN | |
| 16 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 10,000,000 | 19,604,000 | 1.84% | PRN | |
| 17 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,600,000 | 16,883,000 | 1.58% | PRN | |
| 18 | Jabre Capital Partners S.A. | 7,000,000 | 13,773,000 | 1.29% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 5,902,000 | 11,587,000 | 1.09% | PRN | |
| 20 | D. E. Shaw & Co., Inc. | 5,500,000 | 10,807,000 | 1.01% | PRN | |
| 21 | PUTNAM INVESTMENTS LLC | 4,440,000 | 8,716,000 | 0.82% | ||
| 22 | AXA S.A. | 4,000,000 | 7,853,000 | 0.74% | PRN | |
| 23 | Penn Capital Management Company, LLC | 3,805,000 | 7,470,000 | 0.70% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 3,788,000 | 7,436,000 | 0.70% | PRN | |
| 25 | DEUTSCHE BANK AG\ | 3,669,000 | 7,202,000 | 0.67% | PRN | |
| 26 | SHENKMAN CAPITAL MANAGEMENT INC | 3,200,000 | 6,290,000 | 0.59% | PRN | |
| 27 | FMR LLC | 3,000,000 | 5,889,000 | 0.55% | PRN | |
| 28 | CREDIT AGRICOLE S A | 2,758,000 | 5,414,000 | 0.51% | PRN | |
| 29 | TD Securities (USA) LLC | 2,750,000 | 5,371,000 | 0.50% | PRN | |
| 30 | SSI INVESTMENT MANAGEMENT LLC | 2,649,000 | 5,200,000 | 0.49% | PRN | |
| 31 | Visium Asset Management, LP | 2,500,000 | 4,928,000 | 0.46% | PRN | |
| 32 | GRACE BROTHERS MANAGEMENT LLC | 2,500,000 | 4,916,000 | 0.46% | PRN | |
| 33 | Polar Asset Management Partners Inc. | 2,500,000 | 4,911,000 | 0.46% | PRN | |
| 34 | MANAGED ACCOUNT ADVISORS LLC | 2,294,000 | 4,503,000 | 0.42% | PRN | |
| 35 | Calamos Wealth Management LLC | 2,061,000 | 4,045,000 | 0.38% | PRN | |
| 36 | Kohlberg Kravis Roberts & Co. L.P. | 2,000,000 | 3,927,000 | 0.37% | PRN | |
| 37 | Bank of New York Mellon Corp | 1,769,000 | 3,505,000 | 0.33% | ||
| 38 | Sage Capital Management, LLC | 1,500,000 | 2,942,000 | 0.28% | PRN | |
| 39 | MIZUHO SECURITIES USA LLC | 1,205,000 | 2,371,000 | 0.22% | ||
| 40 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 1,000,000 | 1,986,000 | 0.19% | PRN | |
| 41 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,968,000 | 0.18% | PRN | |
| 42 | Allianz Asset Management GmbH | 1,000,000 | 1,968,000 | 0.18% | PRN | |
| 43 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 600,000 | 1,181,000 | 0.11% | PRN | |
| 44 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 1,178,000 | 0.11% | PRN | |
| 45 | CREDIT SUISSE AG/ | 485,000 | 952,000 | 0.09% | PRN | |
| 46 | PRUDENTIAL PLC | 35,309,000 | 693,000 | 0.06% | ||
| 47 | Man Investments (CH) AG | 325,000 | 645,000 | 0.06% | PRN | |
| 48 | WELLINGTON MANAGEMENT GROUP LLP | 308,000 | 604,000 | 0.06% | PRN | |
| 49 | ALTEGRIS ADVISORS, L.L.C. | 250,000 | 491,000 | 0.05% | ||
| 50 | Investors Capital Advisory Services | 232,000 | 455,000 | 0.04% |
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.
