| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Advisors LLC | 101,441,000 | 91,742,000 | 9.91% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 67,870,000 | 61,470,000 | 6.64% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 64,225,000 | 57,923,000 | 6.26% | PRN | |
| 4 | CITADEL ADVISORS LLC | 61,550,000 | 55,672,000 | 6.01% | PRN | |
| 5 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 59,500,000 | 53,851,000 | 5.82% | PRN | |
| 6 | ROYAL BANK OF CANADA | 58,115,000 | 52,413,000 | 5.66% | PRN | |
| 7 | LORD, ABBETT & CO. LLC | 42,991,000 | 38,987,000 | 4.21% | PRN | |
| 8 | JPMORGAN CHASE & CO | 40,763,000 | 36,763,000 | 3.97% | PRN | |
| 9 | Pine River Capital Management L.P. | 38,500,000 | 34,789,000 | 3.76% | PRN | |
| 10 | COASTLAND CAPITAL LLC | 30,000 | 27,120,000 | 2.93% | PRN | |
| 11 | GLG Partners LP | 28,785,000 | 26,040,000 | 2.81% | PRN | |
| 12 | CREDIT SUISSE AG/ | 28,062,000 | 25,308,000 | 2.73% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 27,366,000 | 24,782,000 | 2.68% | PRN | |
| 14 | GOLDMAN SACHS GROUP INC | 26,825,000 | 24,193,000 | 2.61% | PRN | |
| 15 | BNP Paribas Asset Management Holding S.A. | 25,810,000 | 23,383,000 | 2.53% | PRN | |
| 16 | MORGAN STANLEY | 25,006,000 | 22,596,000 | 2.44% | PRN | |
| 17 | Magnetar Financial LLC | 22,000,000 | 19,877,000 | 2.15% | PRN | |
| 18 | BlueCrest Capital Management Ltd | 16,900,000 | 15,627,000 | 1.69% | PRN | |
| 19 | Jabre Capital Partners S.A. | 15,000,000 | 13,640,000 | 1.47% | PRN | |
| 20 | Assured Investment Management LLC | 15,000,000 | 13,612,000 | 1.47% | ||
| 21 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,000,000 | 13,528,000 | 1.46% | PRN | |
| 22 | RWC Asset Management LLP | 14,900,000 | 13,483,000 | 1.46% | PRN | |
| 23 | Nicholas Investment Partners, LP | 13,380,000 | 12,067,000 | 1.30% | PRN | |
| 24 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,500,000 | 11,304,000 | 1.22% | ||
| 25 | Invesco Ltd. | 11,760,000 | 10,606,000 | 1.15% | ||
| 26 | SSI INVESTMENT MANAGEMENT LLC | 11,585,000 | 10,448,000 | 1.13% | ||
| 27 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 9,921,000 | 1.07% | PRN | |
| 28 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,570,000 | 9,577,000 | 1.03% | PRN | |
| 29 | UBS Group AG | 10,000,000 | 9,019,000 | 0.97% | PRN | |
| 30 | NOMURA HOLDINGS INC | 9,858,000 | 8,891,000 | 0.96% | PRN | |
| 31 | DEUTSCHE BANK AG\ | 9,052,000 | 8,163,000 | 0.88% | PRN | |
| 32 | Man Investments (CH) AG | 8,500,000 | 7,703,000 | 0.83% | PRN | |
| 33 | CSS LLC/IL | 7,500,000 | 6,782,000 | 0.73% | PRN | |
| 34 | BARCLAYS PLC | 6,089,000 | 5,480,000 | 0.59% | PRN | |
| 35 | Ferox Capital Management LP | 5,650,000 | 5,110,000 | 0.55% | PRN | |
| 36 | Pentwater Capital Management LP | 5,000,000 | 4,528,000 | 0.49% | PRN | |
| 37 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 5,000,000 | 4,509,000 | 0.49% | PRN | |
| 38 | Kamunting Street Capital Management, L.P. | 4,875,000 | 4,397,000 | 0.47% | PRN | |
| 39 | FIL Ltd | 4,250,000 | 3,847,000 | 0.42% | PRN | |
| 40 | CITIGROUP INC | 4,090,000 | 3,689,000 | 0.40% | PRN | |
| 41 | Cheyne Capital Management (UK) LLP | 4,000,000 | 3,618,000 | 0.39% | PRN | |
| 42 | Strategic Income Management, LLC | 4,000,000 | 3,607,000 | 0.39% | PRN | |
| 43 | MUFG Securities EMEA plc | 3,873,000 | 3,503,000 | 0.38% | PRN | |
| 44 | Lombard Odier Asset Management (Europe) Ltd | 3,800,000 | 3,457,000 | 0.37% | PRN | |
| 45 | Lombard Odier Asset Management (Switzerland) SA | 3,800,000 | 3,457,000 | 0.37% | PRN | |
| 46 | Achievement Holdings L.P. | 15,283 | 3,399,000 | 0.37% | ||
| 47 | RUSSELL FRANK CO/ | 3,700,000 | 3,358,000 | 0.36% | ||
| 48 | JD CAPITAL MANAGEMENT LLC | 3,000,000 | 2,713,000 | 0.29% | PRN | |
| 49 | Polar Capital LLP | 2,800,000 | 2,534,000 | 0.27% | PRN | |
| 50 | Compagnie Lombard Odier SCmA | 2,700,000 | 2,454,000 | 0.27% | 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.
