| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Calamos Advisors LLC | 37,322,000 | 52,134,000 | 16.61% | PRN | |
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 29,000,000 | 40,274,000 | 12.83% | PRN | |
| 3 | PRUDENTIAL PLC | 27,188,000 | 37,757,000 | 12.03% | ||
| 4 | CITADEL ADVISORS LLC | 17,631,000 | 24,558,000 | 7.82% | PRN | |
| 5 | BARINGS LLC | 16,032,000 | 22,264,000 | 7.09% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 15,368,000 | 21,403,000 | 6.82% | PRN | |
| 7 | Assured Investment Management LLC | 14,500,000 | 20,192,000 | 6.43% | PRN | |
| 8 | JPMORGAN CHASE & CO | 13,283,000 | 18,447,000 | 5.88% | PRN | |
| 9 | Lombard Odier Asset Management (Europe) Ltd | 10,310,000 | 14,407,000 | 4.59% | PRN | |
| 10 | Invesco Ltd. | 9,500,000 | 13,193,000 | 4.20% | ||
| 11 | RWC Asset Management LLP | 8,000,000 | 11,162,000 | 3.56% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 7,500,000 | 10,431,000 | 3.32% | PRN | |
| 13 | CITIGROUP INC | 6,729,000 | 9,345,000 | 2.98% | PRN | |
| 14 | MILLENNIUM MANAGEMENT LLC | 4,000 | 5,581,000 | 1.78% | ||
| 15 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 2,500,000 | 3,472,000 | 1.11% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 2,025,000 | 2,822,000 | 0.90% | ||
| 17 | DEUTSCHE BANK AG\ | 1,500,000 | 2,083,000 | 0.66% | PRN | |
| 18 | BARCLAYS PLC | 995,000 | 1,373,000 | 0.44% | PRN | |
| 19 | BNP PARIBAS FINANCIAL MARKETS | 906,000 | 1,258,207 | 0.40% | PRN | |
| 20 | Jefferies Group LLC | 554,000 | 769,000 | 0.24% | PRN | |
| 21 | CREDIT SUISSE AG/ | 340,000 | 472,000 | 0.15% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 188,000 | 262,000 | 0.08% | PRN | |
| 23 | SYMPHONY ASSET MANAGEMENT LLC | 105,000 | 146,000 | 0.05% | PRN | |
| 24 | GOLDMAN SACHS GROUP INC | 100,000 | 139,000 | 0.04% | 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.
