| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 43,375,000 | 58,472,000 | 18.93% | PRN | |
| 2 | Calamos Advisors LLC | 37,311,000 | 50,309,000 | 16.29% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 23,000,000 | 30,863,000 | 9.99% | PRN | |
| 4 | ROYAL BANK OF CANADA | 20,990,000 | 28,310,000 | 9.17% | PRN | |
| 5 | PRUDENTIAL PLC | 17,533,000 | 23,527,000 | 7.62% | ||
| 6 | JPMORGAN CHASE & CO | 12,392,000 | 17,442,000 | 5.65% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 9,585,000 | 12,988,000 | 4.20% | PRN | |
| 8 | RWC Asset Management LLP | 9,500,000 | 12,810,000 | 4.15% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 8,550,000 | 11,489,000 | 3.72% | PRN | |
| 10 | Invesco Ltd. | 8,500,000 | 11,406,000 | 3.69% | PRN | |
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,610,000 | 10,245,000 | 3.32% | PRN | |
| 12 | BARINGS LLC | 6,038,000 | 8,102,000 | 2.62% | PRN | |
| 13 | BlueCrest Capital Management Ltd | 153,949 | 7,491,000 | 2.43% | PRN | |
| 14 | SHENKMAN CAPITAL MANAGEMENT INC | 4,215,000 | 5,664,000 | 1.83% | PRN | |
| 15 | BNP PARIBAS FINANCIAL MARKETS | 4,000,000 | 5,367,519 | 1.74% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 3,025,000 | 4,074,000 | 1.32% | ||
| 17 | DEUTSCHE BANK AG\ | 2,500,000 | 3,354,000 | 1.09% | PRN | |
| 18 | Sage Capital Management, LLC | 2,000,000 | 2,697,000 | 0.87% | PRN | |
| 19 | RUSSELL FRANK CO/ | 1,200,000 | 1,616,000 | 0.52% | ||
| 20 | GOLDMAN SACHS GROUP INC | 561,000 | 753,000 | 0.24% | PRN | |
| 21 | CREDIT SUISSE AG/ | 347,000 | 465,000 | 0.15% | PRN | |
| 22 | NORTHERN TRUST CORP | 298,000 | 400,000 | 0.13% | PRN | |
| 23 | BARCLAYS PLC | 260,000 | 348,000 | 0.11% | PRN | |
| 24 | NOMURA HOLDINGS INC | 231,000 | 310,000 | 0.10% | PRN | |
| 25 | SYMPHONY ASSET MANAGEMENT LLC | 172,000 | 232,000 | 0.08% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 93,000 | 125,000 | 0.04% | PRN | |
| 27 | M&T BANK CORP | 11,000 | 15,000 | 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.
