| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 40,000,000 | 70,121,000 | 30.57% | PRN | |
| 2 | MACKAY SHIELDS LLC | 20,888,000 | 36,549,000 | 15.94% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 11,015,000 | 19,336,000 | 8.43% | PRN | |
| 4 | BlueCrest Capital Management LLP | 10,268,000 | 18,076,000 | 7.88% | PRN | |
| 5 | BlueCrest Capital Management Ltd | 10,268,000 | 18,076,000 | 7.88% | PRN | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 4,850,000 | 8,476,000 | 3.70% | PRN | |
| 7 | Penn Capital Management Company, LLC | 3,960,000 | 6,913,000 | 3.01% | PRN | |
| 8 | Clearbridge Investments, LLC | 3,800,000 | 6,617,000 | 2.89% | PRN | |
| 9 | SG Americas Securities, LLC | 33,250 | 5,821,000 | 2.54% | PRN | |
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 3,055,000 | 5,360,000 | 2.34% | PRN | |
| 11 | Calamos Advisors LLC | 3,000,000 | 5,276,000 | 2.30% | PRN | |
| 12 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 5,224,000 | 2.28% | PRN | |
| 13 | Nicholas Investment Partners, LP | 2,700,000 | 4,713,000 | 2.05% | PRN | |
| 14 | Sage Capital Management, LLC | 2,400,000 | 4,210,000 | 1.84% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 1,942,000 | 3,390,000 | 1.48% | PRN | |
| 16 | MANAGED ACCOUNT ADVISORS LLC | 1,776,000 | 3,100,000 | 1.35% | PRN | |
| 17 | MORGAN STANLEY | 1,743,000 | 3,057,000 | 1.33% | PRN | |
| 18 | Bank of New York Mellon Corp | 1,000,000 | 1,741,000 | 0.76% | ||
| 19 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 1,736,000 | 0.76% | PRN | |
| 20 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 873,000 | 0.38% | ||
| 21 | NOMURA HOLDINGS INC | 238,000 | 418,000 | 0.18% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 132,000 | 230,000 | 0.10% | PRN | |
| 23 | Brown Advisory Securities, LLC | 16,000 | 26,000 | 0.01% | PRN | |
| 24 | Wellesley Asset Management | 2,389 | 4,183 | 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.
