| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 11,843,000 | 1,184,300,032 | 77.11% | ||
| 2 | BARINGS LLC | 72,017,174 | 72,017,000 | 4.69% | PRN | |
| 3 | Assured Investment Management LLC | 62,500,000 | 62,831,000 | 4.09% | ||
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 44,200,000 | 44,178,000 | 2.88% | PRN | |
| 5 | Hudson Bay Capital Management LP | 41,005,000 | 40,942,000 | 2.67% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 20,000,000 | 1.30% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 17,500,000 | 17,477,000 | 1.14% | ||
| 8 | DEUTSCHE BANK AG\ | 17,200,000 | 17,200,000 | 1.12% | PRN | |
| 9 | WELLS FARGO & COMPANY/MN | 11,130,000 | 11,146,000 | 0.73% | PRN | |
| 10 | Pine River Capital Management L.P. | 10,000,000 | 10,014,000 | 0.65% | PRN | |
| 11 | THRIVENT FINANCIAL FOR LUTHERANS | 8,000,000 | 8,040,000 | 0.52% | ||
| 12 | Lombard Odier Asset Management (Europe) Ltd | 7,500,000 | 7,579,000 | 0.49% | PRN | |
| 13 | CITIGROUP INC | 5,650,000 | 5,622,000 | 0.37% | PRN | |
| 14 | BESSEMER GROUP INC | 5,000,000 | 4,987,000 | 0.32% | ||
| 15 | INCOME RESEARCH & MANAGEMENT | 4,500,000 | 4,500,000 | 0.29% | PRN | |
| 16 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,250,000 | 4,310,000 | 0.28% | PRN | |
| 17 | GOLDMAN SACHS GROUP INC | 4,000,000 | 4,000,000 | 0.26% | PRN | |
| 18 | NOMURA HOLDINGS INC | 3,410,000 | 3,398,000 | 0.22% | PRN | |
| 19 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 3,000,000 | 3,077,000 | 0.20% | PRN | |
| 20 | Jefferies Group LLC | 3,058,000 | 3,058,000 | 0.20% | PRN | |
| 21 | GLG Partners LP | 2,000,000 | 2,006,000 | 0.13% | PRN | |
| 22 | ZAZOVE ASSOCIATES LLC | 1,620,000 | 1,618,000 | 0.11% | PRN | |
| 23 | CREDIT SUISSE AG/ | 1,500,000 | 1,500,000 | 0.10% | PRN | |
| 24 | JPMORGAN CHASE & CO | 1,231,000 | 1,231,000 | 0.08% | PRN | |
| 25 | Cutler Capital Management, LLC | 590,000 | 590,000 | 0.04% | PRN | |
| 26 | MORGAN STANLEY | 151,000 | 150,000 | 0.01% | PRN | |
| 27 | CONNING INC. | 100,000 | 100,000 | 0.01% | 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.
