| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR CAPITAL MANAGEMENT LLC | 25,175,000 | 37,810,000 | 13.01% | PRN | |
| 2 | HBK INVESTMENTS L P | 25,000,000 | 37,706,000 | 12.98% | ||
| 3 | JPMORGAN CHASE & CO | 249,000 | 37,335,000 | 12.85% | ||
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 21,529,000 | 32,311,000 | 11.12% | ||
| 5 | PIPER SANDLER & CO. | 13,500,000 | 20,242,000 | 6.97% | PRN | |
| 6 | Kohlberg Kravis Roberts & Co. L.P. | 13,000,000 | 19,500,000 | 6.71% | PRN | |
| 7 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,700,000 | 16,180,000 | 5.57% | PRN | |
| 8 | CITIGROUP INC | 10,268,000 | 15,396,000 | 5.30% | PRN | |
| 9 | Invesco Ltd. | 10,135,000 | 15,196,000 | 5.23% | ||
| 10 | Calamos Advisors LLC | 5,449,000 | 8,178,000 | 2.81% | PRN | |
| 11 | CSS LLC/IL | 5,225,000 | 7,872,000 | 2.71% | PRN | |
| 12 | INCOME RESEARCH & MANAGEMENT | 4,523,000 | 6,782,000 | 2.33% | PRN | |
| 13 | Apollo Management Holdings, L.P. | 3,800,000 | 5,707,000 | 1.96% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 3,675,000 | 5,519,000 | 1.90% | ||
| 15 | Daiwa Securities Group Inc. | 3,300,000 | 4,981,000 | 1.71% | PRN | |
| 16 | CREDIT SUISSE AG/ | 2,670,000 | 4,003,000 | 1.38% | PRN | |
| 17 | LAFFER TENGLER INVESTMENTS, INC. | 1,616 | 2,434,730 | 0.84% | PRN | |
| 18 | VICTORY CAPITAL MANAGEMENT INC | 1,509,513 | 2,263,000 | 0.78% | ||
| 19 | DEUTSCHE BANK AG\ | 1,150,000 | 1,724,000 | 0.59% | PRN | |
| 20 | SSI INVESTMENT MANAGEMENT LLC | 1,131,000 | 1,693,000 | 0.58% | ||
| 21 | MACQUARIE GROUP LTD | 1,125,000 | 1,688,000 | 0.58% | PRN | |
| 22 | RAYMOND JAMES & ASSOCIATES | 1,050,000 | 1,576,000 | 0.54% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 1,002,000 | 1,501,000 | 0.52% | PRN | |
| 24 | NOMURA HOLDINGS INC | 925,000 | 1,387,000 | 0.48% | PRN | |
| 25 | Allianz Asset Management GmbH | 500,000 | 751,000 | 0.26% | PRN | |
| 26 | ROYAL BANK OF CANADA | 214,000 | 321,000 | 0.11% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 174,000 | 261,000 | 0.09% | PRN | |
| 28 | KEYBANK NATIONAL ASSOCIATION/OH | 131,000 | 196,000 | 0.07% | ||
| 29 | Waverly Advisors, LLC | 10,000 | 15,000 | 0.01% | PRN | |
| 30 | THOMPSON DAVIS & CO., INC. | 8,000 | 12,000 | 0.00% | ||
| 31 | BANK OF AMERICA CORP /DE/ | 2,000 | 3,000 | 0.00% | PRN | |
| 32 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% |
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.
