| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | OAKTREE CAPITAL MANAGEMENT LP | 36,000,000 | 42,423,000 | 15.91% | PRN | |
| 2 | JPMORGAN CHASE & CO | 29,234,000 | 34,405,000 | 12.90% | PRN | |
| 3 | AQR CAPITAL MANAGEMENT LLC | 28,950,000 | 34,215,000 | 12.83% | PRN | |
| 4 | LORD, ABBETT & CO. LLC | 26,304,000 | 31,088,000 | 11.66% | PRN | |
| 5 | SYMPHONY ASSET MANAGEMENT LLC | 16,180,000 | 19,042,000 | 7.14% | PRN | |
| 6 | Invesco Ltd. | 10,300,000 | 12,122,000 | 4.55% | ||
| 7 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,300,000 | 12,122,000 | 4.55% | PRN | |
| 8 | Calamos Advisors LLC | 10,000,000 | 11,847,000 | 4.44% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 11,768,000 | 4.41% | PRN | |
| 10 | Mohican Financial Management, LLC | 8,400,000 | 9,886,000 | 3.71% | ||
| 11 | F&C Asset Management plc | 7,500,000 | 8,847,000 | 3.32% | PRN | |
| 12 | Man Investments (CH) AG | 7,000,000 | 8,270,000 | 3.10% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 5,740,000 | 6,755,000 | 2.53% | ||
| 14 | FMR LLC | 5,000,000 | 5,884,000 | 2.21% | PRN | |
| 15 | CREDIT SUISSE AG/ | 3,090,000 | 3,637,000 | 1.36% | PRN | |
| 16 | Clearbridge Investments, LLC | 2,350,000 | 2,776,000 | 1.04% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 2,295,000 | 2,698,000 | 1.01% | PRN | |
| 18 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 2,364,000 | 0.89% | PRN | |
| 19 | Bank of New York Mellon Corp | 1,880,000 | 2,221,000 | 0.83% | ||
| 20 | BARCLAYS PLC | 1,576,000 | 1,844,000 | 0.69% | PRN | |
| 21 | ALTEGRIS ADVISORS, L.L.C. | 1,000,000 | 1,177,000 | 0.44% | ||
| 22 | WELLINGTON MANAGEMENT GROUP LLP | 460,000 | 541,000 | 0.20% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 417,000 | 489,000 | 0.18% | PRN | |
| 24 | MANAGED ACCOUNT ADVISORS LLC | 222,000 | 261,000 | 0.10% | PRN | |
| 25 | CITIGROUP INC | 6,000 | 7,000 | 0.00% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 5,000 | 6,000 | 0.00% | PRN | |
| 27 | WELLS FARGO & COMPANY/MN | 2,000 | 2,000 | 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.
