| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | OAKTREE CAPITAL MANAGEMENT LP | 42,755,000 | 45,862,000 | 19.35% | PRN | |
| 2 | AQR CAPITAL MANAGEMENT LLC | 28,275,000 | 30,484,000 | 12.86% | PRN | |
| 3 | LORD, ABBETT & CO. LLC | 25,785,000 | 27,799,000 | 11.73% | PRN | |
| 4 | JPMORGAN CHASE & CO | 19,502,000 | 20,928,000 | 8.83% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 11,906,000 | 12,776,000 | 5.39% | PRN | |
| 6 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,300,000 | 11,053,000 | 4.66% | PRN | |
| 7 | Calamos Advisors LLC | 10,000,000 | 10,770,000 | 4.54% | PRN | |
| 8 | PUTNAM INVESTMENTS LLC | 8,485,000 | 9,105,000 | 3.84% | ||
| 9 | Invesco Ltd. | 7,800,000 | 8,370,000 | 3.53% | ||
| 10 | Mohican Financial Management, LLC | 7,500,000 | 8,089,000 | 3.41% | ||
| 11 | Man Investments (CH) AG | 5,700,000 | 6,135,000 | 2.59% | PRN | |
| 12 | BlueCrest Capital Management LLP | 5,000,000 | 5,396,000 | 2.28% | PRN | |
| 13 | FMR LLC | 5,000,000 | 5,366,000 | 2.26% | PRN | |
| 14 | CREDIT SUISSE AG/ | 4,330,000 | 4,647,000 | 1.96% | PRN | |
| 15 | CAMDEN ASSET MANAGEMENT L P /CA | 3,875,000 | 4,158,000 | 1.75% | PRN | |
| 16 | CAPSTONE INVESTMENT ADVISORS, LLC | 3,500,000 | 3,769,000 | 1.59% | PRN | |
| 17 | NOMURA HOLDINGS INC | 34,900 | 3,745,000 | 1.58% | Call | |
| 18 | SYMPHONY ASSET MANAGEMENT LLC | 3,380,000 | 3,627,000 | 1.53% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 3,226,000 | 3,468,000 | 1.46% | PRN | |
| 20 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,500,000 | 2,695,000 | 1.14% | PRN | |
| 21 | Bank of New York Mellon Corp | 1,880,000 | 2,016,000 | 0.85% | ||
| 22 | Polar Capital LLP | 1,780,000 | 1,916,000 | 0.81% | PRN | |
| 23 | BARCLAYS PLC | 1,408,000 | 1,507,000 | 0.64% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 1,085,000 | 1,164,000 | 0.49% | PRN | |
| 25 | ALTEGRIS ADVISORS, L.L.C. | 1,000,000 | 1,073,000 | 0.45% | ||
| 26 | WELLINGTON MANAGEMENT GROUP LLP | 460,000 | 493,000 | 0.21% | PRN | |
| 27 | NOMURA HOLDINGS INC | 324,000 | 348,000 | 0.15% | PRN | |
| 28 | MANAGED ACCOUNT ADVISORS LLC | 233,000 | 250,000 | 0.11% | PRN | |
| 29 | Clearbridge Investments, LLC | 2,350,000 | 25,000 | 0.01% | PRN | |
| 30 | MORGAN STANLEY | 18,000 | 19,000 | 0.01% | PRN | |
| 31 | CITIGROUP INC | 8,000 | 9,000 | 0.00% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 5,000 | 5,000 | 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.
