| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 56,500,000 | 72,259,000 | 16.26% | PRN | |
| 2 | Calamos Advisors LLC | 38,450,000 | 49,077,000 | 11.05% | PRN | |
| 3 | JPMORGAN CHASE & CO | 38,171,000 | 48,668,000 | 10.95% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 28,500,000 | 36,336,000 | 8.18% | PRN | |
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 16,395,000 | 20,953,000 | 4.72% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 16,023,000 | 20,487,000 | 4.61% | PRN | |
| 7 | LORD, ABBETT & CO. LLC | 15,700,000 | 20,057,000 | 4.51% | PRN | |
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 15,650,000 | 19,983,000 | 4.50% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,500,000 | 19,763,000 | 4.45% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 12,500,000 | 15,937,000 | 3.59% | PRN | |
| 11 | Kohlberg Kravis Roberts & Co. L.P. | 9,500,000 | 12,315,000 | 2.77% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 7,244,000 | 10,304,000 | 2.32% | PRN | |
| 13 | BlueCrest Capital Management LLP | 7,244,000 | 10,304,000 | 2.32% | PRN | |
| 14 | Carlson Capital, L.P. | 8,000,000 | 10,222,000 | 2.30% | PRN | |
| 15 | TD Securities (USA) LLC | 7,500,000 | 9,517,000 | 2.14% | PRN | |
| 16 | ROYAL BANK OF CANADA | 6,000,000 | 7,778,000 | 1.75% | PRN | |
| 17 | Covalent Partners LLC | 6,000,000 | 7,650,000 | 1.72% | PRN | |
| 18 | AMERIPRISE FINANCIAL INC | 5,888,000 | 7,507,000 | 1.69% | PRN | |
| 19 | JUPITER ASSET MANAGEMENT LTD | 4,000,000 | 5,185,000 | 1.17% | ||
| 20 | Invesco Ltd. | 3,530,000 | 4,501,000 | 1.01% | ||
| 21 | MORGAN STANLEY | 3,500,000 | 4,471,000 | 1.01% | PRN | |
| 22 | CREDIT AGRICOLE S A | 3,405,000 | 4,341,000 | 0.98% | PRN | |
| 23 | MIZUHO SECURITIES USA LLC | 3,077,000 | 3,955,000 | 0.89% | ||
| 24 | CQS Cayman LP | 2,900,000 | 3,710,000 | 0.84% | PRN | |
| 25 | Jefferies Group LLC | 2,653,000 | 3,383,000 | 0.76% | PRN | |
| 26 | GRACE BROTHERS MANAGEMENT LLC | 2,250,000 | 2,876,000 | 0.65% | PRN | |
| 27 | SG Americas Securities, LLC | 20,000 | 2,555,000 | 0.58% | PRN | |
| 28 | CREDIT SUISSE AG/ | 1,770,000 | 2,257,000 | 0.51% | PRN | |
| 29 | THRIVENT FINANCIAL FOR LUTHERANS | 1,600,000 | 2,044,000 | 0.46% | ||
| 30 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,500,000 | 1,959,000 | 0.44% | PRN | |
| 31 | SSI INVESTMENT MANAGEMENT LLC | 1,153,000 | 1,469,000 | 0.33% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 1,129,000 | 1,439,000 | 0.32% | PRN | |
| 33 | NOMURA HOLDINGS INC | 541,000 | 691,000 | 0.16% | PRN | |
| 34 | BARCLAYS PLC | 277,000 | 352,000 | 0.08% | 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.
