| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 79,223,000 | 94,104,000 | 21.61% | PRN | |
| 2 | Calamos Advisors LLC | 38,170,000 | 45,346,000 | 10.41% | PRN | |
| 3 | JPMORGAN CHASE & CO | 37,121,000 | 43,919,000 | 10.09% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 32,700,000 | 38,756,000 | 8.90% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 25,203,000 | 29,819,000 | 6.85% | PRN | |
| 6 | BNP PARIBAS FINANCIAL MARKETS | 22,200,000 | 26,265,485 | 6.03% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 17,650,000 | 20,959,000 | 4.81% | PRN | |
| 8 | Carlson Capital, L.P. | 14,500,000 | 17,239,000 | 3.96% | PRN | |
| 9 | Castle Creek Arbitrage, LLC | 13,500,000 | 16,026,000 | 3.68% | PRN | |
| 10 | BlueCrest Capital Management Ltd | 8,824,000 | 10,522,000 | 2.42% | PRN | |
| 11 | OAKTREE CAPITAL MANAGEMENT LP | 8,395,000 | 9,974,000 | 2.29% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 7,298,000 | 8,634,000 | 1.98% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 6,407,000 | 7,579,000 | 1.74% | PRN | |
| 14 | Covalent Partners LLC | 6,000,000 | 7,099,000 | 1.63% | PRN | |
| 15 | TD Securities (USA) LLC | 6,000,000 | 7,065,000 | 1.62% | PRN | |
| 16 | Assured Investment Management LLC | 5,644,000 | 6,708,000 | 1.54% | ||
| 17 | Ionic Capital Management LLC | 5,150,000 | 6,120,000 | 1.41% | PRN | |
| 18 | Penn Capital Management Company, LLC | 4,425,000 | 5,235,000 | 1.20% | PRN | |
| 19 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 4,000,000 | 4,970,000 | 1.14% | PRN | |
| 20 | Invesco Ltd. | 3,530,000 | 4,176,000 | 0.96% | ||
| 21 | MORGAN STANLEY | 3,500,000 | 4,148,000 | 0.95% | PRN | |
| 22 | CQS Cayman LP | 2,900,000 | 3,453,000 | 0.79% | PRN | |
| 23 | ADVENT CAPITAL MANAGEMENT /DE/ | 2,668,000 | 3,166,000 | 0.73% | PRN | |
| 24 | GRACE BROTHERS MANAGEMENT LLC | 2,250,000 | 2,676,000 | 0.61% | PRN | |
| 25 | THRIVENT FINANCIAL FOR LUTHERANS | 1,600,000 | 1,897,000 | 0.44% | ||
| 26 | CREDIT SUISSE AG/ | 1,430,000 | 1,692,000 | 0.39% | PRN | |
| 27 | BARCLAYS PLC | 1,226,000 | 1,447,000 | 0.33% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 1,151,000 | 1,362,000 | 0.31% | ||
| 29 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,120,000 | 1,328,000 | 0.30% | PRN | |
| 30 | LAZARD ASSET MANAGEMENT LLC | 0 | 1,183,000 | 0.27% | PRN | |
| 31 | Allianz Asset Management GmbH | 850,000 | 1,008,000 | 0.23% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 525,000 | 621,000 | 0.14% | PRN | |
| 33 | NOMURA HOLDINGS INC | 511,000 | 605,000 | 0.14% | PRN | |
| 34 | GOLDMAN SACHS GROUP INC | 185,000 | 219,000 | 0.05% | PRN | |
| 35 | LOOMIS SAYLES & CO L P | 3,241 | 109,000 | 0.03% |
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.
