| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 79,223,000 | 94,576,000 | 23.21% | PRN | |
| 2 | JPMORGAN CHASE & CO | 35,515,000 | 42,264,000 | 10.37% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 33,845,000 | 40,241,000 | 9.88% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 32,700,000 | 38,781,000 | 9.52% | PRN | |
| 5 | BASSO CAPITAL MANAGEMENT, L.P. | 21,500,000 | 25,656,000 | 6.30% | PRN | |
| 6 | Carlson Capital, L.P. | 14,500,000 | 17,303,000 | 4.25% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 13,500,000 | 16,113,000 | 3.95% | PRN | |
| 8 | D. E. Shaw & Co., Inc. | 13,000,000 | 15,507,000 | 3.81% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,203,000 | 12,142,000 | 2.98% | PRN | |
| 10 | LOOMIS SAYLES & CO L P | 305,581 | 10,289,000 | 2.52% | ||
| 11 | AMERIPRISE FINANCIAL INC | 8,498,000 | 10,113,000 | 2.48% | PRN | |
| 12 | Calamos Advisors LLC | 6,000,000 | 7,160,000 | 1.76% | PRN | |
| 13 | Covalent Partners LLC | 6,000,000 | 7,140,000 | 1.75% | PRN | |
| 14 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,568,000 | 6,649,000 | 1.63% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 5,950,000 | 1.46% | PRN | |
| 16 | ZAZOVE ASSOCIATES LLC | 4,775,000 | 5,700,000 | 1.40% | PRN | |
| 17 | Penn Capital Management Company, LLC | 4,512,000 | 5,369,000 | 1.32% | PRN | |
| 18 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 4,000,000 | 4,755,000 | 1.17% | PRN | |
| 19 | CQS Cayman LP | 3,600,000 | 4,299,000 | 1.05% | PRN | |
| 20 | Invesco Ltd. | 3,530,000 | 4,201,000 | 1.03% | ||
| 21 | BlueCrest Capital Management Ltd | 123,917 | 4,172,000 | 1.02% | PRN | |
| 22 | MORGAN STANLEY | 3,500,000 | 4,165,000 | 1.02% | PRN | |
| 23 | TD Securities (USA) LLC | 3,500,000 | 4,141,000 | 1.02% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 2,455,000 | 2,921,000 | 0.72% | PRN | |
| 25 | GRACE BROTHERS MANAGEMENT LLC | 2,250,000 | 2,689,000 | 0.66% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 2,255,000 | 2,683,000 | 0.66% | PRN | |
| 27 | Sage Capital Management, LLC | 2,000,000 | 2,390,000 | 0.59% | PRN | |
| 28 | CREDIT SUISSE AG/ | 1,845,000 | 2,196,000 | 0.54% | PRN | |
| 29 | THRIVENT FINANCIAL FOR LUTHERANS | 1,600,000 | 1,908,000 | 0.47% | ||
| 30 | MIZUHO SECURITIES USA LLC | 1,462,000 | 1,748,000 | 0.43% | ||
| 31 | SSI INVESTMENT MANAGEMENT LLC | 1,151,000 | 1,370,000 | 0.34% | PRN | |
| 32 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,120,000 | 1,336,000 | 0.33% | PRN | |
| 33 | Allianz Asset Management GmbH | 850,000 | 1,014,000 | 0.25% | PRN | |
| 34 | Ionic Capital Management LLC | 150,000 | 179,000 | 0.04% | PRN | |
| 35 | Lombard Odier Asset Management (Europe) Ltd | 150,000 | 179,000 | 0.04% | PRN | |
| 36 | NOMURA HOLDINGS INC | 100,000 | 119,000 | 0.03% | PRN | |
| 37 | GOLDMAN SACHS GROUP INC | 60,000 | 71,000 | 0.02% | 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.
