| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 26,300,000 | 12,280,521,984 | 82.38% | ||
| 2 | Kohlberg Kravis Roberts & Co. L.P. | 44,505,000 | 207,393,000 | 1.39% | PRN | |
| 3 | BLACKROCK ADVISORS LLC | 42,090,000 | 196,534,000 | 1.32% | PRN | |
| 4 | WELLS FARGO & COMPANY/MN | 35,566,000 | 166,072,000 | 1.11% | PRN | |
| 5 | Calamos Advisors LLC | 27,678,000 | 129,662,000 | 0.87% | PRN | |
| 6 | LOOMIS SAYLES & CO L P | 1,098,075 | 116,890,000 | 0.78% | ||
| 7 | CAMDEN ASSET MANAGEMENT L P /CA | 21,804,000 | 101,811,000 | 0.68% | PRN | |
| 8 | BAKER BROS. ADVISORS LP | 21,500,000 | 100,393,000 | 0.67% | PRN | |
| 9 | ROYAL BANK OF CANADA | 19,802,000 | 92,464,000 | 0.62% | PRN | |
| 10 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 18,705,000 | 87,836,000 | 0.59% | PRN | |
| 11 | AXA S.A. | 18,500,000 | 86,384,000 | 0.58% | PRN | |
| 12 | VICTORY CAPITAL MANAGEMENT INC | 17,428,236 | 81,380,000 | 0.55% | ||
| 13 | MACKAY SHIELDS LLC | 17,113,000 | 79,935,000 | 0.54% | PRN | |
| 14 | LORD, ABBETT & CO. LLC | 16,300,000 | 76,141,000 | 0.51% | PRN | |
| 15 | Invesco Ltd. | 15,866,000 | 74,084,000 | 0.50% | ||
| 16 | CREDIT SUISSE AG/ | 14,700,000 | 68,640,000 | 0.46% | PRN | |
| 17 | Orchard Hill Capital Management LP | 14,631,000 | 68,345,000 | 0.46% | PRN | |
| 18 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,732,000 | 64,139,000 | 0.43% | PRN | |
| 19 | BlackRock Group LTD | 13,626,000 | 63,625,000 | 0.43% | PRN | |
| 20 | INCOME RESEARCH & MANAGEMENT | 12,471,000 | 58,232,000 | 0.39% | PRN | |
| 21 | PICTON MAHONEY ASSET MANAGEMENT | 482,800 | 51,395,000 | 0.34% | SH | |
| 22 | Lombard Odier Asset Management (Europe) Ltd | 10,955,000 | 51,364,000 | 0.34% | PRN | |
| 23 | COASTLAND CAPITAL LLC | 10,000 | 46,717,000 | 0.31% | PRN | |
| 24 | JPMORGAN CHASE & CO | 8,717,000 | 40,703,000 | 0.27% | PRN | |
| 25 | MUFG Securities EMEA plc | 8,067,000 | 37,791,072 | 0.25% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 7,900,000 | 36,886,000 | 0.25% | PRN | |
| 27 | ONTARIO TEACHERS PENSION PLAN BOARD | 7,000,000 | 32,699,000 | 0.22% | PRN | |
| 28 | PUTNAM INVESTMENTS LLC | 6,558,000 | 30,622,000 | 0.21% | ||
| 29 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 6,200,000 | 28,950,000 | 0.19% | PRN | |
| 30 | CREDIT AGRICOLE S A | 6,148,000 | 28,707,000 | 0.19% | PRN | |
| 31 | CSS LLC/IL | 5,400,000 | 25,281,000 | 0.17% | PRN | |
| 32 | AMERIPRISE FINANCIAL INC | 4,490,000 | 21,085,000 | 0.14% | PRN | |
| 33 | CQS Cayman LP | 4,350,000 | 20,346,000 | 0.14% | PRN | |
| 34 | PIPER SANDLER & CO. | 4,099,000 | 19,140,000 | 0.13% | PRN | |
| 35 | BANK OF MONTREAL /CAN/ | 4,000,000 | 18,640,000 | 0.13% | PRN | |
| 36 | MANAGED ACCOUNT ADVISORS LLC | 3,891,000 | 18,169,000 | 0.12% | PRN | |
| 37 | GLG Partners LP | 3,740,000 | 17,478,000 | 0.12% | PRN | |
| 38 | BlackRock Investment Management, LLC | 3,729,000 | 17,412,000 | 0.12% | PRN | |
| 39 | THRIVENT FINANCIAL FOR LUTHERANS | 3,600,000 | 16,817,000 | 0.11% | ||
| 40 | AEGON USA Investment Management, LLC | 3,250,000 | 15,175,000 | 0.10% | PRN | |
| 41 | AQR CAPITAL MANAGEMENT LLC | 3,150,000 | 14,714,000 | 0.10% | PRN | |
| 42 | Apollo Management Holdings, L.P. | 3,000,000 | 10,941,000 | 0.07% | PRN | |
| 43 | PRUDENTIAL PLC | 2,329,000 | 10,875,000 | 0.07% | ||
| 44 | GRACE BROTHERS MANAGEMENT LLC | 1,900,000 | 8,877,000 | 0.06% | PRN | |
| 45 | DEUTSCHE BANK AG\ | 1,865,000 | 8,708,000 | 0.06% | PRN | |
| 46 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,800,000 | 8,493,000 | 0.06% | PRN | |
| 47 | KEYBANK NATIONAL ASSOCIATION/OH | 1,555,000 | 7,261,000 | 0.05% | ||
| 48 | LAFFER TENGLER INVESTMENTS, INC. | 1,436 | 6,734,224 | 0.05% | ||
| 49 | Man Investments (CH) AG | 1,300,000 | 6,075,000 | 0.04% | PRN | |
| 50 | Allianz Asset Management GmbH | 1,270,000 | 5,933,000 | 0.04% | 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.
