| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 85,000,000 | 136,733,000 | 18.68% | PRN | |
| 2 | Myriad Asset Management Ltd. | 37,500,000 | 60,281,000 | 8.24% | PRN | |
| 3 | MACKAY SHIELDS LLC | 33,582,000 | 53,956,000 | 7.37% | PRN | |
| 4 | Allianz Asset Management GmbH | 30,715,000 | 47,455,000 | 6.48% | PRN | |
| 5 | SG Americas Securities, LLC | 285,000 | 45,814,000 | 6.26% | PRN | |
| 6 | BlueCrest Capital Management Ltd | 828,852 | 40,332,000 | 5.51% | PRN | |
| 7 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 23,000,000 | 36,986,000 | 5.05% | PRN | |
| 8 | FMR LLC | 20,270,000 | 32,483,000 | 4.44% | PRN | |
| 9 | Invesco Ltd. | 16,300,000 | 26,121,000 | 3.57% | PRN | |
| 10 | LORD, ABBETT & CO. LLC | 14,216,000 | 22,852,000 | 3.12% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 14,136,000 | 22,653,000 | 3.10% | PRN | |
| 12 | CANYON CAPITAL ADVISORS LLC | 14,000,000 | 22,435,000 | 3.07% | PRN | |
| 13 | Calamos Advisors LLC | 12,675,000 | 20,386,000 | 2.79% | PRN | |
| 14 | Hutchin Hill Capital, LP | 10,500,000 | 16,912,000 | 2.31% | PRN | |
| 15 | AMERIPRISE FINANCIAL INC | 10,109,000 | 16,199,000 | 2.21% | PRN | |
| 16 | Carlson Capital, L.P. | 10,000,000 | 16,093,000 | 2.20% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 9,750,000 | 15,661,000 | 2.14% | PRN | |
| 18 | GLG Partners LP | 8,500,000 | 13,706,000 | 1.87% | PRN | |
| 19 | BANK OF AMERICA CORP /DE/ | 5,941,000 | 9,178,000 | 1.25% | PRN | |
| 20 | ANGELO GORDON & CO., L.P. | 5,000,000 | 8,013,000 | 1.09% | PRN | |
| 21 | Nicholas Investment Partners, LP | 4,610,000 | 7,388,000 | 1.01% | PRN | |
| 22 | PUTNAM INVESTMENTS LLC | 4,560,000 | 7,308,000 | 1.00% | ||
| 23 | Jabre Capital Partners S.A. | 4,500,000 | 7,253,000 | 0.99% | PRN | |
| 24 | CREDIT AGRICOLE S A | 4,470,000 | 7,163,000 | 0.98% | PRN | |
| 25 | THRIVENT FINANCIAL FOR LUTHERANS | 3,950,000 | 6,350,000 | 0.87% | ||
| 26 | AXA S.A. | 3,000,000 | 4,808,000 | 0.66% | PRN | |
| 27 | SSI INVESTMENT MANAGEMENT LLC | 2,651,000 | 4,245,000 | 0.58% | PRN | |
| 28 | BlackRock Finance, Inc. | 2,217,000 | 3,553,000 | 0.49% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 2,000,000 | 3,090,000 | 0.42% | PRN | |
| 30 | Sage Capital Management, LLC | 1,480,000 | 2,378,000 | 0.32% | PRN | |
| 31 | Calamos Wealth Management LLC | 1,477,000 | 2,376,000 | 0.32% | PRN | |
| 32 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,250,000 | 2,009,000 | 0.27% | PRN | |
| 33 | SANDLER CAPITAL MANAGEMENT | 1,175,000 | 1,883,000 | 0.26% | PRN | |
| 34 | JPMORGAN CHASE & CO | 1,150,000 | 1,777,000 | 0.24% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 1,013,000 | 1,621,000 | 0.22% | PRN | |
| 36 | BlackRock Group LTD | 835,000 | 1,338,000 | 0.18% | PRN | |
| 37 | BLACKROCK ADVISORS LLC | 560,000 | 897,000 | 0.12% | PRN | |
| 38 | Bank of New York Mellon Corp | 505,000 | 781,000 | 0.11% | ||
| 39 | Man Investments (CH) AG | 400,000 | 645,000 | 0.09% | PRN | |
| 40 | CREDIT SUISSE AG/ | 300,000 | 481,000 | 0.07% | PRN | |
| 41 | CITIGROUP INC | 56,000 | 90,000 | 0.01% | PRN | |
| 42 | Brown Advisory Securities, LLC | 26,000 | 41,000 | 0.01% | PRN | |
| 43 | BlackRock Fund Advisors | 25,000 | 40,000 | 0.01% | PRN | |
| 44 | EQUITEC SPECIALISTS, LLC | 11,000 | 18,000 | 0.00% | PRN | |
| 45 | MORGAN STANLEY | 3,000 | 5,000 | 0.00% | PRN | |
| 46 | INTEGRATED WEALTH MANAGEMENT | 3,000 | 5,000 | 0.00% | ||
| 47 | UBS Group AG | 1,000 | 2,000 | 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.
