| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 63,530,000 | 100,007,000 | 6.78% | PRN | |
| 2 | ZAZOVE ASSOCIATES LLC | 59,324,000 | 93,403,000 | 6.33% | PRN | |
| 3 | AQR ARBITRAGE LLC | 53,675,000 | 84,773,000 | 5.75% | PRN | |
| 4 | D. E. Shaw & Co., Inc. | 44,406,000 | 69,890,000 | 4.74% | PRN | |
| 5 | Myriad Asset Management Ltd. | 42,073,000 | 66,139,000 | 4.48% | PRN | |
| 6 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 30,800,000 | 48,505,000 | 3.29% | PRN | |
| 7 | AXA S.A. | 29,000,000 | 45,657,000 | 3.10% | PRN | |
| 8 | Sculptor Capital LP | 29,000,000 | 45,635,000 | 3.09% | PRN | |
| 9 | VICTORY CAPITAL MANAGEMENT INC | 27,803,818 | 43,774,000 | 2.97% | PRN | |
| 10 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 27,461,000 | 43,234,000 | 2.93% | PRN | |
| 11 | Calamos Advisors LLC | 26,660,000 | 41,974,000 | 2.85% | PRN | |
| 12 | STATE STREET CORP | 25,586,000 | 40,343,000 | 2.74% | ||
| 13 | MACKAY SHIELDS LLC | 24,600,000 | 38,845,000 | 2.63% | PRN | |
| 14 | CQS Cayman LP | 21,500,000 | 33,925,000 | 2.30% | PRN | |
| 15 | Daiwa Securities Group Inc. | 20,000,000 | 31,482,000 | 2.13% | PRN | |
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 18,848,000 | 29,663,000 | 2.01% | PRN | |
| 17 | JPMORGAN CHASE & CO | 18,603,000 | 29,274,000 | 1.98% | PRN | |
| 18 | Kamunting Street Capital Management, L.P. | 18,500,000 | 29,098,000 | 1.97% | PRN | |
| 19 | Carlson Capital, L.P. | 18,000,000 | 28,352,000 | 1.92% | PRN | |
| 20 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 17,750,000 | 27,955,000 | 1.90% | PRN | |
| 21 | ROYAL BANK OF CANADA | 17,260,000 | 27,174,000 | 1.84% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 15,868,000 | 24,982,000 | 1.69% | PRN | |
| 23 | Allianz Asset Management GmbH | 15,720,000 | 24,752,000 | 1.68% | PRN | |
| 24 | VERDE SERVICOS INTERNACIONAIS S.A. | 150,000 | 23,616,000 | 1.60% | ||
| 25 | BANK OF AMERICA CORP /DE/ | 14,818,000 | 23,330,000 | 1.58% | PRN | |
| 26 | GLG Partners LP | 14,205,000 | 22,373,000 | 1.52% | PRN | |
| 27 | LORD, ABBETT & CO. LLC | 14,071,000 | 22,223,000 | 1.51% | PRN | |
| 28 | MINT TOWER CAPITAL MANAGEMENT B.V. | 14,000,000 | 22,038,000 | 1.49% | PRN | |
| 29 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,533,000 | 21,295,000 | 1.44% | PRN | |
| 30 | CSS LLC/IL | 13,255,000 | 20,867,000 | 1.41% | PRN | |
| 31 | LAZARD ASSET MANAGEMENT LLC | 11,500,000 | 18,162,000 | 1.23% | PRN | |
| 32 | CREDIT SUISSE AG/ | 11,100,000 | 17,476,000 | 1.18% | PRN | |
| 33 | BNP PARIBAS FINANCIAL MARKETS | 10,000,000 | 15,743,800 | 1.07% | PRN | |
| 34 | SSI INVESTMENT MANAGEMENT LLC | 9,957,000 | 15,674,000 | 1.06% | PRN | |
| 35 | BARCLAYS PLC | 9,823,000 | 15,465,000 | 1.05% | PRN | |
| 36 | PUTNAM INVESTMENTS LLC | 9,387,000 | 14,779,000 | 1.00% | ||
| 37 | OPERA TRADING CAPITAL | 8,000,000 | 12,601,000 | 0.85% | PRN | |
| 38 | PERISCOPE CAPITAL INC. | 7,500,000 | 11,814,000 | 0.80% | PRN | |
| 39 | CLEAR PERSPECTIVE ADVISORS, LLC | 85,000 | 11,390,000 | 0.77% | PRN | |
| 40 | WELLS FARGO & COMPANY/MN | 6,385,000 | 10,053,000 | 0.68% | PRN | |
| 41 | Nicholas Investment Partners, LP | 6,010,000 | 9,462,000 | 0.64% | PRN | |
| 42 | THRIVENT FINANCIAL FOR LUTHERANS | 5,850,000 | 9,210,000 | 0.62% | ||
| 43 | BlueCrest Capital Management Ltd | 5,846,000 | 9,205,000 | 0.62% | PRN | |
| 44 | BNP Paribas Asset Management Holding S.A. | 5,600,000 | 8,825,000 | 0.60% | PRN | |
| 45 | CITIGROUP INC | 5,564,000 | 8,760,000 | 0.59% | PRN | |
| 46 | Kohlberg Kravis Roberts & Co. L.P. | 5,500,000 | 8,660,000 | 0.59% | PRN | |
| 47 | Pomelo Capital LLC | 5,000,000 | 7,897,000 | 0.54% | PRN | |
| 48 | CANADA PENSION PLAN INVESTMENT BOARD | 5,000,000 | 7,895,000 | 0.54% | PRN | |
| 49 | AMERIPRISE FINANCIAL INC | 4,844,000 | 7,626,000 | 0.52% | PRN | |
| 50 | EVERETT CAPITAL ADVISORS UK LLP | 4,500,000 | 7,081,000 | 0.48% | 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.
