| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAPSTONE INVESTMENT ADVISORS, LLC | 145,320,992 | 386,133,000 | 23.14% | ||
| 2 | CITADEL ADVISORS LLC | 97,695,000 | 259,531,000 | 15.55% | PRN | |
| 3 | Sculptor Capital LP | 55,350,000 | 147,094,000 | 8.81% | PRN | |
| 4 | SG Americas Securities, LLC | 370,000 | 98,536,000 | 5.90% | PRN | |
| 5 | TENOR CAPITAL MANAGEMENT Co., L.P. | 36,001,000 | 95,697,000 | 5.73% | PRN | |
| 6 | WOLVERINE ASSET MANAGEMENT LLC | 31,256,000 | 83,048,000 | 4.98% | PRN | |
| 7 | FARALLON CAPITAL MANAGEMENT LLC | 31,014,000 | 82,372,000 | 4.94% | PRN | |
| 8 | CITIGROUP INC | 30,051,000 | 79,879,000 | 4.79% | PRN | |
| 9 | FMR LLC | 19,580,000 | 52,046,000 | 3.12% | PRN | |
| 10 | Verition Fund Management LLC | 18,500,000 | 49,268,000 | 2.95% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 17,945,000 | 47,637,000 | 2.85% | PRN | |
| 12 | BAKER BROS. ADVISORS LP | 14,668,000 | 38,948,000 | 2.33% | PRN | |
| 13 | PRUDENTIAL PLC | 12,213,000 | 32,464,000 | 1.95% | ||
| 14 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 10,000,000 | 26,589,000 | 1.59% | PRN | |
| 15 | BANK OF AMERICA CORP /DE/ | 8,841,000 | 23,501,000 | 1.41% | PRN | |
| 16 | BERKLEY W R CORP | 8,627,000 | 22,962,000 | 1.38% | PRN | |
| 17 | CSS LLC/IL | 8,300,000 | 22,057,000 | 1.32% | PRN | |
| 18 | AMUNDI ASSET MANAGEMENT US, INC. | 7,375,000 | 19,604,000 | 1.17% | PRN | |
| 19 | LAZARD ASSET MANAGEMENT LLC | 6,500,000 | 17,277,000 | 1.04% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 5,000,000 | 13,290,000 | 0.80% | PRN | |
| 21 | PUTNAM INVESTMENTS LLC | 4,860,000 | 12,919,000 | 0.77% | ||
| 22 | JPMORGAN CHASE & CO | 4,638,000 | 12,328,000 | 0.74% | PRN | |
| 23 | AXA S.A. | 4,000,000 | 10,633,000 | 0.64% | PRN | |
| 24 | PIPER SANDLER & CO. | 3,750,000 | 9,968,000 | 0.60% | PRN | |
| 25 | AQR ARBITRAGE LLC | 3,600,000 | 9,587,000 | 0.57% | PRN | |
| 26 | Pine River Capital Management L.P. | 3,350,000 | 8,897,000 | 0.53% | PRN | |
| 27 | TT INTERNATIONAL | 760,000 | 2,020,000 | 0.12% | ||
| 28 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 1,594,000 | 0.10% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 550,000 | 1,461,000 | 0.09% | PRN | |
| 30 | CREDIT SUISSE AG/ | 400,000 | 1,063,000 | 0.06% | PRN | |
| 31 | Lombard Odier Asset Management (Europe) Ltd | 130,000 | 345,000 | 0.02% | PRN | |
| 32 | MANAGED ACCOUNT ADVISORS LLC | 2,000 | 5,000 | 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.
