| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 84,206,000 | 132,272,000 | 9.10% | PRN | |
| 2 | Calamos Advisors LLC | 82,031,000 | 129,515,000 | 8.91% | PRN | |
| 3 | AQR ARBITRAGE LLC | 78,631,000 | 123,696,000 | 8.51% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 71,585,000 | 112,254,000 | 7.72% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 50,550,000 | 79,621,000 | 5.48% | PRN | |
| 6 | Sculptor Capital LP | 50,571,000 | 79,432,000 | 5.47% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 42,994,000 | 67,526,000 | 4.65% | PRN | |
| 8 | ROYAL BANK OF CANADA | 33,242,000 | 52,172,000 | 3.59% | PRN | |
| 9 | CSS LLC/IL | 30,929,000 | 48,561,000 | 3.34% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 30,831,000 | 48,510,000 | 3.34% | PRN | |
| 11 | Lombard Odier Asset Management (Europe) Ltd | 29,460,000 | 46,458,000 | 3.20% | PRN | |
| 12 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 24,696,000 | 38,727,000 | 2.66% | PRN | |
| 13 | GLG Partners LP | 24,230,000 | 38,056,000 | 2.62% | PRN | |
| 14 | BNP Paribas Asset Management Holding S.A. | 23,100,000 | 36,369,000 | 2.50% | PRN | |
| 15 | AVIVA PLC | 23,100,000 | 36,255,000 | 2.49% | PRN | |
| 16 | Tetragon Partners GP Ltd | 20,000,000 | 31,525,000 | 2.17% | PRN | |
| 17 | JPMORGAN CHASE & CO | 15,980,000 | 25,079,000 | 1.73% | PRN | |
| 18 | NOMURA HOLDINGS INC | 12,205,000 | 19,139,000 | 1.32% | PRN | |
| 19 | MORGAN STANLEY | 11,498,000 | 18,023,000 | 1.24% | PRN | |
| 20 | RWC Asset Management LLP | 11,160,000 | 17,515,000 | 1.21% | PRN | |
| 21 | Invesco Ltd. | 10,750,000 | 16,857,000 | 1.16% | PRN | |
| 22 | PRUDENTIAL PLC | 10,381,000 | 16,279,000 | 1.12% | ||
| 23 | DEUTSCHE BANK AG\ | 9,313,000 | 14,603,000 | 1.00% | PRN | |
| 24 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 14,584,000 | 1.00% | PRN | |
| 25 | EQUITEC SPECIALISTS, LLC | 9,000,000 | 14,113,000 | 0.97% | PRN | |
| 26 | THRIVENT FINANCIAL FOR LUTHERANS | 8,400,000 | 13,214,000 | 0.91% | ||
| 27 | CREDIT SUISSE AG/ | 8,274,000 | 12,974,000 | 0.89% | PRN | |
| 28 | Polar Asset Management Partners Inc. | 7,500,000 | 11,774,000 | 0.81% | PRN | |
| 29 | OPERA TRADING CAPITAL | 7,377,000 | 11,630,000 | 0.80% | PRN | |
| 30 | CREDIT AGRICOLE S A | 7,313,000 | 11,468,000 | 0.79% | PRN | |
| 31 | LORD, ABBETT & CO. LLC | 7,199,000 | 11,325,000 | 0.78% | PRN | |
| 32 | FMR LLC | 6,930,000 | 10,867,000 | 0.75% | PRN | |
| 33 | Clearbridge Investments, LLC | 6,300,000 | 9,888,000 | 0.68% | PRN | |
| 34 | WHITEBOX ADVISORS LLC | 6,248,000 | 9,798,000 | 0.67% | PRN | |
| 35 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,000,000 | 9,438,000 | 0.65% | ||
| 36 | Man Investments (CH) AG | 5,000,000 | 7,853,000 | 0.54% | PRN | |
| 37 | GEODE CAPITAL MANAGEMENT, LLC | 5,000,000 | 7,840,000 | 0.54% | PRN | |
| 38 | WELLS FARGO & COMPANY/MN | 4,780,000 | 7,501,000 | 0.52% | PRN | |
| 39 | Nicholas Investment Partners, LP | 4,000,000 | 6,273,000 | 0.43% | PRN | |
| 40 | Penn Capital Management Company, LLC | 3,986,000 | 6,251,000 | 0.43% | PRN | |
| 41 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,750,000 | 4,332,000 | 0.30% | PRN | |
| 42 | SYMPHONY ASSET MANAGEMENT LLC | 2,710,000 | 4,263,000 | 0.29% | PRN | |
| 43 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,500,000 | 3,929,000 | 0.27% | PRN | |
| 44 | D. E. Shaw & Co., Inc. | 2,285,000 | 3,590,000 | 0.25% | PRN | |
| 45 | UBS Group AG | 2,200,000 | 3,450,000 | 0.24% | PRN | |
| 46 | SHENKMAN CAPITAL MANAGEMENT INC | 2,195,000 | 3,446,000 | 0.24% | PRN | |
| 47 | GABELLI FUNDS LLC | 2,000,000 | 3,157,000 | 0.22% | PRN | |
| 48 | RUSSELL FRANK CO/ | 1,790,000 | 2,816,000 | 0.19% | ||
| 49 | LAFFER TENGLER INVESTMENTS, INC. | 1,760 | 2,784,413 | 0.19% | PRN | |
| 50 | SSI INVESTMENT MANAGEMENT LLC | 1,684,000 | 2,641,000 | 0.18% | 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.
