| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 86,706,000 | 136,797,000 | 10.10% | PRN | |
| 2 | CAMDEN ASSET MANAGEMENT L P /CA | 76,710,000 | 120,962,000 | 8.93% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 71,500,000 | 112,784,000 | 8.33% | ||
| 4 | AQR ARBITRAGE LLC | 64,931,000 | 102,713,000 | 7.59% | PRN | |
| 5 | Sculptor Capital LP | 64,196,000 | 101,330,000 | 7.48% | PRN | |
| 6 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 46,150,000 | 72,768,000 | 5.37% | PRN | |
| 7 | MORGAN STANLEY | 45,622,000 | 71,905,000 | 5.31% | PRN | |
| 8 | Castle Creek Arbitrage, LLC | 42,994,000 | 67,854,000 | 5.01% | PRN | |
| 9 | Bluefin Trading, LLC | 405,830 | 63,995,000 | 4.73% | PRN | |
| 10 | Calamos Advisors LLC | 31,290,000 | 49,357,000 | 3.65% | PRN | |
| 11 | ROYAL BANK OF CANADA | 29,307,000 | 46,145,000 | 3.41% | PRN | |
| 12 | WHITEBOX ADVISORS LLC | 26,748,000 | 42,178,000 | 3.12% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 20,000,000 | 31,565,000 | 2.33% | PRN | |
| 14 | Polar Asset Management Partners Inc. | 20,000,000 | 31,552,000 | 2.33% | PRN | |
| 15 | STATE STREET CORP | 19,794,000 | 31,213,000 | 2.31% | ||
| 16 | GLG Partners LP | 18,480,000 | 29,141,000 | 2.15% | PRN | |
| 17 | SCOTIA CAPITAL INC. | 15,592,000 | 24,593,000 | 1.82% | ||
| 18 | CSS LLC/IL | 12,839,000 | 20,254,000 | 1.50% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 10,642,000 | 16,780,000 | 1.24% | PRN | |
| 20 | PRUDENTIAL PLC | 10,381,000 | 16,370,000 | 1.21% | ||
| 21 | AVIVA PLC | 10,000,000 | 15,775,000 | 1.17% | PRN | |
| 22 | Invesco Ltd. | 8,750,000 | 13,798,000 | 1.02% | PRN | |
| 23 | JPMORGAN CHASE & CO | 7,599,000 | 11,988,000 | 0.89% | PRN | |
| 24 | UBS Group AG | 7,260,000 | 11,448,000 | 0.85% | PRN | |
| 25 | LORD, ABBETT & CO. LLC | 6,390,000 | 10,108,000 | 0.75% | PRN | |
| 26 | THRIVENT FINANCIAL FOR LUTHERANS | 6,300,000 | 9,966,000 | 0.74% | ||
| 27 | CREDIT AGRICOLE S A | 6,275,000 | 9,895,000 | 0.73% | PRN | |
| 28 | EQUITEC SPECIALISTS, LLC | 5,687,000 | 8,968,000 | 0.66% | PRN | |
| 29 | Verition Fund Management LLC | 5,500,000 | 8,700,000 | 0.64% | PRN | |
| 30 | BASSO CAPITAL MANAGEMENT, L.P. | 5,200,000 | 8,187,000 | 0.60% | PRN | |
| 31 | CITIGROUP INC | 4,071,000 | 6,419,000 | 0.47% | PRN | |
| 32 | Clearbridge Investments, LLC | 3,751,000 | 5,917,000 | 0.44% | PRN | |
| 33 | Nicholas Investment Partners, LP | 3,250,000 | 5,125,000 | 0.38% | PRN | |
| 34 | Man Investments (CH) AG | 3,000,000 | 4,731,000 | 0.35% | PRN | |
| 35 | GABELLI FUNDS LLC | 2,750,000 | 4,338,000 | 0.32% | PRN | |
| 36 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,750,000 | 4,336,000 | 0.32% | PRN | |
| 37 | D. E. Shaw & Co., Inc. | 2,285,000 | 3,606,000 | 0.27% | PRN | |
| 38 | BARDIN HILL MANAGEMENT PARTNERS LP | 2,260,000 | 3,565,000 | 0.26% | PRN | |
| 39 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 3,153,000 | 0.23% | PRN | |
| 40 | SSI INVESTMENT MANAGEMENT LLC | 1,867,000 | 2,944,000 | 0.22% | PRN | |
| 41 | RUSSELL FRANK CO/ | 1,790,000 | 2,832,000 | 0.21% | ||
| 42 | CREDIT SUISSE AG/ | 1,325,000 | 2,089,000 | 0.15% | PRN | |
| 43 | SG Americas Securities, LLC | 11,000 | 1,740,000 | 0.13% | PRN | |
| 44 | Compagnie Lombard Odier SCmA | 905,000 | 1,429,000 | 0.11% | PRN | |
| 45 | BARCLAYS PLC | 428,000 | 672,000 | 0.05% | PRN | |
| 46 | PUTNAM INVESTMENTS LLC | 276,000 | 435,000 | 0.03% | ||
| 47 | BANK OF AMERICA CORP /DE/ | 211,000 | 333,000 | 0.02% | PRN | |
| 48 | Jefferies Group LLC | 202,000 | 319,000 | 0.02% | PRN | |
| 49 | BlackRock Fund Advisors | 200,000 | 315,000 | 0.02% | PRN | |
| 50 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 182,000 | 287,000 | 0.02% | 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.
