| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 55,000,000 | 81,941,000 | 22.79% | PRN | |
| 2 | Calamos Advisors LLC | 37,311,000 | 56,145,000 | 15.61% | PRN | |
| 3 | ROYAL BANK OF CANADA | 23,000,000 | 34,385,000 | 9.56% | PRN | |
| 4 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,731,000 | 30,825,000 | 8.57% | PRN | |
| 5 | PRUDENTIAL PLC | 17,533,000 | 26,101,000 | 7.26% | ||
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 12,750,000 | 18,990,000 | 5.28% | PRN | |
| 7 | RWC Asset Management LLP | 9,000,000 | 13,327,000 | 3.71% | PRN | |
| 8 | Invesco Ltd. | 8,500,000 | 12,638,000 | 3.51% | PRN | |
| 9 | JPMORGAN CHASE & CO | 8,093,000 | 12,099,000 | 3.36% | PRN | |
| 10 | AVIVA PLC | 6,500,000 | 9,697,000 | 2.70% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 5,300,000 | 7,880,000 | 2.19% | PRN | |
| 12 | Hutchin Hill Capital, LP | 5,000,000 | 7,456,000 | 2.07% | PRN | |
| 13 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,000,000 | 7,434,000 | 2.07% | PRN | |
| 14 | SHENKMAN CAPITAL MANAGEMENT INC | 4,917,000 | 7,323,000 | 2.04% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 4,231,000 | 6,291,000 | 1.75% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 4,000,000 | 5,947,520 | 1.65% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 3,025,000 | 4,513,000 | 1.25% | ||
| 18 | CSS LLC/IL | 2,500,000 | 3,736,000 | 1.04% | PRN | |
| 19 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,973,000 | 0.83% | PRN | |
| 20 | CITIGROUP INC | 1,787,000 | 2,657,000 | 0.74% | PRN | |
| 21 | Polar Asset Management Partners Inc. | 1,500,000 | 2,238,000 | 0.62% | PRN | |
| 22 | RUSSELL FRANK CO/ | 1,200,000 | 1,781,000 | 0.50% | ||
| 23 | Bank of New York Mellon Corp | 1,000,000 | 1,495,000 | 0.42% | ||
| 24 | SG Americas Securities, LLC | 3,230 | 482,000 | 0.13% | PRN | |
| 25 | NORTHERN TRUST CORP | 298,000 | 443,000 | 0.12% | PRN | |
| 26 | NOMURA HOLDINGS INC | 231,000 | 343,000 | 0.10% | PRN | |
| 27 | SYMPHONY ASSET MANAGEMENT LLC | 172,000 | 257,000 | 0.07% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 105,000 | 156,000 | 0.04% | PRN | |
| 29 | SSI INVESTMENT MANAGEMENT LLC | 36,000 | 52,000 | 0.01% | 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.
