| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAPSTONE INVESTMENT ADVISORS, LLC | 119,500,000 | 124,280,000 | 9.02% | ||
| 2 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 97,500,000 | 100,913,000 | 7.33% | PRN | |
| 3 | NORTHERN TRUST CORP | 792,000 | 81,972,000 | 5.95% | PRN | |
| 4 | Invesco Ltd. | 76,845,000 | 79,535,000 | 5.77% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 73,225,000 | 76,344,000 | 5.54% | PRN | |
| 6 | JPMORGAN CHASE & CO | 68,881,000 | 71,774,000 | 5.21% | PRN | |
| 7 | Allianz Asset Management GmbH | 63,700,000 | 66,407,000 | 4.82% | PRN | |
| 8 | OAKTREE CAPITAL MANAGEMENT LP | 60,500,000 | 63,232,000 | 4.59% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 53,871,000 | 55,756,000 | 4.05% | PRN | |
| 10 | PRUDENTIAL PLC | 51,237,000 | 53,030,000 | 3.85% | ||
| 11 | CQS Cayman LP | 50,750,000 | 52,865,000 | 3.84% | PRN | |
| 12 | MORGAN STANLEY | 43,029,000 | 44,641,000 | 3.24% | PRN | |
| 13 | ARROWGRASS CAPITAL PARTNERS (US) LP | 50,135 | 41,529,000 | 3.02% | PRN | |
| 14 | D. E. Shaw & Co., Inc. | 37,500,000 | 39,017,000 | 2.83% | PRN | |
| 15 | BNP Paribas Asset Management Holding S.A. | 36,500,000 | 38,023,000 | 2.76% | PRN | |
| 16 | FRANKLIN RESOURCES INC | 35,450,000 | 36,868,000 | 2.68% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 32,705,000 | 33,850,000 | 2.46% | PRN | |
| 18 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 30,025,000 | 31,340,000 | 2.28% | PRN | |
| 19 | GAM Holding AG | 27,528,000 | 28,726,000 | 2.09% | PRN | |
| 20 | MACKAY SHIELDS LLC | 25,808,000 | 26,815,000 | 1.95% | PRN | |
| 21 | Ferox Capital Management LP | 24,300,000 | 25,269,000 | 1.83% | PRN | |
| 22 | ROYAL BANK OF CANADA | 22,969,000 | 23,934,000 | 1.74% | PRN | |
| 23 | SHENKMAN CAPITAL MANAGEMENT INC | 16,694,000 | 17,372,000 | 1.26% | PRN | |
| 24 | CREDIT SUISSE AG/ | 15,449,000 | 15,990,000 | 1.16% | PRN | |
| 25 | GLG Partners LP | 14,910,000 | 15,546,000 | 1.13% | PRN | |
| 26 | NOMURA HOLDINGS INC | 13,614,000 | 14,090,000 | 1.02% | PRN | |
| 27 | THRIVENT FINANCIAL FOR LUTHERANS | 9,650,000 | 10,036,000 | 0.73% | ||
| 28 | CREDIT AGRICOLE S A | 8,995,000 | 9,310,000 | 0.68% | PRN | |
| 29 | Calamos Advisors LLC | 7,500,000 | 7,833,000 | 0.57% | PRN | |
| 30 | WELLS FARGO & COMPANY/MN | 7,324,000 | 7,581,000 | 0.55% | PRN | |
| 31 | BARINGS LLC | 7,239,000 | 7,492,000 | 0.54% | PRN | |
| 32 | LORD, ABBETT & CO. LLC | 6,366,000 | 6,621,000 | 0.48% | PRN | |
| 33 | SSI INVESTMENT MANAGEMENT LLC | 5,590,000 | 5,784,000 | 0.42% | PRN | |
| 34 | JUPITER ASSET MANAGEMENT LTD | 5,500,000 | 5,731,000 | 0.42% | PRN | |
| 35 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 5,420,000 | 5,650,000 | 0.41% | PRN | |
| 36 | EDMOND DE ROTHSCHILD HOLDING S.A. | 5,420,000 | 5,650,000 | 0.41% | PRN | |
| 37 | Daiwa Securities Group Inc. | 5,000,000 | 5,201,000 | 0.38% | PRN | |
| 38 | BANK OF AMERICA CORP /DE/ | 4,495,000 | 4,687,000 | 0.34% | PRN | |
| 39 | BNP PARIBAS FINANCIAL MARKETS | 4,500,000 | 4,657,500 | 0.34% | PRN | |
| 40 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 4,460,000 | 4,650,000 | 0.34% | PRN | |
| 41 | FLOSSBACH VON STORCH SE | 4,000,000 | 4,182,000 | 0.30% | PRN | |
| 42 | GEODE CAPITAL MANAGEMENT, LLC | 4,000,000 | 4,140,000 | 0.30% | PRN | |
| 43 | Bank of New York Mellon Corp | 2,254,000 | 2,348,000 | 0.17% | ||
| 44 | SCOTIA CAPITAL INC. | 2,161,000 | 2,252,000 | 0.16% | ||
| 45 | INCOME RESEARCH & MANAGEMENT | 2,151,000 | 2,226,000 | 0.16% | PRN | |
| 46 | UBS Group AG | 2,050,000 | 2,122,000 | 0.15% | PRN | |
| 47 | Verition Fund Management LLC | 2,000,000 | 2,080,000 | 0.15% | PRN | |
| 48 | RUSSELL FRANK CO/ | 1,600,000 | 1,664,000 | 0.12% | ||
| 49 | WELLINGTON MANAGEMENT GROUP LLP | 1,573,000 | 1,628,000 | 0.12% | PRN | |
| 50 | CONNING INC. | 1,400,000 | 1,460,000 | 0.11% | 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.
