| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 142,375,000 | 237,855,000 | 9.67% | PRN | |
| 2 | Calamos Advisors LLC | 103,052,000 | 173,123,000 | 7.04% | PRN | |
| 3 | CITADEL ADVISORS LLC | 96,584,000 | 160,323,000 | 6.52% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 88,505,000 | 147,417,000 | 5.99% | PRN | |
| 5 | Invesco Ltd. | 80,521,000 | 134,118,000 | 5.45% | PRN | |
| 6 | ARISTEIA CAPITAL, L.L.C. | 77,500,000 | 128,682,000 | 5.23% | PRN | |
| 7 | Allianz Asset Management GmbH | 72,220,000 | 119,885,000 | 4.88% | PRN | |
| 8 | NORTHERN TRUST CORP | 652,000 | 108,599,000 | 4.42% | PRN | |
| 9 | Hudson Bay Capital Management LP | 56,530,000 | 93,871,000 | 3.82% | PRN | |
| 10 | CQS Cayman LP | 44,950,000 | 74,710,000 | 3.04% | PRN | |
| 11 | D. E. Shaw & Co., Inc. | 36,305,000 | 60,228,000 | 2.45% | PRN | |
| 12 | Assured Investment Management LLC | 35,000,000 | 58,168,000 | 2.37% | PRN | |
| 13 | Myriad Asset Management Ltd. | 35,000,000 | 58,012,000 | 2.36% | PRN | |
| 14 | PRUDENTIAL PLC | 30,748,000 | 51,215,000 | 2.08% | ||
| 15 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 27,500,000 | 45,698,000 | 1.86% | PRN | |
| 16 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 25,000,000 | 41,641,000 | 1.69% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 24,260,000 | 40,407,000 | 1.64% | PRN | |
| 18 | Kohlberg Kravis Roberts & Co. L.P. | 24,000,000 | 39,840,000 | 1.62% | PRN | |
| 19 | Hutchin Hill Capital, LP | 20,500,000 | 34,056,000 | 1.38% | PRN | |
| 20 | ROYAL BANK OF CANADA | 20,508,000 | 34,043,000 | 1.38% | PRN | |
| 21 | LORD, ABBETT & CO. LLC | 20,206,000 | 33,757,000 | 1.37% | PRN | |
| 22 | MINT TOWER CAPITAL MANAGEMENT B.V. | 20,000,000 | 33,214,000 | 1.35% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 18,066,000 | 30,091,000 | 1.22% | PRN | |
| 24 | Carlson Capital, L.P. | 17,000,000 | 28,237,000 | 1.15% | PRN | |
| 25 | SILVERBACK ASSET MANAGEMENT LLC | 17,000,000 | 28,220,000 | 1.15% | PRN | |
| 26 | NOMURA HOLDINGS INC | 18,257,000 | 25,896,000 | 1.05% | PRN | |
| 27 | ZAZOVE ASSOCIATES LLC | 15,305,000 | 25,379,000 | 1.03% | PRN | |
| 28 | JPMORGAN CHASE & CO | 15,271,000 | 25,350,000 | 1.03% | PRN | |
| 29 | Daiwa Securities Group Inc. | 15,000,000 | 24,890,000 | 1.01% | PRN | |
| 30 | MACKAY SHIELDS LLC | 14,280,000 | 23,857,000 | 0.97% | PRN | |
| 31 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,355,000 | 22,600,000 | 0.92% | PRN | |
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 12,950,000 | 21,635,000 | 0.88% | ||
| 33 | ANGELO GORDON & CO., L.P. | 12,000,000 | 19,988,000 | 0.81% | PRN | |
| 34 | BASSO CAPITAL MANAGEMENT, L.P. | 10,970,000 | 18,196,000 | 0.74% | PRN | |
| 35 | AMERIPRISE FINANCIAL INC | 10,500,000 | 17,489,000 | 0.71% | PRN | |
| 36 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 10,000,000 | 16,601,000 | 0.68% | PRN | |
| 37 | SHENKMAN CAPITAL MANAGEMENT INC | 9,117,000 | 15,136,000 | 0.62% | PRN | |
| 38 | PUTNAM INVESTMENTS LLC | 9,008,000 | 15,004,000 | 0.61% | ||
| 39 | CSS LLC/IL | 8,750,000 | 14,545,000 | 0.59% | PRN | |
| 40 | Man Investments (CH) AG | 8,600,000 | 14,281,000 | 0.58% | PRN | |
| 41 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 13,325,000 | 0.54% | PRN | |
| 42 | SYMPHONY ASSET MANAGEMENT LLC | 7,655,000 | 12,709,000 | 0.52% | PRN | |
| 43 | BNP Paribas Asset Management Holding S.A. | 7,300,000 | 12,328,000 | 0.50% | PRN | |
| 44 | Jabre Capital Partners S.A. | 7,200,000 | 11,968,000 | 0.49% | PRN | |
| 45 | SSI INVESTMENT MANAGEMENT LLC | 5,717,000 | 9,526,000 | 0.39% | PRN | |
| 46 | AXA S.A. | 5,250,000 | 8,745,000 | 0.36% | PRN | |
| 47 | BNP PARIBAS FINANCIAL MARKETS | 5,250,000 | 8,744,558 | 0.36% | PRN | |
| 48 | CREDIT SUISSE AG/ | 4,903,000 | 8,167,000 | 0.33% | PRN | |
| 49 | WHITEBOX ADVISORS LLC | 4,850,000 | 8,078,000 | 0.33% | PRN | |
| 50 | AVIVA PLC | 4,500,000 | 7,470,000 | 0.30% | 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.
