| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 186,025,000 | 332,868,000 | 12.23% | PRN | |
| 2 | Calamos Advisors LLC | 89,423,000 | 159,554,000 | 5.86% | PRN | |
| 3 | CITADEL ADVISORS LLC | 86,584,000 | 154,557,000 | 5.68% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 85,755,000 | 153,020,000 | 5.62% | PRN | |
| 5 | Hudson Bay Capital Management LP | 79,913,000 | 142,647,000 | 5.24% | ||
| 6 | Allianz Asset Management GmbH | 79,315,000 | 141,568,000 | 5.20% | PRN | |
| 7 | Invesco Ltd. | 74,833,000 | 133,531,000 | 4.91% | PRN | |
| 8 | NORTHERN TRUST CORP | 652,000 | 116,342,000 | 4.28% | PRN | |
| 9 | D. E. Shaw & Co., Inc. | 50,805,000 | 90,684,000 | 3.33% | PRN | |
| 10 | ARISTEIA CAPITAL, L.L.C. | 45,250,000 | 80,761,000 | 2.97% | PRN | |
| 11 | Myriad Asset Management Ltd. | 40,000,000 | 71,400,000 | 2.62% | PRN | |
| 12 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 40,000,000 | 71,360,000 | 2.62% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 35,252,000 | 62,902,000 | 2.31% | PRN | |
| 14 | STATE STREET CORP | 30,400,000 | 54,347,000 | 2.00% | ||
| 15 | Kohlberg Kravis Roberts & Co. L.P. | 26,996,000 | 48,185,000 | 1.77% | PRN | |
| 16 | MINT TOWER CAPITAL MANAGEMENT B.V. | 26,500,000 | 47,314,000 | 1.74% | PRN | |
| 17 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 25,000,000 | 44,650,000 | 1.64% | PRN | |
| 18 | Sculptor Capital LP | 24,000,000 | 42,869,000 | 1.58% | PRN | |
| 19 | ROYAL BANK OF CANADA | 23,012,000 | 41,001,000 | 1.51% | PRN | |
| 20 | SYMPHONY ASSET MANAGEMENT LLC | 20,155,000 | 36,065,000 | 1.33% | PRN | |
| 21 | Hutchin Hill Capital, LP | 20,000,000 | 35,706,000 | 1.31% | PRN | |
| 22 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 35,688,000 | 1.31% | PRN | |
| 23 | SILVERBACK ASSET MANAGEMENT LLC | 19,500,000 | 34,832,000 | 1.28% | PRN | |
| 24 | CQS Cayman LP | 18,450,000 | 33,000,000 | 1.21% | PRN | |
| 25 | MACKAY SHIELDS LLC | 17,099,000 | 30,582,000 | 1.12% | PRN | |
| 26 | Assured Investment Management LLC | 17,000,000 | 30,419,000 | 1.12% | PRN | |
| 27 | Carlson Capital, L.P. | 17,000,000 | 30,355,000 | 1.12% | PRN | |
| 28 | LORD, ABBETT & CO. LLC | 16,789,000 | 30,042,000 | 1.10% | PRN | |
| 29 | CSS LLC/IL | 15,395,000 | 27,485,000 | 1.01% | PRN | |
| 30 | Daiwa Securities Group Inc. | 15,000,000 | 26,784,000 | 0.98% | PRN | |
| 31 | ANGELO GORDON & CO., L.P. | 15,000,000 | 26,766,000 | 0.98% | PRN | |
| 32 | JPMORGAN CHASE & CO | 14,928,000 | 26,653,000 | 0.98% | PRN | |
| 33 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,355,000 | 23,832,000 | 0.88% | PRN | |
| 34 | BANK OF AMERICA CORP /DE/ | 12,422,000 | 22,166,000 | 0.81% | PRN | |
| 35 | NOMURA HOLDINGS INC | 14,025,000 | 20,726,000 | 0.76% | PRN | |
| 36 | THRIVENT FINANCIAL FOR LUTHERANS | 11,550,000 | 20,679,000 | 0.76% | ||
| 37 | BASSO CAPITAL MANAGEMENT, L.P. | 8,800,000 | 15,686,000 | 0.58% | PRN | |
| 38 | SHENKMAN CAPITAL MANAGEMENT INC | 8,580,000 | 15,353,000 | 0.56% | PRN | |
| 39 | PUTNAM INVESTMENTS LLC | 8,423,000 | 15,030,000 | 0.55% | ||
| 40 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 14,275,000 | 0.52% | PRN | |
| 41 | Jabre Capital Partners S.A. | 7,500,000 | 13,416,000 | 0.49% | PRN | |
| 42 | AMERIPRISE FINANCIAL INC | 7,190,000 | 12,830,000 | 0.47% | PRN | |
| 43 | BARCLAYS PLC | 6,452,000 | 11,485,000 | 0.42% | PRN | |
| 44 | SSI INVESTMENT MANAGEMENT LLC | 6,198,000 | 11,062,000 | 0.41% | PRN | |
| 45 | Castle Creek Arbitrage, LLC | 6,000,000 | 10,712,000 | 0.39% | PRN | |
| 46 | AXA S.A. | 5,250,000 | 9,368,000 | 0.34% | PRN | |
| 47 | Man Investments (CH) AG | 5,100,000 | 9,100,000 | 0.33% | PRN | |
| 48 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 8,930,000 | 0.33% | PRN | |
| 49 | BNP PARIBAS FINANCIAL MARKETS | 5,000,000 | 8,921,900 | 0.33% | PRN | |
| 50 | WHITEBOX ADVISORS LLC | 4,850,000 | 8,654,000 | 0.32% | 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.
