| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR CAPITAL MANAGEMENT LLC | 80,784,000 | 176,463,000 | 14.80% | PRN | |
| 2 | CITADEL ADVISORS LLC | 52,500,000 | 114,943,000 | 9.64% | PRN | |
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 35,935,000 | 78,599,000 | 6.59% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 34,140,000 | 74,402,000 | 6.24% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 24,341,000 | 53,232,000 | 4.46% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 23,780,000 | 51,944,000 | 4.36% | PRN | |
| 7 | Magnetar Financial LLC | 23,020,000 | 50,364,000 | 4.22% | PRN | |
| 8 | LORD, ABBETT & CO. LLC | 22,967,000 | 50,169,000 | 4.21% | PRN | |
| 9 | MACKAY SHIELDS LLC | 22,880,000 | 49,966,000 | 4.19% | PRN | |
| 10 | LOOMIS SAYLES & CO L P | 655,017 | 48,930,000 | 4.10% | ||
| 11 | FMR LLC | 20,000,000 | 43,588,000 | 3.66% | PRN | |
| 12 | CAMDEN ASSET MANAGEMENT L P /CA | 17,700,000 | 38,575,000 | 3.23% | PRN | |
| 13 | Invesco Ltd. | 15,040,000 | 32,778,000 | 2.75% | ||
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 12,168,000 | 26,602,000 | 2.23% | PRN | |
| 15 | JPMORGAN CHASE & CO | 11,524,000 | 25,115,000 | 2.11% | PRN | |
| 16 | CREDIT SUISSE AG/ | 10,400,000 | 22,665,000 | 1.90% | PRN | |
| 17 | VICTORY CAPITAL MANAGEMENT INC | 10,061,576 | 21,929,000 | 1.84% | ||
| 18 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 10,000,000 | 21,794,000 | 1.83% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 8,966,000 | 19,540,000 | 1.64% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 8,687,000 | 18,932,000 | 1.59% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 8,250,000 | 18,021,000 | 1.51% | ||
| 22 | PUTNAM INVESTMENTS LLC | 7,437,000 | 16,208,000 | 1.36% | ||
| 23 | AMERIPRISE FINANCIAL INC | 7,140,000 | 15,672,000 | 1.31% | PRN | |
| 24 | Calamos Advisors LLC | 5,945,000 | 13,019,000 | 1.09% | PRN | |
| 25 | Apollo Management Holdings, L.P. | 6,400,000 | 12,984,000 | 1.09% | PRN | |
| 26 | CREDIT AGRICOLE S A | 5,163,000 | 11,252,000 | 0.94% | PRN | |
| 27 | Myriad Asset Management Ltd. | 5,000,000 | 10,944,000 | 0.92% | PRN | |
| 28 | INCOME RESEARCH & MANAGEMENT | 4,837,000 | 10,542,000 | 0.88% | PRN | |
| 29 | ROYAL BANK OF CANADA | 4,755,000 | 10,363,000 | 0.87% | PRN | |
| 30 | AEGON USA Investment Management, LLC | 4,000,000 | 8,718,000 | 0.73% | PRN | |
| 31 | MANAGED ACCOUNT ADVISORS LLC | 3,858,000 | 8,408,000 | 0.71% | PRN | |
| 32 | BARCLAYS PLC | 3,259,000 | 7,072,000 | 0.59% | PRN | |
| 33 | Lombard Odier Asset Management (Europe) Ltd | 2,750,000 | 6,017,000 | 0.50% | PRN | |
| 34 | GRACE BROTHERS MANAGEMENT LLC | 1,750,000 | 3,831,000 | 0.32% | PRN | |
| 35 | WELLS FARGO & COMPANY/MN | 1,387,000 | 3,023,000 | 0.25% | PRN | |
| 36 | CONNING INC. | 1,200,000 | 2,634,000 | 0.22% | PRN | |
| 37 | BNP Paribas Asset Management Holding S.A. | 1,185,000 | 2,606,000 | 0.22% | PRN | |
| 38 | Calamos Wealth Management LLC | 1,065,000 | 2,332,000 | 0.20% | PRN | |
| 39 | KEYBANK NATIONAL ASSOCIATION/OH | 845,000 | 1,842,000 | 0.15% | ||
| 40 | Allianz Asset Management GmbH | 800,000 | 1,748,000 | 0.15% | PRN | |
| 41 | LAFFER TENGLER INVESTMENTS, INC. | 681 | 1,504,300 | 0.13% | ||
| 42 | AGF INVESTMENTS INC. | 449,000 | 991,000 | 0.08% | PRN | |
| 43 | PNC FINANCIAL SERVICES GROUP, INC. | 4,000 | 872,000 | 0.07% | PRN | |
| 44 | ACUITY INVESTMENT MANAGEMENT INC | 291,000 | 638,000 | 0.05% | PRN | |
| 45 | WELLINGTON MANAGEMENT GROUP LLP | 255,000 | 556,000 | 0.05% | PRN | |
| 46 | SEI TRUST CO | 65,000 | 142,000 | 0.01% | ||
| 47 | Brown Advisory Securities, LLC | 10,000 | 21,000 | 0.00% | PRN | |
| 48 | BANK OF AMERICA CORP /DE/ | 9,000 | 20,000 | 0.00% | PRN | |
| 49 | THOMPSON DAVIS & CO., INC. | 4,000 | 9,000 | 0.00% | ||
| 50 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 2,000 | 0.00% |
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.
