| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR CAPITAL MANAGEMENT LLC | 88,314,000 | 202,901,000 | 15.79% | PRN | |
| 2 | CITADEL ADVISORS LLC | 52,500,000 | 120,238,000 | 9.36% | PRN | |
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 36,322,000 | 83,205,000 | 6.48% | PRN | |
| 4 | Magnetar Financial LLC | 34,068,000 | 77,960,000 | 6.07% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 29,508,000 | 67,646,000 | 5.27% | PRN | |
| 6 | Myriad Asset Management Ltd. | 25,000,000 | 57,250,000 | 4.46% | PRN | |
| 7 | FRANKLIN RESOURCES INC | 23,530,000 | 54,060,000 | 4.21% | PRN | |
| 8 | LOOMIS SAYLES & CO L P | 667,968 | 52,996,000 | 4.13% | ||
| 9 | MACKAY SHIELDS LLC | 22,778,000 | 52,321,000 | 4.07% | PRN | |
| 10 | FMR LLC | 20,000,000 | 45,850,000 | 3.57% | PRN | |
| 11 | CAMDEN ASSET MANAGEMENT L P /CA | 17,700,000 | 40,577,000 | 3.16% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 14,174,000 | 32,458,000 | 2.53% | PRN | |
| 13 | GOLDMAN SACHS GROUP INC | 13,792,000 | 31,618,000 | 2.46% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 11,986,000 | 27,478,000 | 2.14% | PRN | |
| 15 | VICTORY CAPITAL MANAGEMENT INC | 10,030,654 | 22,995,000 | 1.79% | ||
| 16 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 10,000,000 | 22,925,000 | 1.78% | PRN | |
| 17 | JPMORGAN CHASE & CO | 9,793,000 | 22,451,000 | 1.75% | PRN | |
| 18 | CREDIT SUISSE AG/ | 9,000,000 | 20,633,000 | 1.61% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 8,570,000 | 19,601,000 | 1.53% | PRN | |
| 20 | PUTNAM INVESTMENTS LLC | 8,043,000 | 18,439,000 | 1.44% | ||
| 21 | BNP PARIBAS FINANCIAL MARKETS | 7,821,000 | 17,929,642 | 1.40% | PRN | |
| 22 | THRIVENT FINANCIAL FOR LUTHERANS | 7,750,000 | 17,806,000 | 1.39% | ||
| 23 | Apollo Management Holdings, L.P. | 6,400,000 | 14,704,000 | 1.14% | PRN | |
| 24 | BNP Paribas Asset Management Holding S.A. | 6,185,000 | 14,241,000 | 1.11% | PRN | |
| 25 | Calamos Advisors LLC | 5,891,000 | 13,515,000 | 1.05% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 5,769,000 | 13,225,000 | 1.03% | ||
| 27 | INCOME RESEARCH & MANAGEMENT | 4,837,000 | 11,089,000 | 0.86% | PRN | |
| 28 | ROYAL BANK OF CANADA | 4,755,000 | 10,901,000 | 0.85% | PRN | |
| 29 | CREDIT AGRICOLE S A | 4,614,000 | 10,327,000 | 0.80% | PRN | |
| 30 | Invesco Ltd. | 4,500,000 | 10,316,000 | 0.80% | ||
| 31 | AEGON USA Investment Management, LLC | 4,000,000 | 9,170,000 | 0.71% | PRN | |
| 32 | MANAGED ACCOUNT ADVISORS LLC | 3,700,000 | 8,482,000 | 0.66% | PRN | |
| 33 | ADVENT CAPITAL MANAGEMENT /DE/ | 3,646,000 | 8,345,000 | 0.65% | PRN | |
| 34 | ANGELO GORDON & CO., L.P. | 2,500,000 | 5,731,000 | 0.45% | PRN | |
| 35 | TD Securities (USA) LLC | 2,500,000 | 5,691,000 | 0.44% | PRN | |
| 36 | MACQUARIE GROUP LTD | 2,410,000 | 5,529,000 | 0.43% | PRN | |
| 37 | LORD, ABBETT & CO. LLC | 2,330,000 | 5,353,000 | 0.42% | PRN | |
| 38 | GRACE BROTHERS MANAGEMENT LLC | 2,250,000 | 5,153,000 | 0.40% | PRN | |
| 39 | BARCLAYS PLC | 1,707,000 | 3,909,000 | 0.30% | PRN | |
| 40 | PNC FINANCIAL SERVICES GROUP, INC. | 17,000 | 3,898,000 | 0.30% | PRN | |
| 41 | CONNING INC. | 1,200,000 | 2,745,000 | 0.21% | PRN | |
| 42 | Calamos Wealth Management LLC | 1,038 | 2,381,000 | 0.19% | PRN | |
| 43 | Jefferies Group LLC | 1,019,000 | 2,336,000 | 0.18% | PRN | |
| 44 | KEYBANK NATIONAL ASSOCIATION/OH | 845,000 | 1,937,000 | 0.15% | ||
| 45 | Allianz Asset Management GmbH | 800,000 | 1,838,000 | 0.14% | PRN | |
| 46 | LAFFER TENGLER INVESTMENTS, INC. | 668 | 1,535,937 | 0.12% | PRN | |
| 47 | AGF INVESTMENTS INC. | 449,000 | 1,038,000 | 0.08% | PRN | |
| 48 | ACUITY INVESTMENT MANAGEMENT INC | 291,000 | 669,000 | 0.05% | PRN | |
| 49 | WELLINGTON MANAGEMENT GROUP LLP | 245,000 | 562,000 | 0.04% | PRN | |
| 50 | Lombard Odier Asset Management (Switzerland) SA | 150,000 | 349,000 | 0.03% | 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.
