| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 97,414,000 | 199,394,000 | 16.79% | PRN | |
| 2 | CITADEL ADVISORS LLC | 78,000,000 | 160,041,000 | 13.47% | PRN | |
| 3 | Magnetar Financial LLC | 34,068,000 | 69,793,000 | 5.88% | PRN | |
| 4 | QVT Financial LP | 33,742,000 | 69,518,000 | 5.85% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 24,123,000 | 49,255,000 | 4.15% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 23,530,000 | 48,163,000 | 4.05% | PRN | |
| 7 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 22,961,000 | 47,019,000 | 3.96% | PRN | |
| 8 | LOOMIS SAYLES & CO L P | 645,745 | 45,354,000 | 3.82% | ||
| 9 | Myriad Asset Management Ltd. | 20,000,000 | 41,055,000 | 3.46% | PRN | |
| 10 | FMR LLC | 20,000,000 | 40,838,000 | 3.44% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 18,380,000 | 37,635,000 | 3.17% | PRN | |
| 12 | VICTORY CAPITAL MANAGEMENT INC | 14,488,716 | 29,584,000 | 2.49% | ||
| 13 | JPMORGAN CHASE & CO | 11,751,000 | 23,994,000 | 2.02% | PRN | |
| 14 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,100,000 | 20,806,000 | 1.75% | PRN | |
| 15 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 10,000,000 | 20,419,000 | 1.72% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 9,821,000 | 20,053,303 | 1.69% | PRN | |
| 17 | MACKAY SHIELDS LLC | 9,283,000 | 18,991,000 | 1.60% | PRN | |
| 18 | CREDIT SUISSE AG/ | 9,000,000 | 18,377,000 | 1.55% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 7,772,000 | 15,871,000 | 1.34% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 7,450,000 | 15,270,000 | 1.29% | ||
| 21 | PUTNAM INVESTMENTS LLC | 7,303,000 | 14,964,000 | 1.26% | ||
| 22 | Apollo Management Holdings, L.P. | 6,400,000 | 13,100,000 | 1.10% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 5,919,000 | 12,084,000 | 1.02% | PRN | |
| 24 | Calamos Advisors LLC | 5,855,000 | 11,991,000 | 1.01% | PRN | |
| 25 | ROYAL BANK OF CANADA | 5,295,000 | 10,839,000 | 0.91% | PRN | |
| 26 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 10,239,000 | 0.86% | PRN | |
| 27 | ALPINE ASSOCIATES MANAGEMENT INC. | 5,000,000 | 10,210,000 | 0.86% | ||
| 28 | INCOME RESEARCH & MANAGEMENT | 4,837,000 | 9,877,000 | 0.83% | PRN | |
| 29 | CREDIT AGRICOLE S A | 4,477,000 | 9,141,000 | 0.77% | PRN | |
| 30 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 8,203,000 | 0.69% | PRN | |
| 31 | AEGON USA Investment Management, LLC | 4,000,000 | 8,168,000 | 0.69% | PRN | |
| 32 | CAMDEN ASSET MANAGEMENT L P /CA | 3,500,000 | 7,147,000 | 0.60% | PRN | |
| 33 | ADVENT CAPITAL MANAGEMENT /DE/ | 3,456,000 | 7,082,000 | 0.60% | PRN | |
| 34 | MANAGED ACCOUNT ADVISORS LLC | 3,434,000 | 7,012,000 | 0.59% | PRN | |
| 35 | Invesco Ltd. | 3,000,000 | 6,126,000 | 0.52% | ||
| 36 | Lombard Odier Asset Management (Europe) Ltd | 2,700,000 | 5,537,000 | 0.47% | PRN | |
| 37 | LORD, ABBETT & CO. LLC | 2,530,000 | 5,179,000 | 0.44% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 2,500,000 | 5,104,000 | 0.43% | Call | PRN |
| 39 | TD Securities (USA) LLC | 2,500,000 | 5,092,000 | 0.43% | PRN | |
| 40 | MACQUARIE GROUP LTD | 2,410,000 | 4,936,000 | 0.42% | PRN | |
| 41 | GRACE BROTHERS MANAGEMENT LLC | 1,750,000 | 3,590,000 | 0.30% | PRN | |
| 42 | ANGELO GORDON & CO., L.P. | 1,250,000 | 2,552,000 | 0.21% | PRN | |
| 43 | WELLS FARGO & COMPANY/MN | 1,241,000 | 2,534,000 | 0.21% | PRN | |
| 44 | CONNING INC. | 1,200,000 | 2,451,000 | 0.21% | PRN | |
| 45 | BNP Paribas Asset Management Holding S.A. | 1,110,000 | 2,330,000 | 0.20% | PRN | |
| 46 | Calamos Wealth Management LLC | 1,002,000 | 2,052,000 | 0.17% | PRN | |
| 47 | KEYBANK NATIONAL ASSOCIATION/OH | 933,000 | 1,905,000 | 0.16% | ||
| 48 | Allianz Asset Management GmbH | 800,000 | 1,638,000 | 0.14% | PRN | |
| 49 | LAFFER TENGLER INVESTMENTS, INC. | 680 | 1,406,562 | 0.12% | ||
| 50 | AGF INVESTMENTS INC. | 499,000 | 1,023,000 | 0.09% | 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.
