| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 97,414,000 | 232,150,000 | 16.95% | PRN | |
| 2 | CITADEL ADVISORS LLC | 80,341,000 | 191,434,000 | 13.98% | PRN | |
| 3 | Magnetar Financial LLC | 34,068,000 | 81,189,000 | 5.93% | PRN | |
| 4 | QVT Financial LP | 33,742,000 | 80,507,000 | 5.88% | PRN | |
| 5 | FRANKLIN RESOURCES INC | 23,530,000 | 56,075,000 | 4.09% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 22,727,000 | 54,047,000 | 3.95% | PRN | |
| 7 | LOOMIS SAYLES & CO L P | 660,985 | 53,771,000 | 3.93% | ||
| 8 | Allianz Asset Management GmbH | 20,320,000 | 48,158,000 | 3.52% | PRN | |
| 9 | FMR LLC | 20,000,000 | 47,563,000 | 3.47% | PRN | |
| 10 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 19,196,000 | 45,707,000 | 3.34% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 15,380,000 | 36,604,000 | 2.67% | PRN | |
| 12 | VICTORY CAPITAL MANAGEMENT INC | 14,570,577 | 34,650,000 | 2.53% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 11,350,000 | 27,089,000 | 1.98% | PRN | |
| 14 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 10,000,000 | 23,781,000 | 1.74% | PRN | |
| 15 | Calamos Advisors LLC | 9,320,000 | 22,160,000 | 1.62% | PRN | |
| 16 | AMERIPRISE FINANCIAL INC | 8,642,000 | 20,665,000 | 1.51% | PRN | |
| 17 | CREDIT SUISSE AG/ | 8,400,000 | 19,976,000 | 1.46% | PRN | |
| 18 | PUTNAM INVESTMENTS LLC | 7,757,000 | 18,447,000 | 1.35% | ||
| 19 | LINDEN ADVISORS LP | 7,500,000 | 17,892,000 | 1.31% | PRN | |
| 20 | JPMORGAN CHASE & CO | 7,339,000 | 17,454,000 | 1.27% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 7,200,000 | 17,158,000 | 1.25% | ||
| 22 | MACKAY SHIELDS LLC | 6,884,000 | 16,405,000 | 1.20% | PRN | |
| 23 | Apollo Management Holdings, L.P. | 6,400,000 | 15,252,000 | 1.11% | PRN | |
| 24 | ROYAL BANK OF CANADA | 6,396,000 | 15,081,000 | 1.10% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 5,882,000 | 13,991,000 | 1.02% | PRN | |
| 26 | LORD, ABBETT & CO. LLC | 5,710,000 | 13,608,000 | 0.99% | PRN | |
| 27 | ALPINE ASSOCIATES MANAGEMENT INC. | 5,055,000 | 12,021,000 | 0.88% | ||
| 28 | Sculptor Capital LP | 5,000,000 | 11,921,000 | 0.87% | PRN | |
| 29 | INCOME RESEARCH & MANAGEMENT | 4,767,000 | 11,337,000 | 0.83% | PRN | |
| 30 | CREDIT AGRICOLE S A | 4,661,000 | 11,085,000 | 0.81% | PRN | |
| 31 | BlueCrest Capital Management Ltd | 4,583 | 10,721,000 | 0.78% | PRN | |
| 32 | Lombard Odier Asset Management (Europe) Ltd | 4,250,000 | 10,086,000 | 0.74% | PRN | |
| 33 | AEGON USA Investment Management, LLC | 4,000,000 | 9,603,000 | 0.70% | PRN | |
| 34 | Daiwa Securities Group Inc. | 4,000,000 | 9,520,000 | 0.70% | PRN | |
| 35 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 9,480,000 | 0.69% | PRN | |
| 36 | Invesco Ltd. | 3,000,000 | 7,134,000 | 0.52% | ||
| 37 | ADVENT CAPITAL MANAGEMENT /DE/ | 2,691,000 | 6,414,000 | 0.47% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 2,500,000 | 5,945,000 | 0.43% | Call | PRN |
| 39 | MANAGED ACCOUNT ADVISORS LLC | 2,261,500 | 5,378,000 | 0.39% | PRN | |
| 40 | MACQUARIE GROUP LTD | 2,160,000 | 5,136,000 | 0.37% | PRN | |
| 41 | ELLIOTT MANAGEMENT CORP | 2,000,000 | 4,764,000 | 0.35% | PRN | |
| 42 | CONNING INC. | 1,200,000 | 2,869,000 | 0.21% | PRN | |
| 43 | BNP Paribas Asset Management Holding S.A. | 1,165,000 | 2,735,000 | 0.20% | PRN | |
| 44 | Calamos Wealth Management LLC | 972 | 2,311,000 | 0.17% | PRN | |
| 45 | KEYBANK NATIONAL ASSOCIATION/OH | 933,000 | 2,219,000 | 0.16% | ||
| 46 | LAFFER TENGLER INVESTMENTS, INC. | 629 | 1,503,871 | 0.11% | ||
| 47 | GOLDMAN SACHS GROUP INC | 615,000 | 1,463,000 | 0.11% | PRN | |
| 48 | FIRST TRUST ADVISORS LP | 537,000 | 1,280,000 | 0.09% | ||
| 49 | SG Americas Securities, LLC | 5,000 | 1,192,000 | 0.09% | PRN | |
| 50 | PNC FINANCIAL SERVICES GROUP, INC. | 4,000 | 952,000 | 0.07% | 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.
