| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 123,861,000 | 242,837,000 | 21.08% | PRN | |
| 2 | AQR ARBITRAGE LLC | 97,414,000 | 191,236,000 | 16.60% | PRN | |
| 3 | QVT Financial LP | 35,443,000 | 69,784,000 | 6.06% | PRN | |
| 4 | Magnetar Financial LLC | 31,568,000 | 61,740,000 | 5.36% | PRN | |
| 5 | FRANKLIN RESOURCES INC | 23,530,000 | 46,192,000 | 4.01% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 22,804,000 | 44,652,000 | 3.88% | PRN | |
| 7 | FMR LLC | 20,000,000 | 39,163,000 | 3.40% | PRN | |
| 8 | Allianz Asset Management GmbH | 20,320,000 | 38,811,000 | 3.37% | PRN | |
| 9 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 16,621,000 | 32,480,000 | 2.82% | PRN | |
| 10 | BlueCrest Capital Management Ltd | 410,295 | 26,718,000 | 2.32% | PRN | |
| 11 | TENOR CAPITAL MANAGEMENT Co., L.P. | 13,350,000 | 26,302,000 | 2.28% | PRN | |
| 12 | VICTORY CAPITAL MANAGEMENT INC | 13,320,118 | 26,082,000 | 2.26% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 12,080,000 | 23,639,000 | 2.05% | PRN | |
| 14 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 10,000,000 | 19,581,000 | 1.70% | PRN | |
| 15 | Calamos Advisors LLC | 9,325,000 | 18,271,000 | 1.59% | PRN | |
| 16 | CREDIT SUISSE AG/ | 8,600,000 | 16,840,000 | 1.46% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 8,341,000 | 16,332,000 | 1.42% | ||
| 18 | GOLDMAN SACHS GROUP INC | 7,572,000 | 14,827,000 | 1.29% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 7,122,000 | 13,963,000 | 1.21% | PRN | |
| 20 | ROYAL BANK OF CANADA | 7,145,000 | 13,619,000 | 1.18% | PRN | |
| 21 | JPMORGAN CHASE & CO | 6,957,000 | 13,609,000 | 1.18% | PRN | |
| 22 | MACKAY SHIELDS LLC | 6,884,000 | 13,514,000 | 1.17% | PRN | |
| 23 | THRIVENT FINANCIAL FOR LUTHERANS | 6,700,000 | 13,153,000 | 1.14% | ||
| 24 | Apollo Management Holdings, L.P. | 6,400,000 | 12,564,000 | 1.09% | PRN | |
| 25 | ALPINE ASSOCIATES MANAGEMENT INC. | 5,055,000 | 9,898,000 | 0.86% | ||
| 26 | Sculptor Capital LP | 4,813,000 | 9,431,000 | 0.82% | PRN | |
| 27 | INCOME RESEARCH & MANAGEMENT | 4,767,000 | 9,334,000 | 0.81% | PRN | |
| 28 | CANYON CAPITAL ADVISORS LLC | 4,500,000 | 8,812,000 | 0.76% | PRN | |
| 29 | AEGON USA Investment Management, LLC | 4,000,000 | 7,833,000 | 0.68% | PRN | |
| 30 | SSI INVESTMENT MANAGEMENT LLC | 3,777,000 | 7,396,000 | 0.64% | PRN | |
| 31 | CREDIT AGRICOLE S A | 3,594,000 | 7,038,000 | 0.61% | PRN | |
| 32 | VICTORY CAPITAL MANAGEMENT INC | 2,874,000 | 5,628,000 | 0.49% | ||
| 33 | LORD, ABBETT & CO. LLC | 2,695,000 | 5,291,000 | 0.46% | PRN | |
| 34 | Jefferies Group LLC | 2,567,000 | 5,026,000 | 0.44% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 2,500,000 | 4,895,000 | 0.42% | Call | PRN |
| 36 | BANK OF AMERICA CORP /DE/ | 2,408,500 | 4,600,000 | 0.40% | PRN | |
| 37 | MACQUARIE GROUP LTD | 2,160,000 | 4,232,000 | 0.37% | PRN | |
| 38 | ELLIOTT MANAGEMENT CORP | 2,000,000 | 3,914,000 | 0.34% | PRN | |
| 39 | LOOMIS SAYLES & CO L P | 58,249 | 3,805,000 | 0.33% | ||
| 40 | ADVENT CAPITAL MANAGEMENT /DE/ | 1,826,000 | 3,572,000 | 0.31% | PRN | |
| 41 | Kohlberg Kravis Roberts & Co. L.P. | 1,483,000 | 2,833,000 | 0.25% | PRN | |
| 42 | LAFFER TENGLER INVESTMENTS, INC. | 1,275 | 2,523,795 | 0.22% | PRN | |
| 43 | CONNING INC. | 1,200,000 | 2,353,000 | 0.20% | PRN | |
| 44 | KEYBANK NATIONAL ASSOCIATION/OH | 993,000 | 1,944,000 | 0.17% | ||
| 45 | Calamos Wealth Management LLC | 954,000 | 1,869,000 | 0.16% | PRN | |
| 46 | FIRST TRUST ADVISORS LP | 446,770 | 877,000 | 0.08% | ||
| 47 | BARCLAYS PLC | 438,000 | 854,000 | 0.07% | PRN | |
| 48 | PNC FINANCIAL SERVICES GROUP, INC. | 4,000 | 784,000 | 0.07% | PRN | |
| 49 | MIZUHO SECURITIES USA LLC | 300,000 | 585,000 | 0.05% | ||
| 50 | WELLINGTON MANAGEMENT GROUP LLP | 220,000 | 431,000 | 0.04% | 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.
