| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 147,920,000 | 347,341,000 | 25.50% | PRN | |
| 2 | AQR ARBITRAGE LLC | 97,414,000 | 229,714,000 | 16.86% | PRN | |
| 3 | Allianz Asset Management GmbH | 36,370,000 | 85,515,000 | 6.28% | PRN | |
| 4 | QVT Financial LP | 29,193,000 | 68,694,000 | 5.04% | PRN | |
| 5 | Magnetar Financial LLC | 27,568,000 | 64,774,000 | 4.75% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 27,063,000 | 63,681,000 | 4.67% | PRN | |
| 7 | Kohlberg Kravis Roberts & Co. L.P. | 26,987,000 | 63,453,000 | 4.66% | PRN | |
| 8 | FMR LLC | 20,000,000 | 47,063,000 | 3.45% | PRN | |
| 9 | FRANKLIN RESOURCES INC | 17,600,000 | 41,503,000 | 3.05% | PRN | |
| 10 | VICTORY CAPITAL MANAGEMENT INC | 15,632,128 | 36,784,000 | 2.70% | PRN | |
| 11 | LORD, ABBETT & CO. LLC | 14,065,000 | 33,167,000 | 2.43% | PRN | |
| 12 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 11,121,000 | 26,169,000 | 1.92% | PRN | |
| 13 | Calamos Advisors LLC | 9,298,000 | 21,965,000 | 1.61% | PRN | |
| 14 | CREDIT SUISSE AG/ | 8,900,000 | 20,944,000 | 1.54% | PRN | |
| 15 | PUTNAM INVESTMENTS LLC | 8,276,000 | 19,475,000 | 1.43% | ||
| 16 | ROYAL BANK OF CANADA | 6,860,000 | 16,157,000 | 1.19% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 6,700,000 | 15,799,000 | 1.16% | ||
| 18 | Apollo Management Holdings, L.P. | 6,400,000 | 15,092,000 | 1.11% | PRN | |
| 19 | JPMORGAN CHASE & CO | 5,603,000 | 13,197,000 | 0.97% | PRN | |
| 20 | BASSO CAPITAL MANAGEMENT, L.P. | 5,580,000 | 13,099,000 | 0.96% | PRN | |
| 21 | BNP Paribas Asset Management Holding S.A. | 5,100,000 | 12,157,000 | 0.89% | PRN | |
| 22 | INCOME RESEARCH & MANAGEMENT | 4,407,000 | 10,370,000 | 0.76% | PRN | |
| 23 | AEGON USA Investment Management, LLC | 4,000,000 | 9,413,000 | 0.69% | PRN | |
| 24 | MINT TOWER CAPITAL MANAGEMENT B.V. | 4,000,000 | 9,399,000 | 0.69% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 3,951,000 | 9,297,000 | 0.68% | PRN | |
| 26 | TENOR CAPITAL MANAGEMENT Co., L.P. | 3,850,000 | 9,053,000 | 0.66% | PRN | |
| 27 | LOOMIS SAYLES & CO L P | 103,423 | 8,214,000 | 0.60% | ||
| 28 | CREDIT AGRICOLE S A | 3,251,000 | 7,650,000 | 0.56% | PRN | |
| 29 | AVIVA PLC | 3,200,000 | 7,537,000 | 0.55% | PRN | |
| 30 | MACKAY SHIELDS LLC | 2,831,000 | 6,676,000 | 0.49% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 1,816,500 | 4,275,000 | 0.31% | PRN | |
| 32 | LAFFER TENGLER INVESTMENTS, INC. | 1,313 | 3,093,635 | 0.23% | PRN | |
| 33 | GOLDMAN SACHS GROUP INC | 1,255,000 | 2,953,000 | 0.22% | PRN | |
| 34 | CONNING INC. | 1,200,000 | 2,828,000 | 0.21% | PRN | |
| 35 | CITIGROUP INC | 1,026,000 | 2,414,000 | 0.18% | PRN | |
| 36 | KEYBANK NATIONAL ASSOCIATION/OH | 993,000 | 2,337,000 | 0.17% | ||
| 37 | BlueCrest Capital Management Ltd | 6,158,000 | 2,310,000 | 0.17% | PRN | |
| 38 | Calamos Wealth Management LLC | 912,000 | 2,154,000 | 0.16% | PRN | |
| 39 | BARCLAYS PLC | 899,000 | 2,113,000 | 0.16% | PRN | |
| 40 | ADVENT CAPITAL MANAGEMENT /DE/ | 620,000 | 1,480,000 | 0.11% | PRN | |
| 41 | FIRST TRUST ADVISORS LP | 413,770 | 976,000 | 0.07% | ||
| 42 | MIZUHO SECURITIES USA LLC | 300,000 | 711,000 | 0.05% | ||
| 43 | WELLINGTON MANAGEMENT GROUP LLP | 160,000 | 376,000 | 0.03% | PRN | |
| 44 | BlackRock Fund Advisors | 125,000 | 294,000 | 0.02% | PRN | |
| 45 | SYMPHONY ASSET MANAGEMENT LLC | 100,000 | 236,000 | 0.02% | PRN | |
| 46 | NOMURA HOLDINGS INC | 78,000 | 183,000 | 0.01% | PRN | |
| 47 | SEI INVESTMENTS CO | 62,000 | 146,000 | 0.01% | ||
| 48 | THOMPSON DAVIS & CO., INC. | 2,000 | 5,000 | 0.00% | ||
| 49 | WELLS FARGO & COMPANY/MN | 1,000 | 2,000 | 0.00% | PRN | |
| 50 | MSI Financial Services Inc | 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.
