| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 114,034,000 | 355,162,000 | 23.93% | PRN | |
| 2 | AQR ARBITRAGE LLC | 102,414,000 | 319,340,000 | 21.52% | PRN | |
| 3 | QVT Financial LP | 31,013,000 | 96,654,000 | 6.51% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 22,746,000 | 70,810,000 | 4.77% | PRN | |
| 5 | Magnetar Financial LLC | 21,873,000 | 68,061,000 | 4.59% | PRN | |
| 6 | STATE STREET CORP | 18,224,000 | 56,794,000 | 3.83% | ||
| 7 | FRANKLIN RESOURCES INC | 16,100,000 | 50,202,000 | 3.38% | PRN | |
| 8 | Kohlberg Kravis Roberts & Co. L.P. | 15,462,000 | 49,635,000 | 3.34% | PRN | |
| 9 | VICTORY CAPITAL MANAGEMENT INC | 15,627,762 | 48,651,000 | 3.28% | PRN | |
| 10 | JPMORGAN CHASE & CO | 15,348,000 | 48,097,000 | 3.24% | PRN | |
| 11 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 14,750,000 | 46,025,000 | 3.10% | PRN | |
| 12 | CREDIT SUISSE AG/ | 13,590,000 | 42,307,000 | 2.85% | PRN | |
| 13 | Calamos Advisors LLC | 11,802,000 | 36,626,000 | 2.47% | PRN | |
| 14 | BANK OF AMERICA CORP /DE/ | 8,273,000 | 25,754,000 | 1.74% | PRN | |
| 15 | ALPINE ASSOCIATES MANAGEMENT INC. | 7,000,000 | 21,792,000 | 1.47% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 5,728,000 | 17,832,000 | 1.20% | PRN | |
| 17 | Allianz Asset Management GmbH | 5,045,000 | 16,195,000 | 1.09% | PRN | |
| 18 | PUTNAM INVESTMENTS LLC | 4,984,000 | 15,515,000 | 1.05% | ||
| 19 | FMR LLC | 4,950,000 | 15,410,000 | 1.04% | PRN | |
| 20 | LORD, ABBETT & CO. LLC | 4,407,000 | 13,742,000 | 0.93% | PRN | |
| 21 | AEGON USA Investment Management, LLC | 3,650,000 | 11,363,000 | 0.77% | PRN | |
| 22 | INCOME RESEARCH & MANAGEMENT | 3,011,000 | 9,374,000 | 0.63% | PRN | |
| 23 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 2,900,000 | 8,981,000 | 0.61% | PRN | |
| 24 | MACKAY SHIELDS LLC | 2,831,000 | 8,827,000 | 0.59% | PRN | |
| 25 | PIER 88 INVESTMENT PARTNERS LLC | 2,830,000 | 6,334,000 | 0.43% | PRN | |
| 26 | MACQUARIE GROUP LTD | 1,920,000 | 5,958,000 | 0.40% | PRN | |
| 27 | SG Americas Securities, LLC | 10,000 | 3,118,000 | 0.21% | PRN | |
| 28 | CONNING INC. | 975,000 | 3,042,000 | 0.20% | PRN | |
| 29 | KEYBANK NATIONAL ASSOCIATION/OH | 853,000 | 2,656,000 | 0.18% | ||
| 30 | Calamos Wealth Management LLC | 645,000 | 2,002,000 | 0.13% | PRN | |
| 31 | WEDBUSH SECURITIES INC | 6,000 | 1,868,000 | 0.13% | ||
| 32 | Bluefin Trading, LLC | 5,000 | 1,557,000 | 0.10% | PRN | |
| 33 | BARCLAYS PLC | 332,000 | 1,034,000 | 0.07% | PRN | |
| 34 | ADVENT CAPITAL MANAGEMENT /DE/ | 268,000 | 834,000 | 0.06% | PRN | |
| 35 | AGF INVESTMENTS INC. | 200,000 | 622,000 | 0.04% | PRN | |
| 36 | WELLINGTON MANAGEMENT GROUP LLP | 160,000 | 498,000 | 0.03% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 139,000 | 433,000 | 0.03% | PRN | |
| 38 | BlackRock Fund Advisors | 105,000 | 327,000 | 0.02% | PRN | |
| 39 | SYMPHONY ASSET MANAGEMENT LLC | 100,000 | 312,000 | 0.02% | PRN | |
| 40 | SEI INVESTMENTS CO | 46,000 | 143,000 | 0.01% | ||
| 41 | MUFG Americas Holdings Corp | 6,000 | 19,000 | 0.00% | PRN | |
| 42 | BNP PARIBAS FINANCIAL MARKETS | 5,000 | 15,566 | 0.00% | PRN | |
| 43 | UBS Group AG | 4,000 | 12,000 | 0.00% | PRN | |
| 44 | ADVISOR GROUP, INC. | 4 | 12,000 | 0.00% | PRN | |
| 45 | MORGAN STANLEY | 4,000 | 12,000 | 0.00% | PRN | |
| 46 | MSI Financial Services Inc | 1,000 | 3,000 | 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.
