| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NOMURA HOLDINGS INC | 31,000 | 35,000 | 0.02% | PRN | |
| 2 | ALLIANCEBERNSTEIN L.P. | 677,000 | 760,000 | 0.50% | PRN | |
| 3 | JPMORGAN CHASE & CO | 830,000 | 895,000 | 0.59% | PRN | |
| 4 | METROPOLITAN LIFE INSURANCE CO/NY | 7,548 | 1,000,000 | 0.66% | ||
| 5 | CAPSTONE INVESTMENT ADVISORS, LLC | 1,000,000 | 1,116,000 | 0.74% | ||
| 6 | WELLINGTON MANAGEMENT GROUP LLP | 1,000,000 | 1,123,000 | 0.74% | PRN | |
| 7 | THRIVENT FINANCIAL FOR LUTHERANS | 2,660,000 | 2,999,000 | 1.98% | ||
| 8 | SHENKMAN CAPITAL MANAGEMENT INC | 2,884,000 | 3,252,000 | 2.14% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 3,000,000 | 3,368,000 | 2.22% | PRN | |
| 10 | BNP PARIBAS FINANCIAL MARKETS | 3,266,000 | 3,666,085 | 2.41% | PRN | |
| 11 | AMUNDI ASSET MANAGEMENT US, INC. | 4,625,000 | 5,192,000 | 3.42% | PRN | |
| 12 | ONTARIO TEACHERS PENSION PLAN BOARD | 5,830,000 | 6,490,000 | 4.27% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 6,249,000 | 6,964,000 | 4.59% | PRN | |
| 14 | Jefferies Group LLC | 6,981,000 | 7,823,000 | 5.15% | PRN | |
| 15 | HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 7,423,000 | 8,369,000 | 5.51% | PRN | |
| 16 | Invesco Ltd. | 7,914,000 | 8,883,000 | 5.85% | PRN | |
| 17 | WOLVERINE ASSET MANAGEMENT LLC | 8,421,000 | 9,443,000 | 6.22% | PRN | |
| 18 | BARINGS LLC | 12,835,000 | 14,407,000 | 9.49% | ||
| 19 | Allianz Asset Management GmbH | 17,250,000 | 18,595,000 | 12.25% | PRN | |
| 20 | Magnetar Financial LLC | 20,946,000 | 23,462,000 | 15.45% | PRN | |
| 21 | AQR ARBITRAGE LLC | 21,281,000 | 23,994,000 | 15.80% | 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.
