| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 63,300,000 | 71,161,000 | 10.74% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 52,050,000 | 58,653,000 | 8.85% | PRN | |
| 3 | D. E. Shaw & Co., Inc. | 44,500,000 | 49,972,000 | 7.54% | PRN | |
| 4 | Allianz Asset Management GmbH | 41,960,000 | 47,257,000 | 7.13% | PRN | |
| 5 | AQR ARBITRAGE LLC | 39,500,000 | 44,512,000 | 6.72% | PRN | |
| 6 | CITIGROUP INC | 34,983,800 | 39,248,000 | 5.92% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 34,850,000 | 39,191,000 | 5.91% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 30,000,000 | 33,806,000 | 5.10% | ||
| 9 | DRIEHAUS CAPITAL MANAGEMENT LLC | 27,500,000 | 30,852,000 | 4.66% | PRN | |
| 10 | FRANKLIN RESOURCES INC | 25,710,000 | 28,972,000 | 4.37% | PRN | |
| 11 | Calamos Advisors LLC | 19,090,000 | 21,478,000 | 3.24% | PRN | |
| 12 | STATE STREET CORP | 18,688,000 | 21,184,000 | 3.20% | ||
| 13 | ROYAL BANK OF CANADA | 16,156,000 | 18,189,000 | 2.75% | PRN | |
| 14 | CQS Cayman LP | 15,000,000 | 17,048,000 | 2.57% | PRN | |
| 15 | AVIVA PLC | 14,000,000 | 15,761,000 | 2.38% | PRN | |
| 16 | MORGAN STANLEY | 12,418,000 | 13,959,000 | 2.11% | PRN | |
| 17 | BNP PARIBAS FINANCIAL MARKETS | 11,817,000 | 13,257,256 | 2.00% | PRN | |
| 18 | JPMORGAN CHASE & CO | 11,157,000 | 12,561,000 | 1.90% | PRN | |
| 19 | Pomelo Capital LLC | 10,000,000 | 11,269,000 | 1.70% | PRN | |
| 20 | BNP Paribas Asset Management Holding S.A. | 9,550,000 | 10,810,000 | 1.63% | PRN | |
| 21 | GLG Partners LP | 8,640,000 | 9,683,000 | 1.46% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 6,113,200 | 6,858,000 | 1.04% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 5,733,000 | 6,432,000 | 0.97% | PRN | |
| 24 | Clearbridge Investments, LLC | 5,500,000 | 6,192,000 | 0.93% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 3,791,000 | 4,254,000 | 0.64% | PRN | |
| 26 | Nicholas Investment Partners, LP | 3,750,000 | 4,208,000 | 0.64% | PRN | |
| 27 | PUTNAM INVESTMENTS LLC | 3,429,000 | 3,847,000 | 0.58% | ||
| 28 | Man Investments (CH) AG | 3,000,000 | 3,375,000 | 0.51% | PRN | |
| 29 | UBS Group AG | 3,000,000 | 3,366,000 | 0.51% | PRN | |
| 30 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,000,000 | 2,242,000 | 0.34% | PRN | |
| 31 | WESTWOOD HOLDINGS GROUP INC | 1,800,000 | 2,020,000 | 0.30% | PRN | |
| 32 | WELLINGTON MANAGEMENT GROUP LLP | 1,770,000 | 1,986,000 | 0.30% | PRN | |
| 33 | GAM Holding AG | 1,700,000 | 1,907,000 | 0.29% | PRN | |
| 34 | RUSSELL INVESTMENTS GROUP, LTD. | 1,406,000 | 1,575,000 | 0.24% | ||
| 35 | Compagnie Lombard Odier SCmA | 1,100,000 | 1,250,000 | 0.19% | PRN | |
| 36 | Ferox Capital Management LP | 800,000 | 897,000 | 0.14% | PRN | |
| 37 | Penn Capital Management Company, LLC | 650,000 | 729,000 | 0.11% | PRN | |
| 38 | Natixis Investment Managers International | 583 | 663,000 | 0.10% | ||
| 39 | Lombard Odier Asset Management (Europe) Ltd | 550,000 | 619,000 | 0.09% | PRN | |
| 40 | IRON Financial LLC | 500,000 | 563,000 | 0.08% | ||
| 41 | WELLS FARGO & COMPANY/MN | 311,000 | 349,000 | 0.05% | PRN | |
| 42 | Lombard Odier Asset Management (Switzerland) SA | 200,000 | 225,000 | 0.03% | PRN | |
| 43 | EDMOND DE ROTHSCHILD HOLDING S.A. | 175,000 | 197,000 | 0.03% | 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.
