| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 100,120,000 | 11.65% | ||
| 2 | Kohlberg Kravis Roberts & Co. L.P. | 87,411,000 | 87,507,000 | 10.18% | PRN | |
| 3 | HBK INVESTMENTS L P | 85,000,000 | 85,098,000 | 9.90% | PRN | |
| 4 | LORD, ABBETT & CO. LLC | 72,407,000 | 72,679,000 | 8.46% | PRN | |
| 5 | FMR LLC | 67,730,000 | 67,791,000 | 7.89% | PRN | |
| 6 | RIVERHEAD CAPITAL MANAGEMENT LLC | 63,014,000 | 63,089,000 | 7.34% | ||
| 7 | OSTERWEIS CAPITAL MANAGEMENT INC | 38,500,000 | 38,548,000 | 4.49% | PRN | |
| 8 | HSBC HOLDINGS PLC | 350,000 | 35,000,000 | 4.07% | ||
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,021,000 | 32,059,000 | 3.73% | PRN | |
| 10 | AXA S.A. | 29,000,000 | 29,036,000 | 3.38% | PRN | |
| 11 | Calamos Advisors LLC | 25,215,000 | 25,242,000 | 2.94% | PRN | |
| 12 | JPMORGAN CHASE & CO | 22,723,000 | 22,751,000 | 2.65% | PRN | |
| 13 | CQS Cayman LP | 18,400,000 | 18,575,000 | 2.16% | PRN | |
| 14 | STATE STREET CORP | 18,337,000 | 18,499,000 | 2.15% | ||
| 15 | INCOME RESEARCH & MANAGEMENT | 16,934,000 | 16,955,000 | 1.97% | PRN | |
| 16 | Radcliffe Capital Management, L.P. | 15,884,000 | 15,906,000 | 1.85% | PRN | |
| 17 | BlueCrest Capital Management LLP | 15,000,000 | 15,141,000 | 1.76% | PRN | |
| 18 | FIL Ltd | 14,270,000 | 14,283,000 | 1.66% | PRN | |
| 19 | ROYAL BANK OF CANADA | 10,500,000 | 10,513,000 | 1.22% | PRN | |
| 20 | Invesco Ltd. | 10,000,000 | 10,013,000 | 1.17% | ||
| 21 | UBS AG | 8,476,000 | 8,487,000 | 0.99% | PRN | |
| 22 | CITIGROUP INC | 8,243,000 | 8,253,000 | 0.96% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 8,183,000 | 8,197,000 | 0.95% | PRN | |
| 24 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,500,000 | 7,572,000 | 0.88% | PRN | |
| 25 | CONNING INC. | 7,000,000 | 7,008,000 | 0.82% | PRN | |
| 26 | BANK OF MONTREAL /CAN/ | 6,500,000 | 6,507,000 | 0.76% | PRN | |
| 27 | Scepter Holdings, Inc. | 5,000,000 | 5,000,000 | 0.58% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 4,137,000 | 4,142,000 | 0.48% | PRN | |
| 29 | Magnetar Financial LLC | 3,000,000 | 3,004,000 | 0.35% | PRN | |
| 30 | CREDIT AGRICOLE S A | 2,300,000 | 2,303,000 | 0.27% | PRN | |
| 31 | ZAZOVE ASSOCIATES LLC | 2,235,000 | 2,238,000 | 0.26% | PRN | |
| 32 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 2,190,000 | 2,193,000 | 0.26% | ||
| 33 | Paloma Partners Management Co | 2,073,000 | 2,078,000 | 0.24% | PRN | |
| 34 | BNP Paribas Asset Management Holding S.A. | 1,780,000 | 1,782,000 | 0.21% | PRN | |
| 35 | Ameritas Investment Partners, Inc. | 1,660,000 | 1,662,000 | 0.19% | PRN | |
| 36 | RAYMOND JAMES & ASSOCIATES | 1,650,000 | 1,652,000 | 0.19% | PRN | |
| 37 | MORGAN STANLEY | 1,646,000 | 1,646,000 | 0.19% | PRN | |
| 38 | WELLS FARGO & COMPANY/MN | 1,273,000 | 1,274,000 | 0.15% | PRN | |
| 39 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,004,000 | 0.12% | PRN | |
| 40 | DEUTSCHE BANK AG\ | 987,000 | 988,000 | 0.11% | PRN | |
| 41 | SSI INVESTMENT MANAGEMENT LLC | 898,000 | 899,000 | 0.10% | PRN | |
| 42 | SHENKMAN CAPITAL MANAGEMENT INC | 875,000 | 876,000 | 0.10% | PRN | |
| 43 | Cutler Capital Management, LLC | 680,000 | 681,000 | 0.08% | PRN | |
| 44 | Compagnie Lombard Odier SCmA | 500,000 | 505,000 | 0.06% | PRN | |
| 45 | AQR CAPITAL MANAGEMENT LLC | 500,000 | 502,000 | 0.06% | PRN | |
| 46 | GLENMEDE TRUST CO NA | 13,000 | 13,000 | 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.
