| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Sculptor Capital LP | 75,000,000 | 139,234,000 | 7.96% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 72,585,000 | 134,655,000 | 7.70% | PRN | |
| 3 | AMERICAN CENTURY COMPANIES INC | 65,247,000 | 121,359,000 | 6.94% | PRN | |
| 4 | BlackRock Institutional Trust Company, N.A. | 61,646,000 | 114,353,000 | 6.54% | PRN | |
| 5 | CITIGROUP INC | 56,000,000 | 103,880,000 | 5.94% | PRN | |
| 6 | Waterstone Capital Management, L.P. | 53,000,000 | 98,400,000 | 5.62% | PRN | |
| 7 | AQR CAPITAL MANAGEMENT LLC | 47,620,000 | 88,573,000 | 5.06% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 45,075,000 | 83,615,000 | 4.78% | PRN | |
| 9 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 43,462,000 | 80,622,000 | 4.61% | PRN | |
| 10 | HBK INVESTMENTS L P | 40,000,000 | 74,260,000 | 4.24% | PRN | |
| 11 | Magnetar Financial LLC | 30,027,000 | 55,717,000 | 3.18% | PRN | |
| 12 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 27,500,000 | 51,005,000 | 2.92% | ||
| 13 | Daiwa Securities Group Inc. | 27,346,000 | 50,788,000 | 2.90% | PRN | |
| 14 | STATE STREET CORP | 26,159,000 | 48,527,000 | 2.77% | ||
| 15 | ANGELO GORDON & CO., L.P. | 25,000,000 | 46,375,000 | 2.65% | PRN | |
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 22,780,000 | 42,264,000 | 2.42% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 21,000,000 | 38,978,000 | 2.23% | PRN | |
| 18 | MACKAY SHIELDS LLC | 19,965,000 | 37,124,000 | 2.12% | PRN | |
| 19 | Assured Investment Management LLC | 17,500,000 | 32,482,000 | 1.86% | ||
| 20 | ARISTEIA CAPITAL, L.L.C. | 16,500,000 | 30,624,000 | 1.75% | PRN | |
| 21 | Calamos Advisors LLC | 16,200,000 | 30,069,000 | 1.72% | PRN | |
| 22 | LAZARD ASSET MANAGEMENT LLC | 14,968,000 | 27,765,000 | 1.59% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 14,595,000 | 27,072,000 | 1.55% | PRN | |
| 24 | JPMORGAN CHASE & CO | 13,231,000 | 24,543,000 | 1.40% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 11,706,000 | 21,715,000 | 1.24% | PRN | |
| 26 | ADVENT CAPITAL MANAGEMENT /DE/ | 11,397,000 | 21,137,000 | 1.21% | PRN | |
| 27 | Carlson Capital, L.P. | 10,000,000 | 18,565,000 | 1.06% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 8,480,000 | 15,727,000 | 0.90% | PRN | |
| 29 | JD CAPITAL MANAGEMENT LLC | 7,500,000 | 13,906,000 | 0.79% | PRN | |
| 30 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,278,000 | 0.53% | PRN | |
| 31 | Amida Capital Management II, LLC | 5,000,000 | 9,275,000 | 0.53% | ||
| 32 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,275,000 | 0.53% | PRN | |
| 33 | TD Securities (USA) LLC | 5,000,000 | 9,202,000 | 0.53% | PRN | |
| 34 | SEI TRUST CO | 3,999,000 | 7,438,000 | 0.43% | ||
| 35 | WELLS FARGO & COMPANY/MN | 2,651,000 | 4,918,000 | 0.28% | PRN | |
| 36 | AXA S.A. | 2,500,000 | 4,638,000 | 0.27% | PRN | |
| 37 | LORD, ABBETT & CO. LLC | 2,241,000 | 4,168,000 | 0.24% | PRN | |
| 38 | Nicholas Investment Partners, LP | 1,645,000 | 3,051,000 | 0.17% | PRN | |
| 39 | BARCLAYS PLC | 1,376,000 | 2,546,000 | 0.15% | PRN | |
| 40 | NOMURA HOLDINGS INC | 1,243,000 | 2,308,000 | 0.13% | PRN | |
| 41 | AGF INVESTMENTS INC. | 1,161,000 | 2,153,000 | 0.12% | PRN | |
| 42 | MANAGED ACCOUNT ADVISORS LLC | 1,070,000 | 1,985,000 | 0.11% | PRN | |
| 43 | BANK OF AMERICA CORP /DE/ | 1,030,000 | 1,911,000 | 0.11% | PRN | |
| 44 | Allianz Asset Management GmbH | 1,000,000 | 1,860,000 | 0.11% | PRN | |
| 45 | ACUITY INVESTMENT MANAGEMENT INC | 932,000 | 1,729,000 | 0.10% | PRN | |
| 46 | PNC FINANCIAL SERVICES GROUP, INC. | 2,000 | 372,000 | 0.02% | PRN | |
| 47 | UBS AG | 7,000 | 13,000 | 0.00% | 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.
