| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR CAPITAL MANAGEMENT LLC | 123,550,000 | 221,000,000 | 14.17% | PRN | |
| 2 | Sculptor Capital LP | 98,000,000 | 175,015,000 | 11.22% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 67,268,000 | 120,122,000 | 7.70% | PRN | |
| 4 | AMERICAN CENTURY COMPANIES INC | 61,790,000 | 110,527,000 | 7.09% | PRN | |
| 5 | CITIGROUP INC | 55,023,000 | 98,147,000 | 6.29% | PRN | |
| 6 | Magnetar Financial LLC | 40,027,000 | 71,467,000 | 4.58% | PRN | |
| 7 | QVT Financial LP | 38,944,000 | 69,698,000 | 4.47% | PRN | |
| 8 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 38,986,000 | 69,541,000 | 4.46% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 36,075,000 | 64,349,000 | 4.13% | PRN | |
| 10 | Daiwa Securities Group Inc. | 35,000,000 | 62,483,000 | 4.01% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 27,421,000 | 48,912,000 | 3.14% | PRN | |
| 12 | JD CAPITAL MANAGEMENT LLC | 25,500,000 | 45,501,000 | 2.92% | PRN | |
| 13 | Weiss Asset Management LP | 25,000,000 | 44,717,000 | 2.87% | PRN | |
| 14 | MACKAY SHIELDS LLC | 21,778,000 | 38,945,000 | 2.50% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 18,277,000 | 32,601,000 | 2.09% | PRN | |
| 16 | Calamos Advisors LLC | 16,916,000 | 30,205,000 | 1.94% | PRN | |
| 17 | ROYAL BANK OF CANADA | 16,345,000 | 29,155,000 | 1.87% | PRN | |
| 18 | FMR LLC | 15,600,000 | 27,826,000 | 1.78% | PRN | |
| 19 | JPMORGAN CHASE & CO | 14,743,000 | 26,297,000 | 1.69% | PRN | |
| 20 | ADVENT CAPITAL MANAGEMENT /DE/ | 14,280,000 | 25,434,000 | 1.63% | PRN | |
| 21 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,500,000 | 22,319,000 | 1.43% | ||
| 22 | BNP PARIBAS FINANCIAL MARKETS | 12,418,000 | 22,150,607 | 1.42% | PRN | |
| 23 | Assured Investment Management LLC | 10,000,000 | 17,830,000 | 1.14% | ||
| 24 | ELLIOTT MANAGEMENT CORP | 6,500,000 | 11,582,000 | 0.74% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 5,772,000 | 10,299,000 | 0.66% | ||
| 26 | SEI INVESTMENTS CO | 5,163,000 | 9,235,000 | 0.59% | ||
| 27 | MUFG Securities EMEA plc | 5,000,000 | 8,928,000 | 0.57% | PRN | |
| 28 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 8,919,000 | 0.57% | PRN | |
| 29 | WELLS FARGO & COMPANY/MN | 3,447,000 | 6,149,000 | 0.39% | PRN | |
| 30 | GOLDMAN SACHS GROUP INC | 3,369,000 | 6,009,000 | 0.39% | PRN | |
| 31 | SCOTIA CAPITAL INC. | 3,169,000 | 5,658,000 | 0.36% | ||
| 32 | AXA S.A. | 2,500,000 | 4,459,000 | 0.29% | PRN | |
| 33 | TD Securities (USA) LLC | 2,500,000 | 4,436,000 | 0.28% | PRN | |
| 34 | LORD, ABBETT & CO. LLC | 1,500,000 | 2,683,000 | 0.17% | PRN | |
| 35 | Allianz Asset Management GmbH | 1,000,000 | 1,789,000 | 0.11% | PRN | |
| 36 | MANAGED ACCOUNT ADVISORS LLC | 947,000 | 1,689,000 | 0.11% | PRN | |
| 37 | MIZUHO SECURITIES USA LLC | 789,000 | 1,410,000 | 0.09% | ||
| 38 | AGF INVESTMENTS INC. | 500,000 | 899,000 | 0.06% | PRN | |
| 39 | ACUITY INVESTMENT MANAGEMENT INC | 290,000 | 519,000 | 0.03% | PRN | |
| 40 | PNC FINANCIAL SERVICES GROUP, INC. | 2,000 | 356,000 | 0.02% | PRN | |
| 41 | Ionic Capital Management LLC | 100,000 | 178,000 | 0.01% | PRN | |
| 42 | Brown Advisory Securities, LLC | 10,000 | 19,000 | 0.00% | PRN | |
| 43 | UBS Group AG | 3,000 | 5,000 | 0.00% | PRN | |
| 44 | BANK OF AMERICA CORP /DE/ | 2,000 | 4,000 | 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.
