| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 43,077,000 | 130,846,000 | 30.23% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 21,115,000 | 64,039,000 | 14.80% | PRN | |
| 3 | ROYAL BANK OF CANADA | 15,413,000 | 46,817,000 | 10.82% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 13,856,000 | 42,088,000 | 9.72% | PRN | |
| 5 | ANGELO GORDON & CO., L.P. | 11,500,000 | 34,931,000 | 8.07% | PRN | |
| 6 | AQR CAPITAL MANAGEMENT LLC | 8,975,000 | 27,306,000 | 6.31% | PRN | |
| 7 | JPMORGAN CHASE & CO | 8,018,000 | 24,355,000 | 5.63% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 5,000,000 | 15,187,000 | 3.51% | PRN | |
| 9 | CREDIT SUISSE AG/ | 3,003,000 | 9,122,000 | 2.11% | PRN | |
| 10 | BARCLAYS PLC | 2,281,000 | 6,911,000 | 1.60% | PRN | |
| 11 | PUTNAM INVESTMENTS LLC | 2,237,000 | 6,795,000 | 1.57% | ||
| 12 | AEGON USA Investment Management, LLC | 1,750,000 | 5,316,000 | 1.23% | PRN | |
| 13 | LOOMIS SAYLES & CO L P | 35,531 | 3,181,000 | 0.74% | ||
| 14 | SANDLER CAPITAL MANAGEMENT | 1,000,000 | 3,038,000 | 0.70% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 973,000 | 2,955,000 | 0.68% | PRN | |
| 16 | Invesco Ltd. | 750,000 | 2,278,000 | 0.53% | ||
| 17 | DEUTSCHE BANK AG\ | 700,000 | 2,126,000 | 0.49% | PRN | |
| 18 | CITIGROUP INC | 613,000 | 1,862,000 | 0.43% | PRN | |
| 19 | WELLINGTON MANAGEMENT GROUP LLP | 490,000 | 1,488,000 | 0.34% | PRN | |
| 20 | GOLDMAN SACHS GROUP INC | 352,000 | 1,069,000 | 0.25% | PRN | |
| 21 | PIPER SANDLER & CO. | 200,000 | 608,000 | 0.14% | PRN | |
| 22 | MANAGED ACCOUNT ADVISORS LLC | 127,000 | 386,000 | 0.09% | PRN | |
| 23 | PRUDENTIAL PLC | 2,010,000 | 61,000 | 0.01% | ||
| 24 | BANK OF AMERICA CORP /DE/ | 6,000 | 18,000 | 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.
