| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 10,000,000 | 953,040,000 | 40.62% | ||
| 2 | GUGGENHEIM CAPITAL LLC | 7,458,000 | 710,780,000 | 30.29% | PRN | |
| 3 | CITADEL ADVISORS LLC | 112,500,000 | 107,178,000 | 4.57% | PRN | |
| 4 | AVIVA PLC | 63,000,000 | 60,039,000 | 2.56% | PRN | |
| 5 | BNP Paribas Asset Management Holding S.A. | 53,000,000 | 50,359,000 | 2.15% | PRN | |
| 6 | DSAM Partners (London) Ltd | 40,000 | 38,172,000 | 1.63% | ||
| 7 | Pine River Capital Management L.P. | 34,728,000 | 33,035,000 | 1.41% | PRN | |
| 8 | Castle Creek Arbitrage, LLC | 33,500,000 | 31,906,000 | 1.36% | PRN | |
| 9 | JPMORGAN CHASE & CO | 32,117,000 | 30,512,000 | 1.30% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 27,500,000 | 26,125,000 | 1.11% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 26,805,000 | 25,464,000 | 1.09% | PRN | |
| 12 | Invesco Ltd. | 24,300,000 | 23,085,000 | 0.98% | ||
| 13 | BNP PARIBAS FINANCIAL MARKETS | 230,000 | 21,850,000 | 0.93% | ||
| 14 | ROYAL BANK OF CANADA | 21,865,000 | 20,772,000 | 0.89% | PRN | |
| 15 | SHENKMAN CAPITAL MANAGEMENT INC | 20,650,000 | 19,634,000 | 0.84% | PRN | |
| 16 | Kamunting Street Capital Management, L.P. | 17,633,000 | 16,751,000 | 0.71% | PRN | |
| 17 | GLG Partners LP | 17,115,000 | 16,333,000 | 0.70% | PRN | |
| 18 | CREDIT SUISSE AG/ | 17,030,000 | 16,179,000 | 0.69% | PRN | |
| 19 | D. E. Shaw & Co., Inc. | 15,000,000 | 14,263,000 | 0.61% | PRN | |
| 20 | Ferox Capital Management LP | 14,050,000 | 13,498,000 | 0.58% | PRN | |
| 21 | CQS Cayman LP | 13,050,000 | 12,425,000 | 0.53% | PRN | |
| 22 | PEAK6 Group LLC | 12,370,000 | 11,813,000 | 0.50% | ||
| 23 | MORGAN STANLEY | 9,593,000 | 9,133,000 | 0.39% | PRN | |
| 24 | Calamos Advisors LLC | 9,345,000 | 8,901,000 | 0.38% | PRN | |
| 25 | CSS LLC/IL | 9,000,000 | 8,558,000 | 0.36% | PRN | |
| 26 | Sculptor Capital LP | 8,500,000 | 8,106,000 | 0.35% | PRN | |
| 27 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,200,000 | 7,810,000 | 0.33% | ||
| 28 | SSI INVESTMENT MANAGEMENT LLC | 7,513,000 | 7,141,000 | 0.30% | PRN | |
| 29 | Carlson Capital, L.P. | 5,500,000 | 5,227,000 | 0.22% | PRN | |
| 30 | BARCLAYS PLC | 5,086,000 | 4,832,000 | 0.21% | PRN | |
| 31 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 4,761,000 | 0.20% | PRN | |
| 32 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,000,000 | 4,758,000 | 0.20% | PRN | |
| 33 | AKANTHOS CAPITAL MANAGEMENT LLC | 5,000,000 | 4,753,000 | 0.20% | PRN | |
| 34 | CITIGROUP INC | 4,101,000 | 3,896,000 | 0.17% | PRN | |
| 35 | Cheyne Capital Management (UK) LLP | 4,000,000 | 3,810,000 | 0.16% | PRN | |
| 36 | Paloma Partners Management Co | 2,500,000 | 2,384,000 | 0.10% | PRN | |
| 37 | GOLDMAN SACHS GROUP INC | 2,430,000 | 2,309,000 | 0.10% | PRN | |
| 38 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,000,000 | 1,900,000 | 0.08% | PRN | |
| 39 | BANK OF AMERICA CORP /DE/ | 1,461,000 | 1,388,000 | 0.06% | PRN | |
| 40 | Allianz Asset Management GmbH | 1,000,000 | 955,000 | 0.04% | PRN | |
| 41 | NOMURA HOLDINGS INC | 890,000 | 844,000 | 0.04% | PRN | |
| 42 | Lombard Odier Asset Management (Europe) Ltd | 650,000 | 621,000 | 0.03% | PRN | |
| 43 | Investors Capital Advisory Services | 501,000 | 475,000 | 0.02% | ||
| 44 | Bank of New York Mellon Corp | 200,000 | 191,000 | 0.01% | ||
| 45 | BANQUE PICTET & CIE SA | 150,000 | 144,000 | 0.01% | ||
| 46 | SUNTRUST BANKS INC | 105,000 | 99,000 | 0.00% | ||
| 47 | M&T BANK CORP | 50,000 | 48,000 | 0.00% | PRN | |
| 48 | WELLS FARGO & COMPANY/MN | 49,000 | 47,000 | 0.00% | PRN | |
| 49 | HighTower Advisors, LLC | 27,000 | 26,000 | 0.00% | PRN | |
| 50 | Wellesley Asset Management | 26,081 | 24,911 | 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.
