| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 105,087,000 | 92,258,000 | 15.19% | PRN | |
| 2 | Assured Investment Management LLC | 92,500,000 | 81,209,000 | 13.37% | PRN | |
| 3 | AVIVA PLC | 42,000,000 | 36,813,000 | 6.06% | PRN | |
| 4 | DSAM Partners (London) Ltd | 40,000 | 35,108,000 | 5.78% | ||
| 5 | Pine River Capital Management L.P. | 34,728,000 | 30,474,000 | 5.02% | PRN | |
| 6 | JPMORGAN CHASE & CO | 32,316,000 | 28,316,000 | 4.66% | PRN | |
| 7 | Castle Creek Arbitrage, LLC | 31,000,000 | 27,206,000 | 4.48% | PRN | |
| 8 | BNP Paribas Asset Management Holding S.A. | 29,000,000 | 25,412,000 | 4.18% | PRN | |
| 9 | MORGAN STANLEY | 26,021,000 | 22,771,000 | 3.75% | PRN | |
| 10 | Sculptor Capital LP | 22,000,000 | 19,276,000 | 3.17% | PRN | |
| 11 | SHENKMAN CAPITAL MANAGEMENT INC | 21,508,000 | 18,884,000 | 3.11% | PRN | |
| 12 | Invesco Ltd. | 20,129,000 | 17,638,000 | 2.90% | ||
| 13 | TD ASSET MANAGEMENT INC | 19,962,000 | 17,592,000 | 2.90% | ||
| 14 | CREDIT SUISSE AG/ | 18,139,000 | 15,895,000 | 2.62% | PRN | |
| 15 | Ferox Capital Management LP | 16,800,000 | 14,814,000 | 2.44% | PRN | |
| 16 | ROYAL BANK OF CANADA | 16,695,000 | 14,578,000 | 2.40% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 15,684,000 | 13,742,000 | 2.26% | PRN | |
| 18 | Lombard Odier Asset Management (Europe) Ltd | 15,300,000 | 13,534,000 | 2.23% | PRN | |
| 19 | ADVENT CAPITAL MANAGEMENT /DE/ | 15,000,000 | 13,168,000 | 2.17% | PRN | |
| 20 | CQS Cayman LP | 14,150,000 | 12,420,000 | 2.04% | PRN | |
| 21 | Achievement Holdings L.P. | 48,268 | 9,112,000 | 1.50% | ||
| 22 | Calamos Advisors LLC | 8,608,000 | 7,561,000 | 1.24% | PRN | |
| 23 | GLG Partners LP | 8,570,000 | 7,515,000 | 1.24% | PRN | |
| 24 | BESSEMER GROUP INC | 8,000,000 | 6,992,000 | 1.15% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 7,523,000 | 6,590,000 | 1.09% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 3,476,000 | 3,041,000 | 0.50% | PRN | |
| 27 | Verition Fund Management LLC | 3,000,000 | 2,644,000 | 0.44% | PRN | |
| 28 | CITIGROUP INC | 2,490,000 | 2,182,000 | 0.36% | PRN | |
| 29 | UBS Group AG | 2,450,000 | 2,147,000 | 0.35% | PRN | |
| 30 | PUBLIC SECTOR PENSION INVESTMENT BOARD | 2,000,000 | 1,763,000 | 0.29% | PRN | |
| 31 | NOMURA HOLDINGS INC | 1,964,000 | 1,721,000 | 0.28% | PRN | |
| 32 | Context Capital Management, LLC | 1,600,000 | 1,405,000 | 0.23% | PRN | |
| 33 | Kamunting Street Capital Management, L.P. | 1,508,000 | 1,321,000 | 0.22% | PRN | |
| 34 | CAMDEN ASSET MANAGEMENT L P /CA | 1,300,000 | 1,139,000 | 0.19% | PRN | |
| 35 | Compagnie Lombard Odier SCmA | 450,000 | 395,000 | 0.07% | PRN | |
| 36 | BNP PARIBAS FINANCIAL MARKETS | 230,000 | 201,538 | 0.03% | PRN | |
| 37 | Bank of New York Mellon Corp | 200,000 | 176,000 | 0.03% | ||
| 38 | Mitsubishi UFJ Securities Holdings Co., Ltd. | 180,000 | 158,000 | 0.03% | PRN | |
| 39 | Zurcher Kantonalbank (Zurich Cantonalbank) | 70,000 | 61,000 | 0.01% | PRN | |
| 40 | M&T BANK CORP | 61,000 | 53,000 | 0.01% | PRN | |
| 41 | TDAM USA INC. | 38,000 | 33,000 | 0.01% | ||
| 42 | MIZUHO SECURITIES USA LLC | 33,000 | 28,000 | 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.
