| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 61,426,000 | 128,380,000 | 10.86% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 46,363,000 | 97,004,000 | 8.20% | PRN | |
| 3 | QVT Financial LP | 36,500,000 | 76,470,000 | 6.47% | PRN | |
| 4 | FRANKLIN RESOURCES INC | 36,100,000 | 75,494,000 | 6.38% | PRN | |
| 5 | Hudson Bay Capital Management LP | 36,045,000 | 75,361,000 | 6.37% | PRN | |
| 6 | Calamos Advisors LLC | 30,045,000 | 62,831,000 | 5.31% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 25,700,000 | 53,713,000 | 4.54% | PRN | |
| 8 | AQR ARBITRAGE LLC | 24,750,000 | 51,758,000 | 4.38% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 24,000,000 | 50,160,000 | 4.24% | PRN | |
| 10 | WHITEBOX ADVISORS LLC | 21,130,000 | 44,162,000 | 3.73% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 19,743,000 | 41,115,000 | 3.48% | PRN | |
| 12 | Waterstone Capital Management, L.P. | 18,000,000 | 37,631,000 | 3.18% | PRN | |
| 13 | Sculptor Capital LP | 17,518,000 | 36,643,000 | 3.10% | PRN | |
| 14 | JPMORGAN CHASE & CO | 16,439,000 | 34,356,000 | 2.91% | PRN | |
| 15 | Daiwa Securities Group Inc. | 16,000,000 | 33,503,000 | 2.83% | PRN | |
| 16 | CITADEL ADVISORS LLC | 15,000,000 | 31,361,000 | 2.65% | PRN | |
| 17 | GAM Holding AG | 10,511,000 | 21,974,000 | 1.86% | PRN | |
| 18 | CAMDEN ASSET MANAGEMENT L P /CA | 10,433,000 | 21,805,000 | 1.84% | PRN | |
| 19 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,000,000 | 20,949,000 | 1.77% | PRN | |
| 20 | Invesco Ltd. | 9,175,000 | 19,176,000 | 1.62% | ||
| 21 | DEUTSCHE BANK AG\ | 8,843,000 | 18,481,000 | 1.56% | PRN | |
| 22 | ROYAL BANK OF CANADA | 8,884,000 | 18,409,000 | 1.56% | PRN | |
| 23 | CITIGROUP INC | 7,031,000 | 14,695,000 | 1.24% | PRN | |
| 24 | AMERIPRISE FINANCIAL INC | 6,250,000 | 13,063,000 | 1.10% | PRN | |
| 25 | Nicholas Investment Partners, LP | 5,200,000 | 10,868,000 | 0.92% | PRN | |
| 26 | SILVERBACK ASSET MANAGEMENT LLC | 5,000,000 | 10,455,000 | 0.88% | PRN | |
| 27 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 10,447,000 | 0.88% | PRN | |
| 28 | Kohlberg Kravis Roberts & Co. L.P. | 5,000,000 | 10,304,000 | 0.87% | PRN | |
| 29 | PICTET ASSET MANAGEMENT LTD | 4,000,000 | 8,991,000 | 0.76% | ||
| 30 | SG Americas Securities, LLC | 40,000 | 8,365,000 | 0.71% | PRN | |
| 31 | Ferox Capital Management LP | 3,000,000 | 6,250,000 | 0.53% | PRN | |
| 32 | JUPITER ASSET MANAGEMENT LTD | 2,700,000 | 5,635,000 | 0.48% | PRN | |
| 33 | CREDIT SUISSE AG/ | 2,404,000 | 5,024,000 | 0.42% | PRN | |
| 34 | SHENKMAN CAPITAL MANAGEMENT INC | 2,293,000 | 4,796,000 | 0.41% | PRN | |
| 35 | SCOTIA CAPITAL INC. | 2,044,000 | 4,277,000 | 0.36% | ||
| 36 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,000,000 | 4,183,000 | 0.35% | PRN | |
| 37 | SSI INVESTMENT MANAGEMENT LLC | 1,473,000 | 3,078,000 | 0.26% | PRN | |
| 38 | VICTORY CAPITAL MANAGEMENT INC | 1,247,000 | 2,606,000 | 0.22% | PRN | |
| 39 | Bank of New York Mellon Corp | 1,000,000 | 2,087,000 | 0.18% | ||
| 40 | MANAGED ACCOUNT ADVISORS LLC | 687,000 | 1,436,000 | 0.12% | PRN | |
| 41 | GOLDMAN SACHS GROUP INC | 650,000 | 1,359,000 | 0.11% | PRN | |
| 42 | BANK OF AMERICA CORP /DE/ | 531,000 | 1,110,000 | 0.09% | PRN | |
| 43 | BARCLAYS PLC | 352,000 | 736,000 | 0.06% | PRN | |
| 44 | WELLINGTON MANAGEMENT GROUP LLP | 315,000 | 659,000 | 0.06% | PRN | |
| 45 | IRON Financial LLC | 240,000 | 502,000 | 0.04% | ||
| 46 | BlackRock Fund Advisors | 100,000 | 209,000 | 0.02% | PRN | |
| 47 | Lombard Odier Asset Management (Europe) Ltd | 100,000 | 209,000 | 0.02% | PRN | |
| 48 | MIZUHO SECURITIES USA LLC | 100,000 | 208,000 | 0.02% | ||
| 49 | AGF INVESTMENTS INC. | 80,000 | 166,000 | 0.01% | PRN | |
| 50 | NOMURA HOLDINGS INC | 30,000 | 63,000 | 0.01% | 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.
