| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 15,000,000 | 3,051,600,128 | 61.34% | ||
| 2 | Fore Research & Management, LP | 82,307,000 | 167,854,000 | 3.37% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 68,556,000 | 139,469,000 | 2.80% | PRN | |
| 4 | Sculptor Capital LP | 57,571,000 | 117,998,000 | 2.37% | PRN | |
| 5 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 55,196,000 | 112,290,000 | 2.26% | PRN | |
| 6 | COASTLAND CAPITAL LLC | 50,700 | 103,966,000 | 2.09% | PRN | |
| 7 | CQS Cayman LP | 49,110,000 | 100,890,000 | 2.03% | PRN | |
| 8 | AQR CAPITAL MANAGEMENT LLC | 49,306,000 | 100,553,000 | 2.02% | PRN | |
| 9 | BlackRock Institutional Trust Company, N.A. | 43,500,000 | 88,496,000 | 1.78% | PRN | |
| 10 | D. E. Shaw & Co., Inc. | 35,785,000 | 73,320,000 | 1.47% | PRN | |
| 11 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 34,084,000 | 69,340,000 | 1.39% | PRN | |
| 12 | Kohlberg Kravis Roberts & Co. L.P. | 29,268,000 | 59,745,000 | 1.20% | PRN | |
| 13 | ROYAL BANK OF CANADA | 29,114,000 | 59,229,000 | 1.19% | PRN | |
| 14 | JPMORGAN CHASE & CO | 21,865,000 | 44,481,000 | 0.89% | PRN | |
| 15 | Castle Creek Arbitrage, LLC | 20,500,000 | 41,990,000 | 0.84% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 19,959,000 | 40,603,000 | 0.82% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 19,000,000 | 38,988,000 | 0.78% | PRN | |
| 18 | BlueCrest Capital Management LLP | 16,866,000 | 34,705,000 | 0.70% | PRN | |
| 19 | GLG Partners LP | 16,500,000 | 33,835,000 | 0.68% | PRN | |
| 20 | NOMURA HOLDINGS INC | 165,000 | 33,792,000 | 0.68% | Call | |
| 21 | Daiwa Securities Group Inc. | 16,450,000 | 33,722,000 | 0.68% | PRN | |
| 22 | Pine River Capital Management L.P. | 15,000,000 | 30,724,000 | 0.62% | PRN | |
| 23 | Calamos Advisors LLC | 12,809,000 | 26,285,000 | 0.53% | PRN | |
| 24 | LAZARD ASSET MANAGEMENT LLC | 12,500,000 | 25,429,000 | 0.51% | PRN | |
| 25 | CANADA PENSION PLAN INVESTMENT BOARD | 10,500,000 | 21,486,000 | 0.43% | PRN | |
| 26 | TD Securities (USA) LLC | 10,400,000 | 21,200,000 | 0.43% | PRN | |
| 27 | Carlson Capital, L.P. | 10,000,000 | 20,491,000 | 0.41% | PRN | |
| 28 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 10,000,000 | 20,479,000 | 0.41% | PRN | |
| 29 | BASSO CAPITAL MANAGEMENT, L.P. | 9,763,000 | 19,998,000 | 0.40% | PRN | |
| 30 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 19,030,000 | 0.38% | PRN | |
| 31 | UBS AG | 9,009,000 | 18,327,000 | 0.37% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 8,455,000 | 17,201,000 | 0.35% | PRN | |
| 33 | LOOMIS SAYLES & CO L P | 163,773 | 17,103,000 | 0.34% | ||
| 34 | SSI INVESTMENT MANAGEMENT LLC | 7,726,000 | 15,823,000 | 0.32% | PRN | |
| 35 | ELLIOTT MANAGEMENT CORP | 7,500,000 | 15,365,000 | 0.31% | PRN | |
| 36 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,167,000 | 14,681,000 | 0.30% | PRN | |
| 37 | PUTNAM INVESTMENTS LLC | 6,885,000 | 14,007,000 | 0.28% | ||
| 38 | CSS LLC/IL | 5,500,000 | 11,272,000 | 0.23% | PRN | |
| 39 | THRIVENT FINANCIAL FOR LUTHERANS | 5,350,000 | 10,911,000 | 0.22% | ||
| 40 | ANGELO GORDON & CO., L.P. | 5,000,000 | 10,172,000 | 0.20% | PRN | |
| 41 | GRACE BROTHERS MANAGEMENT LLC | 4,250,000 | 8,715,000 | 0.18% | PRN | |
| 42 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 8,158,000 | 0.16% | PRN | |
| 43 | Invesco Ltd. | 3,000,000 | 6,103,000 | 0.12% | ||
| 44 | MIZUHO SECURITIES USA LLC | 2,750,000 | 5,634,000 | 0.11% | ||
| 45 | CREDIT AGRICOLE S A | 2,746,000 | 5,586,000 | 0.11% | PRN | |
| 46 | Paloma Partners Management Co | 2,500,000 | 5,117,000 | 0.10% | PRN | |
| 47 | AXA S.A. | 2,500,000 | 5,086,000 | 0.10% | PRN | |
| 48 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,000,000 | 4,095,000 | 0.08% | PRN | |
| 49 | LAFFER TENGLER INVESTMENTS, INC. | 1,950,000 | 4,010,877 | 0.08% | ||
| 50 | Calamos Wealth Management LLC | 1,868,000 | 3,833,000 | 0.08% | 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.
