| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 200,000,000 | 467,000,000 | 13.29% | PRN | |
| 2 | Hudson Bay Capital Management LP | 92,413,000 | 215,547,000 | 6.13% | PRN | |
| 3 | CITADEL ADVISORS LLC | 91,584,000 | 213,676,000 | 6.08% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 76,755,000 | 178,839,000 | 5.09% | PRN | |
| 5 | Calamos Advisors LLC | 72,656,000 | 169,341,000 | 4.82% | PRN | |
| 6 | NORTHERN TRUST CORP | 653,000 | 151,918,000 | 4.32% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 62,750,000 | 146,515,000 | 4.17% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 60,673,000 | 141,367,000 | 4.02% | PRN | |
| 9 | Allianz Asset Management GmbH | 56,465,000 | 131,406,000 | 3.74% | PRN | |
| 10 | D. E. Shaw & Co., Inc. | 50,805,000 | 118,467,000 | 3.37% | PRN | |
| 11 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 50,780,000 | 118,378,000 | 3.37% | PRN | |
| 12 | Myriad Asset Management Ltd. | 48,500,000 | 113,160,000 | 3.22% | PRN | |
| 13 | Invesco Ltd. | 45,448,000 | 105,894,000 | 3.01% | PRN | |
| 14 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 40,000,000 | 93,272,000 | 2.65% | PRN | |
| 15 | CAISSE DE DEPOT ET PLACEMENT DU QUEBEC | 33,000,000 | 76,830,000 | 2.19% | PRN | |
| 16 | STATE STREET CORP | 30,350,000 | 70,817,000 | 2.01% | ||
| 17 | TENOR CAPITAL MANAGEMENT Co., L.P. | 30,000,000 | 70,158,000 | 2.00% | PRN | |
| 18 | MINT TOWER CAPITAL MANAGEMENT B.V. | 28,500,000 | 66,505,000 | 1.89% | PRN | |
| 19 | Kohlberg Kravis Roberts & Co. L.P. | 25,000,000 | 58,181,000 | 1.66% | PRN | |
| 20 | Sculptor Capital LP | 24,000,000 | 55,989,000 | 1.59% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 22,969,000 | 53,454,000 | 1.52% | PRN | |
| 22 | CSS LLC/IL | 21,175,000 | 49,542,000 | 1.41% | PRN | |
| 23 | Daiwa Securities Group Inc. | 20,000,000 | 46,675,000 | 1.33% | PRN | |
| 24 | ELLIOTT MANAGEMENT CORP | 17,500,000 | 40,800,000 | 1.16% | PRN | |
| 25 | CQS Cayman LP | 17,300,000 | 40,388,000 | 1.15% | PRN | |
| 26 | LORD, ABBETT & CO. LLC | 15,541,000 | 36,288,000 | 1.03% | PRN | |
| 27 | GEODE CAPITAL MANAGEMENT, LLC | 15,000,000 | 34,950,000 | 0.99% | PRN | |
| 28 | JPMORGAN CHASE & CO | 14,524,000 | 33,884,000 | 0.96% | PRN | |
| 29 | Carlson Capital, L.P. | 14,500,000 | 33,812,000 | 0.96% | PRN | |
| 30 | CREDIT AGRICOLE S A | 13,964,000 | 32,536,000 | 0.93% | PRN | |
| 31 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,259,000 | 23,920,000 | 0.68% | PRN | |
| 32 | OPERA TRADING CAPITAL | 10,000,000 | 23,457,000 | 0.67% | PRN | |
| 33 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 23,331,000 | 0.66% | PRN | |
| 34 | MACKAY SHIELDS LLC | 9,656,000 | 22,540,000 | 0.64% | PRN | |
| 35 | BASSO CAPITAL MANAGEMENT, L.P. | 8,930,000 | 20,819,000 | 0.59% | PRN | |
| 36 | THRIVENT FINANCIAL FOR LUTHERANS | 8,800,000 | 20,548,000 | 0.58% | ||
| 37 | ROYAL BANK OF CANADA | 8,014,000 | 18,673,000 | 0.53% | PRN | |
| 38 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 18,640,000 | 0.53% | PRN | |
| 39 | PUTNAM INVESTMENTS LLC | 6,935,000 | 16,159,000 | 0.46% | ||
| 40 | SSI INVESTMENT MANAGEMENT LLC | 6,105,000 | 14,224,000 | 0.40% | PRN | |
| 41 | Castle Creek Arbitrage, LLC | 6,000,000 | 13,997,000 | 0.40% | PRN | |
| 42 | AXA S.A. | 5,250,000 | 12,233,000 | 0.35% | PRN | |
| 43 | WHITEBOX ADVISORS LLC | 4,850,000 | 11,301,000 | 0.32% | PRN | |
| 44 | MORGAN STANLEY | 4,281,000 | 9,985,000 | 0.28% | PRN | |
| 45 | Man Investments (CH) AG | 4,100,000 | 9,568,000 | 0.27% | PRN | |
| 46 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 9,330,000 | 0.27% | ||
| 47 | CITIGROUP INC | 3,363,000 | 7,836,000 | 0.22% | PRN | |
| 48 | GOLDMAN SACHS GROUP INC | 3,084,000 | 7,186,000 | 0.20% | PRN | |
| 49 | Nicholas Investment Partners, LP | 3,000,000 | 6,990,000 | 0.20% | PRN | |
| 50 | BNP PARIBAS FINANCIAL MARKETS | 3,000,000 | 5,356,890 | 0.15% | 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.
