| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 200,000,000 | 662,155,000 | 16.62% | PRN | |
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 130,046,000 | 443,212,000 | 11.12% | PRN | |
| 3 | ARISTEIA CAPITAL, L.L.C. | 95,626,000 | 325,920,000 | 8.18% | PRN | |
| 4 | Hudson Bay Capital Management LP | 87,788,000 | 299,225,000 | 7.51% | PRN | |
| 5 | Bluefin Trading, LLC | 832,800 | 283,360,000 | 7.11% | PRN | |
| 6 | NORTHERN TRUST CORP | 654,000 | 221,850,000 | 5.57% | PRN | |
| 7 | Calamos Advisors LLC | 56,827,000 | 193,619,000 | 4.86% | PRN | |
| 8 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 53,505,000 | 182,051,000 | 4.57% | PRN | |
| 9 | D. E. Shaw & Co., Inc. | 50,805,000 | 173,124,000 | 4.34% | PRN | |
| 10 | Myriad Asset Management Ltd. | 40,000,000 | 136,312,000 | 3.42% | PRN | |
| 11 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 40,000,000 | 136,204,000 | 3.42% | PRN | |
| 12 | CAISSE DE DEPOT ET PLACEMENT DU QUEBEC | 33,000,000 | 112,912,000 | 2.83% | PRN | |
| 13 | Invesco Ltd. | 23,669,000 | 80,534,000 | 2.02% | PRN | |
| 14 | GEODE CAPITAL MANAGEMENT, LLC | 18,107,000 | 61,609,000 | 1.55% | PRN | |
| 15 | ELLIOTT MANAGEMENT CORP | 17,500,000 | 59,641,000 | 1.50% | PRN | |
| 16 | Allianz Asset Management GmbH | 15,350,000 | 52,468,000 | 1.32% | PRN | |
| 17 | LORD, ABBETT & CO. LLC | 15,201,000 | 51,797,000 | 1.30% | PRN | |
| 18 | TENOR CAPITAL MANAGEMENT Co., L.P. | 15,000,000 | 50,976,000 | 1.28% | PRN | |
| 19 | CREDIT AGRICOLE S A | 13,964,000 | 47,513,000 | 1.19% | PRN | |
| 20 | MINT TOWER CAPITAL MANAGEMENT B.V. | 10,000,000 | 34,087,000 | 0.86% | PRN | |
| 21 | MACKAY SHIELDS LLC | 9,640,000 | 32,841,000 | 0.82% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 9,580,000 | 32,596,000 | 0.82% | PRN | |
| 23 | JPMORGAN CHASE & CO | 8,743,000 | 29,885,000 | 0.75% | PRN | |
| 24 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,559,000 | 29,169,000 | 0.73% | PRN | |
| 25 | VICTORY CAPITAL MANAGEMENT INC | 7,746,878 | 26,359,000 | 0.66% | PRN | |
| 26 | CREDIT SUISSE AG/ | 6,625,000 | 22,542,000 | 0.57% | PRN | |
| 27 | THRIVENT FINANCIAL FOR LUTHERANS | 6,500,000 | 22,149,000 | 0.56% | ||
| 28 | Castle Creek Arbitrage, LLC | 6,000,000 | 20,446,000 | 0.51% | PRN | |
| 29 | CQS Cayman LP | 5,100,000 | 17,400,000 | 0.44% | PRN | |
| 30 | BASSO CAPITAL MANAGEMENT, L.P. | 5,030,000 | 17,130,000 | 0.43% | PRN | |
| 31 | SSI INVESTMENT MANAGEMENT LLC | 4,961,000 | 16,885,000 | 0.42% | PRN | |
| 32 | SCOTIA CAPITAL INC. | 4,650,000 | 15,843,000 | 0.40% | ||
| 33 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 13,611,000 | 0.34% | PRN | |
| 34 | AXA S.A. | 4,000,000 | 13,610,000 | 0.34% | PRN | |
| 35 | CITIGROUP INC | 3,790,000 | 12,895,000 | 0.32% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 2,620,000 | 8,914,000 | 0.22% | PRN | |
| 37 | Man Investments (CH) AG | 2,450,000 | 8,349,000 | 0.21% | PRN | |
| 38 | ROYAL BANK OF CANADA | 1,932,000 | 6,574,000 | 0.16% | PRN | |
| 39 | SG Americas Securities, LLC | 15,570 | 5,305,000 | 0.13% | PRN | |
| 40 | MACQUARIE GROUP LTD | 1,060,000 | 3,612,000 | 0.09% | PRN | |
| 41 | Bank of New York Mellon Corp | 850,000 | 2,905,000 | 0.07% | ||
| 42 | CONNING INC. | 850,000 | 2,903,000 | 0.07% | PRN | |
| 43 | LAFFER TENGLER INVESTMENTS, INC. | 794 | 2,712,042 | 0.07% | ||
| 44 | WELLS FARGO & COMPANY/MN | 761,000 | 2,589,000 | 0.06% | PRN | |
| 45 | GOLDMAN SACHS GROUP INC | 725,000 | 2,467,000 | 0.06% | PRN | |
| 46 | JUPITER ASSET MANAGEMENT LTD | 500,000 | 1,558,000 | 0.04% | PRN | |
| 47 | KEYBANK NATIONAL ASSOCIATION/OH | 396,000 | 1,347,000 | 0.03% | ||
| 48 | Nicholas Investment Partners, LP | 225,000 | 766,000 | 0.02% | PRN | |
| 49 | BlackRock Fund Advisors | 225,000 | 766,000 | 0.02% | PRN | |
| 50 | Candriam S.C.A. | 200 | 684,000 | 0.02% | 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.
