| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 14,650,000 | 3,341,079,040 | 82.36% | ||
| 2 | Orchard Hill Capital Management LP | 106,332,000 | 243,002,000 | 5.99% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 43,734,000 | 99,931,000 | 2.46% | PRN | |
| 4 | WHITEBOX ADVISORS LLC | 39,281,000 | 89,585,000 | 2.21% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 28,505,000 | 65,009,000 | 1.60% | PRN | |
| 6 | D. E. Shaw & Co., Inc. | 15,900,000 | 36,303,000 | 0.89% | PRN | |
| 7 | TENOR CAPITAL MANAGEMENT Co., L.P. | 14,584,000 | 33,449,000 | 0.82% | PRN | |
| 8 | JPMORGAN CHASE & CO | 12,242,000 | 27,920,000 | 0.69% | PRN | |
| 9 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 8,000,000 | 18,391,000 | 0.45% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 7,000,000 | 16,050,000 | 0.40% | ||
| 11 | ROYAL BANK OF CANADA | 6,831,000 | 15,579,000 | 0.38% | PRN | |
| 12 | Kohlberg Kravis Roberts & Co. L.P. | 6,000,000 | 13,725,000 | 0.34% | PRN | |
| 13 | Pomelo Capital LLC | 5,000,000 | 11,416,000 | 0.28% | ||
| 14 | BlueCrest Capital Management Ltd | 4,000,000 | 9,400,000 | 0.23% | PRN | |
| 15 | BlueCrest Capital Management LLP | 4,000,000 | 9,400,000 | 0.23% | PRN | |
| 16 | ONTARIO TEACHERS PENSION PLAN BOARD | 3,000,000 | 6,849,000 | 0.17% | PRN | |
| 17 | MACKAY SHIELDS LLC | 1,765,000 | 4,025,000 | 0.10% | PRN | |
| 18 | MIZUHO SECURITIES USA LLC | 1,500,000 | 3,434,000 | 0.08% | ||
| 19 | WELLS FARGO & COMPANY/MN | 1,143,000 | 2,607,000 | 0.06% | PRN | |
| 20 | NOMURA HOLDINGS INC | 960,000 | 2,190,000 | 0.05% | PRN | |
| 21 | MANAGED ACCOUNT ADVISORS LLC | 785,000 | 1,790,000 | 0.04% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 783,000 | 1,785,000 | 0.04% | PRN | |
| 23 | BARCLAYS PLC | 611,000 | 1,393,000 | 0.03% | PRN | |
| 24 | Allianz Asset Management GmbH | 300,000 | 685,000 | 0.02% | PRN | |
| 25 | CREDIT SUISSE AG/ | 250,000 | 570,000 | 0.01% | PRN | |
| 26 | WELLINGTON MANAGEMENT GROUP LLP | 240,000 | 547,000 | 0.01% | PRN | |
| 27 | Penn Capital Management Company, LLC | 149,000 | 340,000 | 0.01% | PRN | |
| 28 | Jefferies Group LLC | 100,000 | 228,000 | 0.01% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 49,000 | 111,000 | 0.00% | PRN | |
| 30 | MORGAN STANLEY | 1,000 | 2,000 | 0.00% | 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.
