| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 11,983,000 | 1,739,811,840 | 58.47% | ||
| 2 | Fore Research & Management, LP | 106,906,000 | 155,481,000 | 5.23% | PRN | |
| 3 | Calamos Advisors LLC | 76,815,000 | 111,991,000 | 3.76% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 61,500,000 | 89,291,000 | 3.00% | PRN | |
| 5 | D. E. Shaw & Co., Inc. | 50,000,000 | 72,701,000 | 2.44% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 45,000,000 | 65,334,000 | 2.20% | PRN | |
| 7 | CITIGROUP INC | 41,029,000 | 59,569,000 | 2.00% | PRN | |
| 8 | JPMORGAN CHASE & CO | 40,186,000 | 58,346,000 | 1.96% | PRN | |
| 9 | Assured Investment Management LLC | 40,000,000 | 58,110,000 | 1.95% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 39,000,000 | 56,859,000 | 1.91% | PRN | |
| 11 | FRANKLIN RESOURCES INC | 35,615,000 | 51,993,000 | 1.75% | PRN | |
| 12 | AQR CAPITAL MANAGEMENT LLC | 34,400,000 | 50,031,000 | 1.68% | PRN | |
| 13 | CQS Cayman LP | 30,000,000 | 43,952,000 | 1.48% | PRN | |
| 14 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 29,175,000 | 42,358,000 | 1.42% | PRN | |
| 15 | SILVERBACK ASSET MANAGEMENT LLC | 22,250,000 | 32,347,000 | 1.09% | PRN | |
| 16 | BlackRock Institutional Trust Company, N.A. | 21,983,000 | 31,917,000 | 1.07% | PRN | |
| 17 | CSS LLC/IL | 21,380,000 | 31,061,000 | 1.04% | PRN | |
| 18 | BANK OF AMERICA CORP /DE/ | 19,555,000 | 28,392,000 | 0.95% | PRN | |
| 19 | WHITEBOX ADVISORS LLC | 16,000,000 | 23,230,000 | 0.78% | PRN | |
| 20 | Invesco Ltd. | 15,900,000 | 23,085,000 | 0.78% | ||
| 21 | Tetragon Partners GP Ltd | 15,000,000 | 21,969,000 | 0.74% | PRN | |
| 22 | COASTLAND CAPITAL LLC | 14,500 | 21,061,000 | 0.71% | PRN | |
| 23 | ANGELO GORDON & CO., L.P. | 14,000,000 | 20,326,000 | 0.68% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 13,830,000 | 20,078,000 | 0.67% | PRN | |
| 25 | Myriad Asset Management Ltd. | 9,500,000 | 13,823,000 | 0.46% | PRN | |
| 26 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 11,615,000 | 0.39% | PRN | |
| 27 | BlueCrest Capital Management LLP | 5,000,000 | 7,338,000 | 0.25% | PRN | |
| 28 | Sculptor Capital LP | 5,000,000 | 7,267,000 | 0.24% | PRN | |
| 29 | MILLENNIUM MANAGEMENT LLC | 5,000 | 7,262,000 | 0.24% | ||
| 30 | GOLDMAN SACHS GROUP INC | 3,509,000 | 5,095,000 | 0.17% | PRN | |
| 31 | WELLS FARGO & COMPANY/MN | 3,201,000 | 4,648,000 | 0.16% | PRN | |
| 32 | CREDIT SUISSE AG/ | 2,700,000 | 3,920,000 | 0.13% | PRN | |
| 33 | Paloma Partners Management Co | 1,500,000 | 2,181,000 | 0.07% | PRN | |
| 34 | Sage Capital Management, LLC | 1,500,000 | 2,179,000 | 0.07% | PRN | |
| 35 | BARCLAYS PLC | 460,000 | 667,000 | 0.02% | PRN | |
| 36 | SUNTRUST BANKS INC | 100,000 | 145,000 | 0.00% | ||
| 37 | Clearbridge Investments, LLC | 5,725,000 | 83,000 | 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.
