| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 10,433,000 | 1,470,427,008 | 54.99% | ||
| 2 | Fore Research & Management, LP | 116,000,000 | 163,777,000 | 6.13% | PRN | |
| 3 | Calamos Advisors LLC | 70,745,000 | 99,583,000 | 3.72% | PRN | |
| 4 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 64,500,000 | 90,905,000 | 3.40% | PRN | |
| 5 | CQS Cayman LP | 63,200,000 | 89,317,000 | 3.34% | PRN | |
| 6 | JPMORGAN CHASE & CO | 63,141,000 | 88,990,000 | 3.33% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 50,000,000 | 70,608,000 | 2.64% | PRN | |
| 8 | Assured Investment Management LLC | 50,000,000 | 70,591,000 | 2.64% | ||
| 9 | LAZARD ASSET MANAGEMENT LLC | 45,600,000 | 64,267,000 | 2.40% | PRN | |
| 10 | CITIGROUP INC | 43,029,000 | 60,644,000 | 2.27% | PRN | |
| 11 | CAPSTONE INVESTMENT ADVISORS, LLC | 39,000,000 | 54,897,000 | 2.05% | ||
| 12 | FRANKLIN RESOURCES INC | 35,615,000 | 50,111,000 | 1.87% | PRN | |
| 13 | AQR CAPITAL MANAGEMENT LLC | 25,175,000 | 35,544,000 | 1.33% | PRN | |
| 14 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 24,775,000 | 34,917,000 | 1.31% | PRN | |
| 15 | SILVERBACK ASSET MANAGEMENT LLC | 24,250,000 | 34,229,000 | 1.28% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 18,730,000 | 26,397,000 | 0.99% | PRN | |
| 17 | Invesco Ltd. | 15,700,000 | 22,127,000 | 0.83% | ||
| 18 | COASTLAND CAPITAL LLC | 14,500 | 20,473,000 | 0.77% | PRN | |
| 19 | ANGELO GORDON & CO., L.P. | 14,000,000 | 19,731,000 | 0.74% | PRN | |
| 20 | WHITEBOX ADVISORS LLC | 13,500,000 | 19,027,000 | 0.71% | PRN | |
| 21 | Myriad Asset Management Ltd. | 9,500,000 | 13,383,000 | 0.50% | PRN | |
| 22 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 11,275,000 | 0.42% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 7,999,000 | 11,274,000 | 0.42% | PRN | |
| 24 | Clearbridge Investments, LLC | 5,325,000 | 7,510,000 | 0.28% | PRN | |
| 25 | BlueCrest Capital Management LLP | 5,000,000 | 7,274,000 | 0.27% | PRN | |
| 26 | BlueCrest Capital Management Ltd | 5,000,000 | 7,274,000 | 0.27% | PRN | |
| 27 | Sculptor Capital LP | 5,000,000 | 7,049,000 | 0.26% | PRN | |
| 28 | CSS LLC/IL | 4,950,000 | 6,976,000 | 0.26% | PRN | |
| 29 | WELLS FARGO & COMPANY/MN | 3,401,000 | 4,813,000 | 0.18% | PRN | |
| 30 | CREDIT SUISSE AG/ | 2,200,000 | 3,101,000 | 0.12% | PRN | |
| 31 | BARCLAYS PLC | 2,200,000 | 3,080,000 | 0.12% | PRN | |
| 32 | Paloma Partners Management Co | 1,500,000 | 2,117,000 | 0.08% | PRN | |
| 33 | GOLDMAN SACHS GROUP INC | 1,409,000 | 1,986,000 | 0.07% | PRN | |
| 34 | SUNTRUST BANKS INC | 100,000 | 140,000 | 0.01% |
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.
