| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 7,418,000 | 1,417,283,072 | 43.39% | ||
| 2 | AQR CAPITAL MANAGEMENT LLC | 106,045,000 | 203,142,000 | 6.22% | PRN | |
| 3 | Sculptor Capital LP | 88,000,000 | 168,292,000 | 5.15% | PRN | |
| 4 | Castle Creek Arbitrage, LLC | 79,085,000 | 151,152,000 | 4.63% | PRN | |
| 5 | BlackRock Institutional Trust Company, N.A. | 75,000,000 | 143,297,000 | 4.39% | PRN | |
| 6 | AMERICAN CENTURY COMPANIES INC | 59,183,000 | 113,372,000 | 3.47% | PRN | |
| 7 | CITIGROUP INC | 55,000,000 | 105,085,000 | 3.22% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 45,075,000 | 86,121,000 | 2.64% | PRN | |
| 9 | HBK INVESTMENTS L P | 40,000,000 | 76,405,000 | 2.34% | PRN | |
| 10 | ARISTEIA CAPITAL, L.L.C. | 33,000,000 | 63,103,000 | 1.93% | PRN | |
| 11 | STATE STREET CORP | 30,642,000 | 58,595,000 | 1.79% | ||
| 12 | Magnetar Financial LLC | 30,027,000 | 57,387,000 | 1.76% | PRN | |
| 13 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 26,963,000 | 51,516,000 | 1.58% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 25,421,000 | 48,602,000 | 1.49% | PRN | |
| 15 | JD CAPITAL MANAGEMENT LLC | 22,500,000 | 43,002,000 | 1.32% | PRN | |
| 16 | Daiwa Securities Group Inc. | 22,500,000 | 43,000,000 | 1.32% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,000,000 | 38,243,000 | 1.17% | PRN | |
| 18 | MACKAY SHIELDS LLC | 19,736,000 | 37,796,000 | 1.16% | PRN | |
| 19 | Calamos Advisors LLC | 19,442,000 | 37,176,000 | 1.14% | PRN | |
| 20 | LAZARD ASSET MANAGEMENT LLC | 16,968,000 | 32,419,000 | 0.99% | PRN | |
| 21 | ANGELO GORDON & CO., L.P. | 15,500,000 | 29,615,000 | 0.91% | PRN | |
| 22 | Waterstone Capital Management, L.P. | 15,000,000 | 28,667,000 | 0.88% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 13,888,000 | 26,534,000 | 0.81% | PRN | |
| 24 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 12,500,000 | 23,891,000 | 0.73% | ||
| 25 | ROYAL BANK OF CANADA | 12,400,000 | 23,692,000 | 0.73% | PRN | |
| 26 | MUFG Securities EMEA plc | 11,000,000 | 21,034,200 | 0.64% | PRN | |
| 27 | Carlson Capital, L.P. | 10,000,000 | 19,123,000 | 0.59% | PRN | |
| 28 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,900,000 | 18,940,000 | 0.58% | PRN | |
| 29 | SSI INVESTMENT MANAGEMENT LLC | 8,433,000 | 16,114,000 | 0.49% | PRN | |
| 30 | JPMORGAN CHASE & CO | 6,976,000 | 13,328,000 | 0.41% | PRN | |
| 31 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,553,000 | 0.29% | PRN | |
| 32 | Amida Capital Management II, LLC | 5,000,000 | 9,553,000 | 0.29% | ||
| 33 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,544,000 | 0.29% | PRN | |
| 34 | TD Securities (USA) LLC | 5,001,000 | 9,505,000 | 0.29% | PRN | |
| 35 | SEI TRUST CO | 3,999,000 | 7,661,000 | 0.23% | ||
| 36 | AXA S.A. | 2,500,000 | 4,777,000 | 0.15% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 2,341,000 | 4,473,000 | 0.14% | PRN | |
| 38 | LORD, ABBETT & CO. LLC | 1,437,000 | 2,753,000 | 0.08% | PRN | |
| 39 | Nicholas Investment Partners, LP | 1,260,000 | 2,407,000 | 0.07% | PRN | |
| 40 | MANAGED ACCOUNT ADVISORS LLC | 1,051,000 | 2,008,000 | 0.06% | PRN | |
| 41 | Allianz Asset Management GmbH | 1,000,000 | 1,916,000 | 0.06% | PRN | |
| 42 | NOMURA HOLDINGS INC | 907,000 | 1,732,000 | 0.05% | PRN | |
| 43 | BANK OF AMERICA CORP /DE/ | 516,000 | 986,000 | 0.03% | PRN | |
| 44 | AGF INVESTMENTS INC. | 500,000 | 954,000 | 0.03% | PRN | |
| 45 | ACUITY INVESTMENT MANAGEMENT INC | 315,000 | 602,000 | 0.02% | PRN | |
| 46 | Lombard Odier Asset Management (Switzerland) SA | 300,000 | 574,000 | 0.02% | PRN | |
| 47 | PNC FINANCIAL SERVICES GROUP, INC. | 2,000 | 382,000 | 0.01% | PRN | |
| 48 | REGIONS FINANCIAL CORP | 130,000 | 248,000 | 0.01% | PRN | |
| 49 | SUNTRUST BANKS INC | 114,000 | 217,000 | 0.01% | ||
| 50 | GOLDMAN SACHS GROUP INC | 87,000 | 166,000 | 0.01% | 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.
