| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 15,418,000 | 2,860,964,160 | 64.17% | ||
| 2 | Sculptor Capital LP | 98,000,000 | 182,053,000 | 4.08% | PRN | |
| 3 | AQR CAPITAL MANAGEMENT LLC | 97,345,000 | 181,123,000 | 4.06% | PRN | |
| 4 | Castle Creek Arbitrage, LLC | 79,085,000 | 146,831,000 | 3.29% | PRN | |
| 5 | AMERICAN CENTURY COMPANIES INC | 58,183,000 | 108,875,000 | 2.44% | PRN | |
| 6 | CITIGROUP INC | 55,000,000 | 102,060,000 | 2.29% | PRN | |
| 7 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 45,075,000 | 83,643,000 | 1.88% | PRN | |
| 8 | HBK INVESTMENTS L P | 40,000,000 | 74,196,000 | 1.66% | PRN | |
| 9 | ARISTEIA CAPITAL, L.L.C. | 36,203,000 | 67,205,000 | 1.51% | PRN | |
| 10 | Magnetar Financial LLC | 30,027,000 | 55,765,000 | 1.25% | PRN | |
| 11 | Calamos Advisors LLC | 27,470,000 | 51,177,000 | 1.15% | PRN | |
| 12 | Daiwa Securities Group Inc. | 27,500,000 | 51,078,000 | 1.15% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 27,421,000 | 50,893,000 | 1.14% | PRN | |
| 14 | JD CAPITAL MANAGEMENT LLC | 25,500,000 | 47,320,000 | 1.06% | PRN | |
| 15 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,000,000 | 46,575,000 | 1.04% | ||
| 16 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 23,977,000 | 44,492,000 | 1.00% | PRN | |
| 17 | LAZARD ASSET MANAGEMENT LLC | 21,026,000 | 39,016,000 | 0.88% | PRN | |
| 18 | ROYAL BANK OF CANADA | 19,970,000 | 37,057,000 | 0.83% | PRN | |
| 19 | MACKAY SHIELDS LLC | 19,645,000 | 36,541,000 | 0.82% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 18,179,000 | 33,733,000 | 0.76% | PRN | |
| 21 | Waterstone Capital Management, L.P. | 15,000,000 | 27,839,000 | 0.62% | PRN | |
| 22 | ADVENT CAPITAL MANAGEMENT /DE/ | 11,920,000 | 22,116,000 | 0.50% | PRN | |
| 23 | JPMORGAN CHASE & CO | 8,393,000 | 15,574,000 | 0.35% | PRN | |
| 24 | SSI INVESTMENT MANAGEMENT LLC | 7,964,000 | 14,777,000 | 0.33% | ||
| 25 | MUFG Securities EMEA plc | 5,517,000 | 10,278,281 | 0.23% | PRN | |
| 26 | Weiss Asset Management LP | 5,000,000 | 9,291,000 | 0.21% | PRN | |
| 27 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,280,000 | 0.21% | PRN | |
| 28 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 5,000,000 | 9,278,000 | 0.21% | PRN | |
| 29 | SEI TRUST CO | 3,999,000 | 7,441,000 | 0.17% | ||
| 30 | WELLS FARGO & COMPANY/MN | 3,679,000 | 6,827,000 | 0.15% | PRN | |
| 31 | AXA S.A. | 2,500,000 | 4,639,000 | 0.10% | PRN | |
| 32 | NOMURA HOLDINGS INC | 2,233,000 | 4,140,000 | 0.09% | PRN | |
| 33 | SCOTIA CAPITAL INC. | 1,443,000 | 2,677,000 | 0.06% | ||
| 34 | LORD, ABBETT & CO. LLC | 1,421,000 | 2,644,000 | 0.06% | PRN | |
| 35 | MANAGED ACCOUNT ADVISORS LLC | 1,017,000 | 1,887,000 | 0.04% | PRN | |
| 36 | Allianz Asset Management GmbH | 1,000,000 | 1,861,000 | 0.04% | PRN | |
| 37 | Nicholas Investment Partners, LP | 990,000 | 1,837,000 | 0.04% | PRN | |
| 38 | MIZUHO SECURITIES USA LLC | 787,000 | 1,461,000 | 0.03% | ||
| 39 | AGF INVESTMENTS INC. | 500,000 | 940,000 | 0.02% | PRN | |
| 40 | GOLDMAN SACHS GROUP INC | 457,000 | 848,000 | 0.02% | PRN | |
| 41 | ACUITY INVESTMENT MANAGEMENT INC | 315,000 | 589,000 | 0.01% | PRN | |
| 42 | REGIONS FINANCIAL CORP | 260,000 | 482,000 | 0.01% | PRN | |
| 43 | Lombard Odier Asset Management (Europe) Ltd | 225,000 | 418,000 | 0.01% | PRN | |
| 44 | SUNTRUST BANKS INC | 225,000 | 417,000 | 0.01% | ||
| 45 | PNC FINANCIAL SERVICES GROUP, INC. | 2,000 | 372,000 | 0.01% | PRN | |
| 46 | Calamos Wealth Management LLC | 113,000 | 211,000 | 0.00% | PRN | |
| 47 | UBS AG | 3,000 | 6,000 | 0.00% | PRN | |
| 48 | BANK OF AMERICA CORP /DE/ | 2,000 | 4,000 | 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.
