| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 21,348,000 | 7,188,938,752 | 86.40% | ||
| 2 | Hudson Bay Capital Management LP | 69,197,000 | 233,403,000 | 2.81% | PRN | |
| 3 | ARISTEIA CAPITAL, L.L.C. | 37,859,000 | 127,771,000 | 1.54% | PRN | |
| 4 | D. E. Shaw & Co., Inc. | 31,000,000 | 104,605,000 | 1.26% | PRN | |
| 5 | Castle Creek Arbitrage, LLC | 26,615,000 | 89,770,000 | 1.08% | PRN | |
| 6 | AQR CAPITAL MANAGEMENT LLC | 25,854,000 | 87,193,000 | 1.05% | PRN | |
| 7 | FMR LLC | 23,000,000 | 77,453,000 | 0.93% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 21,000,000 | 70,862,000 | 0.85% | PRN | |
| 9 | ARROWGRASS CAPITAL PARTNERS (US) LP | 20,000 | 66,019,000 | 0.79% | PRN | |
| 10 | BlueCrest Capital Management LLP | 19,490,000 | 65,850,000 | 0.79% | PRN | |
| 11 | CAPSTONE INVESTMENT ADVISORS, LLC | 16,500,000 | 55,662,000 | 0.67% | PRN | |
| 12 | GEODE CAPITAL MANAGEMENT, LLC | 12,500,000 | 42,093,000 | 0.51% | PRN | |
| 13 | CITIGROUP INC | 8,513,000 | 28,668,000 | 0.34% | PRN | |
| 14 | Invesco Ltd. | 6,000,000 | 20,205,000 | 0.24% | ||
| 15 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 16,896,000 | 0.20% | PRN | |
| 16 | LOOMIS SAYLES & CO L P | 232,418 | 7,658,000 | 0.09% | ||
| 17 | CSS LLC/IL | 2,100,000 | 7,092,000 | 0.09% | PRN | |
| 18 | CQS Cayman LP | 2,000,000 | 6,695,000 | 0.08% | PRN | |
| 19 | ROYAL BANK OF CANADA | 1,500,000 | 5,051,000 | 0.06% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 1,400,000 | 4,725,000 | 0.06% | ||
| 21 | DEUTSCHE BANK AG\ | 1,275,000 | 4,293,000 | 0.05% | PRN | |
| 22 | GOLDMAN SACHS GROUP INC | 1,239,000 | 4,172,000 | 0.05% | PRN | |
| 23 | Man Investments (CH) AG | 500,000 | 1,688,000 | 0.02% | PRN | |
| 24 | BARCLAYS PLC | 300,000 | 1,008,000 | 0.01% | PRN | |
| 25 | WELLINGTON MANAGEMENT GROUP LLP | 250,000 | 842,000 | 0.01% | PRN | |
| 26 | STATE OF WISCONSIN INVESTMENT BOARD | 240,000 | 808,000 | 0.01% | ||
| 27 | JPMORGAN CHASE & CO | 240,000 | 808,000 | 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.
