| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 22,104,000 | 7,739,052,544 | 87.43% | ||
| 2 | Hudson Bay Capital Management LP | 69,197,000 | 242,321,000 | 2.74% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 31,615,000 | 110,649,000 | 1.25% | PRN | |
| 4 | D. E. Shaw & Co., Inc. | 31,000,000 | 108,448,000 | 1.23% | PRN | |
| 5 | FMR LLC | 23,000,000 | 80,529,000 | 0.91% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 70,025,000 | 0.79% | PRN | |
| 7 | HBK INVESTMENTS L P | 20,000,000 | 69,988,000 | 0.79% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,000,000 | 69,983,000 | 0.79% | ||
| 9 | ARROWGRASS CAPITAL PARTNERS (US) LP | 20,000 | 68,644,000 | 0.78% | PRN | |
| 10 | AQR CAPITAL MANAGEMENT LLC | 15,700,000 | 55,048,000 | 0.62% | PRN | |
| 11 | BlueCrest Capital Management LLP | 8,915,000 | 38,279,000 | 0.43% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 8,915,000 | 38,279,000 | 0.43% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 8,000,000 | 28,090,000 | 0.32% | PRN | |
| 14 | ARISTEIA CAPITAL, L.L.C. | 7,859,000 | 27,562,000 | 0.31% | PRN | |
| 15 | Invesco Ltd. | 6,000,000 | 21,008,000 | 0.24% | ||
| 16 | WELLS FARGO & COMPANY/MN | 5,000,000 | 17,530,000 | 0.20% | PRN | |
| 17 | WOLVERINE ASSET MANAGEMENT LLC | 5,000,000 | 17,494,000 | 0.20% | PRN | |
| 18 | CITIGROUP INC | 2,565,000 | 8,981,000 | 0.10% | PRN | |
| 19 | CSS LLC/IL | 2,100,000 | 7,355,000 | 0.08% | PRN | |
| 20 | CQS Cayman LP | 2,000,000 | 7,032,000 | 0.08% | PRN | |
| 21 | LOOMIS SAYLES & CO L P | 198,858 | 6,813,000 | 0.08% | ||
| 22 | DEUTSCHE BANK AG\ | 1,900,000 | 6,652,000 | 0.08% | PRN | |
| 23 | ROYAL BANK OF CANADA | 1,500,000 | 5,252,000 | 0.06% | PRN | |
| 24 | WELLINGTON MANAGEMENT GROUP LLP | 750,000 | 2,626,000 | 0.03% | PRN | |
| 25 | Man Investments (CH) AG | 500,000 | 1,756,000 | 0.02% | PRN | |
| 26 | THRIVENT FINANCIAL FOR LUTHERANS | 400,000 | 1,402,000 | 0.02% | ||
| 27 | JPMORGAN CHASE & CO | 262,000 | 918,000 | 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.
