| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 10,000,000 | 977,600,000 | 50.70% | ||
| 2 | BNP PARIBAS FINANCIAL MARKETS | 3,230,000 | 314,731,200 | 16.32% | ||
| 3 | AVIVA PLC | 70,000,000 | 69,650,000 | 3.61% | PRN | |
| 4 | CITADEL ADVISORS LLC | 70,000,000 | 68,296,000 | 3.54% | PRN | |
| 5 | BNP Paribas Asset Management Holding S.A. | 53,000,000 | 51,673,000 | 2.68% | PRN | |
| 6 | DSAM Partners (London) Ltd | 40,000 | 39,104,000 | 2.03% | ||
| 7 | JPMORGAN CHASE & CO | 38,611,000 | 37,622,000 | 1.95% | PRN | |
| 8 | Calamos Advisors LLC | 29,465,000 | 28,749,000 | 1.49% | PRN | |
| 9 | Lombard Odier Asset Management (Europe) Ltd | 28,000,000 | 27,191,000 | 1.41% | PRN | |
| 10 | Castle Creek Arbitrage, LLC | 24,500,000 | 23,905,000 | 1.24% | PRN | |
| 11 | Invesco Ltd. | 24,300,000 | 23,677,000 | 1.23% | ||
| 12 | Kamunting Street Capital Management, L.P. | 23,000,000 | 22,411,000 | 1.16% | PRN | |
| 13 | ROYAL BANK OF CANADA | 22,725,000 | 22,143,000 | 1.15% | PRN | |
| 14 | GLG Partners LP | 17,430,000 | 16,983,000 | 0.88% | PRN | |
| 15 | CQS Cayman LP | 17,300,000 | 16,894,000 | 0.88% | PRN | |
| 16 | D. E. Shaw & Co., Inc. | 15,000,000 | 14,622,000 | 0.76% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,000,000 | 14,616,000 | 0.76% | PRN | |
| 18 | CAPSTONE INVESTMENT ADVISORS, LLC | 13,000,000 | 12,684,000 | 0.66% | PRN | |
| 19 | Ferox Capital Management LP | 12,150,000 | 11,963,000 | 0.62% | PRN | |
| 20 | AMERIPRISE FINANCIAL INC | 11,860,000 | 11,556,000 | 0.60% | PRN | |
| 21 | CREDIT SUISSE AG/ | 10,450,000 | 10,182,000 | 0.53% | PRN | |
| 22 | CANYON CAPITAL ADVISORS LLC | 10,000,000 | 9,744,000 | 0.51% | PRN | |
| 23 | CSS LLC/IL | 10,000,000 | 9,742,000 | 0.51% | PRN | |
| 24 | Pine River Capital Management L.P. | 9,728,000 | 9,475,000 | 0.49% | PRN | |
| 25 | STEELHEAD PARTNERS LLC | 9,000,000 | 8,764,000 | 0.45% | PRN | |
| 26 | MORGAN STANLEY | 8,935,000 | 8,694,000 | 0.45% | PRN | |
| 27 | LORD, ABBETT & CO. LLC | 7,790,000 | 7,629,000 | 0.40% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 7,259,000 | 7,073,000 | 0.37% | PRN | |
| 29 | ADVENT CAPITAL MANAGEMENT /DE/ | 5,600,000 | 5,460,000 | 0.28% | PRN | |
| 30 | GUGGENHEIM CAPITAL LLC | 5,500 | 5,387,000 | 0.28% | PRN | |
| 31 | BARCLAYS PLC | 5,013,000 | 4,863,000 | 0.25% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 3,350,000 | 3,264,000 | 0.17% | PRN | |
| 33 | UBS AG | 3,107,000 | 3,027,000 | 0.16% | PRN | |
| 34 | MUFG Securities EMEA plc | 3,000,000 | 2,927,160 | 0.15% | PRN | |
| 35 | WELLS FARGO & COMPANY/MN | 2,965,000 | 2,876,000 | 0.15% | PRN | |
| 36 | ARISTEIA CAPITAL, L.L.C. | 2,500,000 | 2,442,000 | 0.13% | PRN | |
| 37 | TENOR CAPITAL MANAGEMENT Co., L.P. | 2,500,000 | 2,440,000 | 0.13% | PRN | |
| 38 | Cheyne Capital Management (UK) LLP | 2,500,000 | 2,439,000 | 0.13% | PRN | |
| 39 | GOLDMAN SACHS GROUP INC | 2,381,000 | 2,320,000 | 0.12% | PRN | |
| 40 | DEUTSCHE BANK AG\ | 2,178,000 | 2,122,000 | 0.11% | PRN | |
| 41 | NOMURA HOLDINGS INC | 17,001 | 1,653,000 | 0.09% | Put | |
| 42 | NOMURA HOLDINGS INC | 17,000 | 1,653,000 | 0.09% | Call | |
| 43 | CREDIT AGRICOLE S A | 1,582,000 | 1,542,000 | 0.08% | PRN | |
| 44 | Investors Capital Advisory Services | 1,159,000 | 1,128,000 | 0.06% | ||
| 45 | Allianz Asset Management GmbH | 1,000,000 | 979,000 | 0.05% | PRN | |
| 46 | Del Mar Asset Management, LP | 1,000,000 | 977,000 | 0.05% | ||
| 47 | Compagnie Lombard Odier SCmA | 950,000 | 927,000 | 0.05% | PRN | |
| 48 | NOMURA HOLDINGS INC | 898,000 | 873,000 | 0.05% | PRN | |
| 49 | Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. | 700,000 | 681,000 | 0.04% | PRN | |
| 50 | Bank of New York Mellon Corp | 200,000 | 196,000 | 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.
