| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 7,000,000 | 746,340,032 | 78.93% | ||
| 2 | Calamos Advisors LLC | 38,256,000 | 40,876,000 | 4.32% | PRN | |
| 3 | LINDEN ADVISORS LP | 16,128,000 | 17,225,000 | 1.82% | PRN | |
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,000,000 | 11,753,000 | 1.24% | ||
| 5 | CITADEL ADVISORS LLC | 10,000,000 | 10,670,000 | 1.13% | PRN | |
| 6 | Invesco Ltd. | 10,000,000 | 10,663,000 | 1.13% | ||
| 7 | OAKTREE CAPITAL MANAGEMENT LP | 9,436,000 | 10,108,000 | 1.07% | PRN | |
| 8 | AMERIPRISE FINANCIAL INC | 8,930,000 | 9,522,000 | 1.01% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 8,500,000 | 9,063,000 | 0.96% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,356,000 | 8,924,000 | 0.94% | PRN | |
| 11 | Polar Asset Management Partners Inc. | 7,000,000 | 7,464,000 | 0.79% | PRN | |
| 12 | MACKAY SHIELDS LLC | 6,804,000 | 7,272,000 | 0.77% | PRN | |
| 13 | Nicholas Investment Partners, LP | 6,150,000 | 6,557,000 | 0.69% | PRN | |
| 14 | Man Investments (CH) AG | 5,800,000 | 6,264,000 | 0.66% | PRN | |
| 15 | AVIVA PLC | 5,000,000 | 5,335,000 | 0.56% | PRN | |
| 16 | Polar Capital LLP | 4,510,000 | 4,809,000 | 0.51% | PRN | |
| 17 | Ionic Capital Management LLC | 4,500,000 | 4,801,000 | 0.51% | PRN | |
| 18 | JPMORGAN CHASE & CO | 4,405,000 | 4,697,000 | 0.50% | PRN | |
| 19 | Clearbridge Investments, LLC | 3,265,000 | 3,501,000 | 0.37% | PRN | |
| 20 | DAFNA Capital Management LLC | 2,407,000 | 2,675,000 | 0.28% | PRN | |
| 21 | AMUNDI ASSET MANAGEMENT US, INC. | 2,285,000 | 2,436,000 | 0.26% | PRN | |
| 22 | CREDIT AGRICOLE S A | 2,102,000 | 2,241,000 | 0.24% | PRN | |
| 23 | Calamos Wealth Management LLC | 2,043,000 | 2,183,000 | 0.23% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 2,037,000 | 2,171,000 | 0.23% | PRN | |
| 25 | ALTEGRIS ADVISORS, L.L.C. | 2,000,000 | 2,150,000 | 0.23% | ||
| 26 | CREDIT SUISSE AG/ | 1,450,000 | 1,546,000 | 0.16% | PRN | |
| 27 | Cheyne Capital Management (UK) LLP | 1,000,000 | 1,068,000 | 0.11% | PRN | |
| 28 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,068,000 | 0.11% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 793,000 | 845,000 | 0.09% | PRN | |
| 30 | Jefferies Group LLC | 700,000 | 746,000 | 0.08% | PRN | |
| 31 | SUNTRUST BANKS INC | 270,000 | 287,000 | 0.03% | ||
| 32 | Bank of New York Mellon Corp | 250,000 | 268,000 | 0.03% | ||
| 33 | CITIGROUP INC | 84,000 | 90,000 | 0.01% | PRN | |
| 34 | MORGAN STANLEY | 8,000 | 9,000 | 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.
