| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 3,500,000 | 348,915,008 | 45.53% | ||
| 2 | CITADEL ADVISORS LLC | 41,500,000 | 41,421,000 | 5.41% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 350,000 | 34,738,000 | 4.53% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 33,115,000 | 33,372,000 | 4.35% | PRN | |
| 5 | Polar Asset Management Partners Inc. | 30,000,000 | 30,018,000 | 3.92% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 25,000,000 | 24,922,000 | 3.25% | PRN | |
| 7 | AQR CAPITAL MANAGEMENT LLC | 23,400,000 | 23,444,000 | 3.06% | PRN | |
| 8 | AVIVA PLC | 21,400,000 | 21,468,000 | 2.80% | PRN | |
| 9 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 20,000,000 | 19,863,000 | 2.59% | PRN | |
| 10 | CAMDEN ASSET MANAGEMENT L P /CA | 19,400,000 | 19,339,000 | 2.52% | PRN | |
| 11 | AMERIPRISE FINANCIAL INC | 17,800,000 | 17,745,000 | 2.32% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 5,740,000 | 16,208,000 | 2.11% | PRN | |
| 13 | BlueCrest Capital Management LLP | 5,740,000 | 16,208,000 | 2.11% | PRN | |
| 14 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,608,000 | 13,578,000 | 1.77% | PRN | |
| 15 | LINDEN ADVISORS LP | 13,020,000 | 13,031,000 | 1.70% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 10,966,000 | 1.43% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 8,949,000 | 8,921,000 | 1.16% | ||
| 18 | Jabre Capital Partners S.A. | 8,000,000 | 8,087,000 | 1.06% | PRN | |
| 19 | THRIVENT FINANCIAL FOR LUTHERANS | 7,000,000 | 7,013,000 | 0.92% | ||
| 20 | ROYAL BANK OF CANADA | 6,384,000 | 6,364,000 | 0.83% | PRN | |
| 21 | CREDIT SUISSE AG/ | 6,328,000 | 6,308,000 | 0.82% | PRN | |
| 22 | MORGAN STANLEY | 6,000,000 | 6,004,000 | 0.78% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 5,982,000 | 5,963,000 | 0.78% | PRN | |
| 24 | CREDIT AGRICOLE S A | 4,326,000 | 4,313,000 | 0.56% | PRN | |
| 25 | JPMORGAN CHASE & CO | 4,224,000 | 4,211,000 | 0.55% | PRN | |
| 26 | Calamos Advisors LLC | 3,803,000 | 3,810,000 | 0.50% | PRN | |
| 27 | GLG Partners LP | 3,000,000 | 3,004,000 | 0.39% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 2,988,000 | 2,977,000 | 0.39% | PRN | |
| 29 | Mohican Financial Management, LLC | 2,500,000 | 2,492,000 | 0.33% | ||
| 30 | CSS LLC/IL | 2,020,000 | 2,012,000 | 0.26% | PRN | |
| 31 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,000,000 | 1,998,000 | 0.26% | PRN | |
| 32 | Jefferies Group LLC | 1,666,000 | 1,661,000 | 0.22% | PRN | |
| 33 | Bank of New York Mellon Corp | 1,500,000 | 1,505,000 | 0.20% | ||
| 34 | Sage Capital Management, LLC | 1,000,000 | 997,000 | 0.13% | PRN | |
| 35 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 996,000 | 0.13% | PRN | |
| 36 | Invesco Ltd. | 750,000 | 748,000 | 0.10% | ||
| 37 | Investors Capital Advisory Services | 438,000 | 435,000 | 0.06% | ||
| 38 | IRON Financial LLC | 340,000 | 342,000 | 0.04% | ||
| 39 | MANAGED ACCOUNT ADVISORS LLC | 232,000 | 231,000 | 0.03% | PRN | |
| 40 | D.A. DAVIDSON & CO. | 128,000 | 127,000 | 0.02% | ||
| 41 | GOLDMAN SACHS GROUP INC | 113,000 | 113,000 | 0.01% | PRN | |
| 42 | SEI TRUST CO | 112,000 | 112,000 | 0.01% | ||
| 43 | Calamos Wealth Management LLC | 109,000 | 109,000 | 0.01% | PRN | |
| 44 | Lombard Odier Asset Management (Europe) Ltd | 100,000 | 100,000 | 0.01% | PRN | |
| 45 | BARCLAYS PLC | 100,000 | 99,000 | 0.01% | PRN | |
| 46 | Wellesley Asset Management | 43,005 | 43,383 | 0.01% | PRN | |
| 47 | HighTower Advisors, LLC | 11,000 | 11,000 | 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.
