| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 8,000,000 | 959,520,000 | 69.54% | ||
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 54,847,000 | 65,800,000 | 4.77% | PRN | |
| 3 | JPMORGAN CHASE & CO | 389,000 | 46,656,000 | 3.38% | ||
| 4 | Lombard Odier Asset Management (Europe) Ltd | 34,400,000 | 41,217,000 | 2.99% | PRN | |
| 5 | GLG Partners LP | 30,000,000 | 36,000,000 | 2.61% | PRN | |
| 6 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 25,180,000 | 30,157,000 | 2.19% | PRN | |
| 7 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 21,500,000 | 25,746,000 | 1.87% | PRN | |
| 8 | GAM Holding AG | 20,236,000 | 24,360,000 | 1.77% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,000,000 | 23,988,000 | 1.74% | PRN | |
| 10 | GOLDMAN SACHS GROUP INC | 13,851,000 | 16,613,000 | 1.20% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 11,325,000 | 13,582,000 | 0.98% | PRN | |
| 12 | CREDIT SUISSE AG/ | 10,716,000 | 12,852,000 | 0.93% | PRN | |
| 13 | INCOME RESEARCH & MANAGEMENT | 10,575,000 | 12,683,000 | 0.92% | PRN | |
| 14 | LORD, ABBETT & CO. LLC | 9,782,000 | 11,757,000 | 0.85% | PRN | |
| 15 | MUFG Securities EMEA plc | 6,900,000 | 8,279,724 | 0.60% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 6,467,000 | 7,773,000 | 0.56% | PRN | |
| 17 | CREDIT AGRICOLE S A | 5,151,000 | 6,178,000 | 0.45% | PRN | |
| 18 | PEAK6 Group LLC | 50,000 | 6,009,000 | 0.44% | PRN | |
| 19 | BASSO CAPITAL MANAGEMENT, L.P. | 3,000,000 | 3,594,000 | 0.26% | PRN | |
| 20 | SSI INVESTMENT MANAGEMENT LLC | 2,983,000 | 3,580,000 | 0.26% | PRN | |
| 21 | CITIGROUP INC | 2,705,000 | 3,244,000 | 0.24% | PRN | |
| 22 | Sage Capital Management, LLC | 2,500,000 | 2,999,000 | 0.22% | PRN | |
| 23 | Assured Investment Management LLC | 2,500,000 | 2,994,000 | 0.22% | PRN | |
| 24 | LAFFER TENGLER INVESTMENTS, INC. | 2,174,000 | 2,617,919 | 0.19% | ||
| 25 | CONNING INC. | 1,700,000 | 2,037,000 | 0.15% | PRN | |
| 26 | CSS LLC/IL | 1,700,000 | 2,036,000 | 0.15% | PRN | |
| 27 | Bank of New York Mellon Corp | 1,500,000 | 1,804,000 | 0.13% | ||
| 28 | Compagnie Lombard Odier SCmA | 1,200,000 | 1,446,000 | 0.10% | PRN | |
| 29 | THRIVENT FINANCIAL FOR LUTHERANS | 1,000,000 | 1,202,000 | 0.09% | ||
| 30 | MACQUARIE GROUP LTD | 695,000 | 834,000 | 0.06% | PRN | |
| 31 | CAMDEN ASSET MANAGEMENT L P /CA | 600,000 | 720,000 | 0.05% | PRN | |
| 32 | WELLINGTON MANAGEMENT GROUP LLP | 480,000 | 576,000 | 0.04% | PRN | |
| 33 | COMMONWEALTH BANK OF AUSTRALIA | 300,000 | 361,000 | 0.03% | PRN | |
| 34 | Lombard Odier Asset Management (Switzerland) SA | 300,000 | 361,000 | 0.03% | PRN | |
| 35 | Jefferies Group LLC | 100,000 | 120,000 | 0.01% | PRN | |
| 36 | BANK OF AMERICA CORP /DE/ | 67,000 | 80,000 | 0.01% | PRN | |
| 37 | WELLS FARGO & COMPANY/MN | 62,000 | 74,000 | 0.01% | PRN | |
| 38 | MORGAN STANLEY | 21,000 | 25,000 | 0.00% | PRN | |
| 39 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% | ||
| 40 | UBS AG | 1,000 | 1,000 | 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.
