| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 6,650,000 | 765,548,032 | 65.97% | ||
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 42,977,000 | 49,531,000 | 4.27% | PRN | |
| 3 | JPMORGAN CHASE & CO | 389,000 | 44,784,000 | 3.86% | ||
| 4 | GLG Partners LP | 30,000,000 | 34,692,000 | 2.99% | PRN | |
| 5 | ARISTEIA CAPITAL, L.L.C. | 25,000,000 | 28,894,000 | 2.49% | PRN | |
| 6 | Hudson Bay Capital Management LP | 24,500,000 | 28,267,000 | 2.44% | PRN | |
| 7 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 23,100,000 | 26,590,000 | 2.29% | PRN | |
| 8 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 22,680,000 | 26,193,000 | 2.26% | PRN | |
| 9 | GOLDMAN SACHS GROUP INC | 17,053,000 | 19,632,000 | 1.69% | PRN | |
| 10 | ARROWGRASS CAPITAL PARTNERS (US) LP | 15,000 | 16,638,000 | 1.43% | PRN | |
| 11 | PEAK6 Group LLC | 12,500,000 | 14,422,000 | 1.24% | ||
| 12 | DEUTSCHE BANK AG\ | 10,786,000 | 12,417,000 | 1.07% | PRN | |
| 13 | CREDIT SUISSE AG/ | 10,600,000 | 12,203,000 | 1.05% | PRN | |
| 14 | INCOME RESEARCH & MANAGEMENT | 9,890,000 | 11,386,000 | 0.98% | PRN | |
| 15 | LORD, ABBETT & CO. LLC | 9,618,000 | 11,097,000 | 0.96% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 6,467,000 | 7,461,000 | 0.64% | PRN | |
| 17 | CREDIT AGRICOLE S A | 5,151,000 | 5,930,000 | 0.51% | PRN | |
| 18 | MUFG Securities EMEA plc | 5,000,000 | 5,782,050 | 0.50% | PRN | |
| 19 | Calamos Advisors LLC | 5,000,000 | 5,782,000 | 0.50% | PRN | |
| 20 | Jefferies Group LLC | 4,500,000 | 5,180,000 | 0.45% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 3,691,000 | 4,249,000 | 0.37% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 2,941,000 | 3,388,000 | 0.29% | PRN | |
| 23 | CAMDEN ASSET MANAGEMENT L P /CA | 2,550,000 | 2,936,000 | 0.25% | PRN | |
| 24 | Ferox Capital Management LP | 2,500,000 | 2,929,000 | 0.25% | PRN | |
| 25 | Paloma Partners Management Co | 2,500,000 | 2,882,000 | 0.25% | PRN | |
| 26 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 2,500,000 | 2,878,000 | 0.25% | PRN | |
| 27 | LAFFER TENGLER INVESTMENTS, INC. | 2,116 | 2,464,473 | 0.21% | ||
| 28 | CONNING INC. | 1,700,000 | 1,954,000 | 0.17% | PRN | |
| 29 | Bank of New York Mellon Corp | 1,500,000 | 1,734,000 | 0.15% | ||
| 30 | NOMURA HOLDINGS INC | 1,000,000 | 1,151,000 | 0.10% | PRN | |
| 31 | CITIGROUP INC | 437,000 | 503,000 | 0.04% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 300,000 | 344,000 | 0.03% | PRN | |
| 33 | WELLINGTON MANAGEMENT GROUP LLP | 245,000 | 282,000 | 0.02% | PRN | |
| 34 | ZAZOVE ASSOCIATES LLC | 200,000 | 230,000 | 0.02% | PRN | |
| 35 | Lombard Odier Asset Management (Europe) Ltd | 100,000 | 116,000 | 0.01% | PRN | |
| 36 | MORGAN STANLEY | 24,000 | 28,000 | 0.00% | PRN | |
| 37 | Waverly Advisors, LLC | 15,000 | 17,000 | 0.00% | PRN | |
| 38 | THOMPSON DAVIS & CO., INC. | 6,000 | 7,000 | 0.00% | ||
| 39 | VICTORY CAPITAL MANAGEMENT INC | 4,000 | 5,000 | 0.00% | ||
| 40 | UBS AG | 1,000 | 1,000 | 0.00% | PRN | |
| 41 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% |
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.
