| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 3,943,000 | 520,002,848 | 55.63% | ||
| 2 | CITADEL ADVISORS LLC | 78,152,000 | 103,324,000 | 11.05% | PRN | |
| 3 | DEUTSCHE BANK AG\ | 23,980,000 | 31,623,000 | 3.38% | PRN | |
| 4 | CSS LLC/IL | 23,315,000 | 30,884,000 | 3.30% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 22,700,000 | 30,065,000 | 3.22% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 15,000,000 | 19,884,000 | 2.13% | ||
| 7 | BTG Pactual Global Asset Management Ltd | 7,000 | 18,370,000 | 1.97% | PRN | |
| 8 | WOLVERINE ASSET MANAGEMENT LLC | 11,785,000 | 15,542,000 | 1.66% | PRN | |
| 9 | AMUNDI ASSET MANAGEMENT US, INC. | 11,727,000 | 15,465,000 | 1.65% | PRN | |
| 10 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 13,210,000 | 1.41% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 9,908,000 | 13,066,000 | 1.40% | PRN | |
| 12 | ANGELO GORDON & CO., L.P. | 9,690,000 | 12,779,000 | 1.37% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,172,000 | 10,826,000 | 1.16% | PRN | |
| 14 | Assured Investment Management LLC | 7,500,000 | 9,923,000 | 1.06% | ||
| 15 | CITIGROUP INC | 6,705,000 | 8,842,000 | 0.95% | PRN | |
| 16 | GLAZER CAPITAL, LLC | 6,500,000 | 8,614,000 | 0.92% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 6,252,000 | 8,245,000 | 0.88% | ||
| 18 | JPMORGAN CHASE & CO | 6,069,000 | 8,003,000 | 0.86% | PRN | |
| 19 | BARCLAYS PLC | 57,000 | 7,467,000 | 0.80% | ||
| 20 | AMERIPRISE FINANCIAL INC | 4,600,000 | 6,067,000 | 0.65% | PRN | |
| 21 | Jefferies Group LLC | 3,587,000 | 4,730,000 | 0.51% | PRN | |
| 22 | Hudson Bay Capital Management LP | 3,000,000 | 3,960,000 | 0.42% | PRN | |
| 23 | Visium Asset Management, LP | 3,000,000 | 3,956,000 | 0.42% | PRN | |
| 24 | Invesco Ltd. | 2,900,000 | 3,824,000 | 0.41% | ||
| 25 | Polar Asset Management Partners Inc. | 2,500,000 | 3,300,000 | 0.35% | PRN | |
| 26 | BASSO CAPITAL MANAGEMENT, L.P. | 2,500,000 | 3,297,000 | 0.35% | PRN | |
| 27 | Bank of New York Mellon Corp | 2,000,000 | 2,650,000 | 0.28% | ||
| 28 | Pinnacle Holdings, LLC | 1,915,000 | 2,541,741 | 0.27% | PRN | |
| 29 | Castle Creek Arbitrage, LLC | 1,900,000 | 2,513,000 | 0.27% | PRN | |
| 30 | Man Investments (CH) AG | 1,900,000 | 2,503,000 | 0.27% | PRN | |
| 31 | MASON STREET ADVISORS, LLC | 1,500,000 | 2,010,000 | 0.22% | PRN | |
| 32 | Rhenman & Partners Asset Management AB | 44,953 | 1,342,000 | 0.14% | ||
| 33 | WELLS FARGO & COMPANY/MN | 1,001,000 | 1,323,000 | 0.14% | PRN | |
| 34 | PROSPECTOR PARTNERS LLC | 1,000,000 | 1,318,000 | 0.14% | PRN | |
| 35 | TD Securities (USA) LLC | 1,000,000 | 1,311,000 | 0.14% | PRN | |
| 36 | MIZUHO SECURITIES USA LLC | 900,000 | 1,191,000 | 0.13% | ||
| 37 | Mariner, LLC | 260,000 | 345,000 | 0.04% | PRN | |
| 38 | MANAGED ACCOUNT ADVISORS LLC | 243,000 | 320,000 | 0.03% | PRN | |
| 39 | CREDIT SUISSE AG/ | 100,000 | 132,000 | 0.01% | PRN | |
| 40 | GOLDMAN SACHS GROUP INC | 13,000 | 17,000 | 0.00% | PRN | |
| 41 | MORGAN STANLEY | 7,000 | 9,000 | 0.00% | PRN | |
| 42 | Stifel Trust Company, N.A. | 4,000 | 5,000 | 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.
