| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | GUGGENHEIM CAPITAL LLC | 4,340,000 | 471,433,000 | 54.92% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 58,420,000 | 63,256,000 | 7.37% | PRN | |
| 3 | CITADEL ADVISORS LLC | 50,500,000 | 54,352,000 | 6.33% | PRN | |
| 4 | Calamos Advisors LLC | 36,327,000 | 39,332,000 | 4.58% | PRN | |
| 5 | ROYAL BANK OF CANADA | 19,990,000 | 21,689,000 | 2.53% | PRN | |
| 6 | SHENKMAN CAPITAL MANAGEMENT INC | 18,815,000 | 20,203,000 | 2.35% | PRN | |
| 7 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,296,000 | 19,851,000 | 2.31% | PRN | |
| 8 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 18,000,000 | 19,445,000 | 2.27% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 15,376,000 | 16,574,000 | 1.93% | PRN | |
| 10 | Assured Investment Management LLC | 11,500,000 | 12,445,000 | 1.45% | ||
| 11 | CREDIT SUISSE AG/ | 10,875,000 | 11,799,000 | 1.37% | PRN | |
| 12 | JPMORGAN CHASE & CO | 8,903,000 | 9,659,000 | 1.13% | PRN | |
| 13 | ZAZOVE ASSOCIATES LLC | 7,430,000 | 8,001,000 | 0.93% | PRN | |
| 14 | Jabre Capital Partners S.A. | 7,000,000 | 7,621,000 | 0.89% | PRN | |
| 15 | WHITEBOX ADVISORS LLC | 6,700,000 | 7,270,000 | 0.85% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 6,065,000 | 6,538,000 | 0.76% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 5,500,000 | 5,995,000 | 0.70% | ||
| 18 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 5,000,000 | 5,573,000 | 0.65% | PRN | |
| 19 | CAMDEN ASSET MANAGEMENT L P /CA | 5,060,000 | 5,490,000 | 0.64% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 4,447,000 | 4,816,000 | 0.56% | PRN | |
| 21 | TD Securities (USA) LLC | 4,500,000 | 4,790,000 | 0.56% | PRN | |
| 22 | MACKAY SHIELDS LLC | 4,327,000 | 4,716,000 | 0.55% | PRN | |
| 23 | OppenheimerFunds, Inc. | 4,197,000 | 4,575,000 | 0.53% | ||
| 24 | PUTNAM INVESTMENTS LLC | 3,896,000 | 4,227,000 | 0.49% | ||
| 25 | Ferox Capital Management LP | 3,375,000 | 3,688,000 | 0.43% | PRN | |
| 26 | Sage Capital Management, LLC | 3,150,000 | 3,382,000 | 0.39% | PRN | |
| 27 | Invesco Ltd. | 3,000,000 | 3,255,000 | 0.38% | ||
| 28 | CREDIT AGRICOLE S A | 2,642,000 | 2,867,000 | 0.33% | PRN | |
| 29 | CQS Cayman LP | 2,600,000 | 2,838,000 | 0.33% | PRN | |
| 30 | DEUTSCHE BANK AG\ | 2,489,000 | 2,700,000 | 0.31% | PRN | |
| 31 | GLG Partners LP | 2,000,000 | 2,165,000 | 0.25% | PRN | |
| 32 | SSI INVESTMENT MANAGEMENT LLC | 1,748,000 | 1,878,000 | 0.22% | PRN | |
| 33 | Polar Capital LLP | 1,000,000 | 1,078,000 | 0.13% | PRN | |
| 34 | LAFFER TENGLER INVESTMENTS, INC. | 956 | 1,044,356 | 0.12% | ||
| 35 | CITIGROUP INC | 873,000 | 947,000 | 0.11% | PRN | |
| 36 | Bank of New York Mellon Corp | 766,000 | 830,000 | 0.10% | ||
| 37 | CONNING INC. | 700,000 | 754,000 | 0.09% | PRN | |
| 38 | IRON Financial LLC | 355,000 | 388,000 | 0.05% | ||
| 39 | REGIONS FINANCIAL CORP | 195,000 | 212,000 | 0.02% | PRN | |
| 40 | SUNTRUST BANKS INC | 185,000 | 200,000 | 0.02% | ||
| 41 | Calamos Wealth Management LLC | 171,000 | 185,000 | 0.02% | PRN | |
| 42 | MORGAN STANLEY | 169,000 | 181,000 | 0.02% | PRN | |
| 43 | BARCLAYS PLC | 52,000 | 56,000 | 0.01% | PRN | |
| 44 | NOMURA HOLDINGS INC | 51,000 | 55,000 | 0.01% | PRN | |
| 45 | Jefferies Group LLC | 50,000 | 54,000 | 0.01% | PRN | |
| 46 | M&T BANK CORP | 45,000 | 49,000 | 0.01% | PRN | |
| 47 | Waverly Advisors, LLC | 15,000 | 16,000 | 0.00% | PRN | |
| 48 | THOMPSON DAVIS & CO., INC. | 4,000 | 4,000 | 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.
