| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 30,500,000 | 31,048,000 | 8.51% | PRN | |
| 2 | Polar Asset Management Partners Inc. | 25,000,000 | 25,482,000 | 6.99% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 24,480,000 | 25,167,000 | 6.90% | PRN | |
| 4 | AQR CAPITAL MANAGEMENT LLC | 24,500,000 | 24,975,000 | 6.85% | PRN | |
| 5 | AVIVA PLC | 23,900,000 | 24,352,000 | 6.68% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 22,000,000 | 22,414,000 | 6.14% | PRN | |
| 7 | CAMDEN ASSET MANAGEMENT L P /CA | 18,675,000 | 18,943,000 | 5.19% | PRN | |
| 8 | BlueCrest Capital Management LLP | 17,700,000 | 18,062,000 | 4.95% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 16,500,000 | 16,737,000 | 4.59% | PRN | |
| 10 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 15,000,000 | 15,236,000 | 4.18% | PRN | |
| 11 | AMERIPRISE FINANCIAL INC | 14,000,000 | 14,201,000 | 3.89% | PRN | |
| 12 | LINDEN ADVISORS LP | 13,250,000 | 13,521,000 | 3.71% | PRN | |
| 13 | Ionic Capital Management LLC | 10,000,000 | 10,198,000 | 2.80% | PRN | |
| 14 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 10,195,000 | 2.79% | PRN | |
| 15 | PUTNAM INVESTMENTS LLC | 8,933,000 | 9,062,000 | 2.48% | ||
| 16 | Jefferies Group LLC | 8,753,000 | 8,878,000 | 2.43% | PRN | |
| 17 | Jabre Capital Partners S.A. | 8,000,000 | 8,157,000 | 2.24% | PRN | |
| 18 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 8,115,000 | 2.22% | ||
| 19 | ROYAL BANK OF CANADA | 8,000,000 | 8,115,000 | 2.22% | PRN | |
| 20 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,500,000 | 5,610,000 | 1.54% | PRN | |
| 21 | CREDIT AGRICOLE S A | 5,525,000 | 5,604,000 | 1.54% | PRN | |
| 22 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,500,000 | 5,586,000 | 1.53% | PRN | |
| 23 | CREDIT SUISSE AG/ | 4,209,000 | 4,270,000 | 1.17% | PRN | |
| 24 | SYMPHONY ASSET MANAGEMENT LLC | 4,000,000 | 4,058,000 | 1.11% | PRN | |
| 25 | Calamos Advisors LLC | 3,729,000 | 3,801,000 | 1.04% | PRN | |
| 26 | THRIVENT FINANCIAL FOR LUTHERANS | 3,000,000 | 3,060,000 | 0.84% | ||
| 27 | CSS LLC/IL | 3,000,000 | 3,060,000 | 0.84% | PRN | |
| 28 | GLG Partners LP | 3,000,000 | 3,056,000 | 0.84% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 2,500,000 | 2,550,000 | 0.70% | PRN | |
| 30 | Mohican Financial Management, LLC | 2,500,000 | 2,547,000 | 0.70% | ||
| 31 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,000,000 | 2,035,000 | 0.56% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 1,067,000 | 1,082,000 | 0.30% | PRN | |
| 33 | Daiwa Securities Group Inc. | 1,000,000 | 1,020,000 | 0.28% | PRN | |
| 34 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,019,000 | 0.28% | PRN | |
| 35 | Amida Capital Management II, LLC | 1,000,000 | 1,014,000 | 0.28% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 602,000 | 610,000 | 0.17% | PRN | |
| 37 | Investors Capital Advisory Services | 568,000 | 576,000 | 0.16% | ||
| 38 | JPMORGAN CHASE & CO | 500,000 | 507,000 | 0.14% | PRN | |
| 39 | IRON Financial LLC | 235,000 | 239,000 | 0.07% | ||
| 40 | MANAGED ACCOUNT ADVISORS LLC | 227,000 | 230,000 | 0.06% | PRN | |
| 41 | Calamos Wealth Management LLC | 109,000 | 111,000 | 0.03% | PRN | |
| 42 | D.A. DAVIDSON & CO. | 98,000 | 99,000 | 0.03% | ||
| 43 | BANK OF AMERICA CORP /DE/ | 79,000 | 80,000 | 0.02% | PRN | |
| 44 | Wellesley Asset Management | 33,489 | 34,138 | 0.01% | PRN | |
| 45 | CITIGROUP INC | 28,000 | 28,000 | 0.01% | PRN | |
| 46 | Commonwealth Equity Services, Inc | 15,000 | 15,000 | 0.00% | ||
| 47 | Private Advisor Group, LLC | 10,000 | 10,000 | 0.00% | PRN | |
| 48 | Creative Planning | 6,000 | 6,000 | 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.
