| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 59,400,000 | 65,613,000 | 16.67% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 54,309,000 | 60,352,000 | 15.33% | PRN | |
| 3 | Polar Asset Management Partners Inc. | 35,000,000 | 38,636,000 | 9.81% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 27,950,000 | 30,780,000 | 7.82% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 22,500,000 | 24,778,000 | 6.29% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 20,000,000 | 22,025,000 | 5.59% | PRN | |
| 7 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 20,000,000 | 22,004,000 | 5.59% | PRN | |
| 8 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,114,000 | 3.08% | PRN | |
| 9 | MORGAN STANLEY | 10,926,000 | 12,011,000 | 3.05% | PRN | |
| 10 | PUTNAM INVESTMENTS LLC | 9,905,000 | 10,908,000 | 2.77% | ||
| 11 | Jabre Capital Partners S.A. | 8,000,000 | 8,815,000 | 2.24% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 7,108,000 | 7,847,000 | 1.99% | PRN | |
| 13 | CREDIT SUISSE AG/ | 6,539,000 | 7,201,000 | 1.83% | PRN | |
| 14 | CSS LLC/IL | 5,551,000 | 6,114,000 | 1.55% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 5,500,000 | 6,053,000 | 1.54% | PRN | |
| 16 | JPMORGAN CHASE & CO | 5,259,000 | 5,791,000 | 1.47% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 5,000,000 | 5,531,000 | 1.40% | ||
| 18 | SG Americas Securities, LLC | 40,000 | 4,425,000 | 1.12% | PRN | |
| 19 | Calamos Advisors LLC | 3,616,000 | 4,000,000 | 1.02% | PRN | |
| 20 | IRON Financial LLC | 360,000 | 3,965,000 | 1.01% | ||
| 21 | BNP PARIBAS FINANCIAL MARKETS | 3,500,000 | 3,854,375 | 0.98% | PRN | |
| 22 | Jefferies Group LLC | 3,157,000 | 3,476,000 | 0.88% | PRN | |
| 23 | GLG Partners LP | 3,000,000 | 3,308,000 | 0.84% | PRN | |
| 24 | BlueCrest Capital Management Ltd | 2,948,000 | 3,250,000 | 0.83% | PRN | |
| 25 | Mohican Financial Management, LLC | 2,750,000 | 3,028,000 | 0.77% | ||
| 26 | SHENKMAN CAPITAL MANAGEMENT INC | 2,700,000 | 2,982,000 | 0.76% | PRN | |
| 27 | SSI INVESTMENT MANAGEMENT LLC | 2,231,000 | 2,452,000 | 0.62% | ||
| 28 | CREDIT AGRICOLE S A | 2,090,000 | 2,264,000 | 0.58% | PRN | |
| 29 | DEUTSCHE BANK AG\ | 1,688,000 | 1,858,000 | 0.47% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 1,541,000 | 1,697,000 | 0.43% | PRN | |
| 31 | Bank of New York Mellon Corp | 1,500,000 | 1,648,000 | 0.42% | ||
| 32 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,104,000 | 0.28% | PRN | |
| 33 | Cutler Capital Management, LLC | 850,000 | 936,000 | 0.24% | PRN | |
| 34 | Invesco Ltd. | 750,000 | 826,000 | 0.21% | ||
| 35 | GOLDMAN SACHS GROUP INC | 445,000 | 490,000 | 0.12% | PRN | |
| 36 | Investors Capital Advisory Services | 402,000 | 442,000 | 0.11% | ||
| 37 | MANAGED ACCOUNT ADVISORS LLC | 334,000 | 368,000 | 0.09% | PRN | |
| 38 | NOMURA HOLDINGS INC | 181,000 | 199,000 | 0.05% | PRN | |
| 39 | D.A. DAVIDSON & CO. | 128,000 | 140,000 | 0.04% | ||
| 40 | SEI INVESTMENTS CO | 112,000 | 123,000 | 0.03% | ||
| 41 | BARCLAYS PLC | 100,000 | 110,000 | 0.03% | PRN | |
| 42 | Creative Planning | 50,000 | 55,000 | 0.01% | PRN | |
| 43 | Wellesley Asset Management | 43,654 | 48,337 | 0.01% | PRN | |
| 44 | WELLS FARGO & COMPANY/MN | 27,000 | 30,000 | 0.01% | PRN | |
| 45 | HighTower Advisors, LLC | 19,000 | 21,000 | 0.01% | PRN | |
| 46 | CITIGROUP INC | 16,000 | 18,000 | 0.00% | PRN | |
| 47 | Private Advisor Group, LLC | 10,000 | 11,000 | 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.
