| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 64,800,000 | 74,827,000 | 18.15% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 60,809,000 | 70,382,000 | 17.07% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 26,750,000 | 30,796,000 | 7.47% | PRN | |
| 4 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 25,000,000 | 28,755,000 | 6.98% | PRN | |
| 5 | Polar Asset Management Partners Inc. | 20,000,000 | 23,087,000 | 5.60% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 20,000,000 | 23,025,000 | 5.59% | PRN | |
| 7 | SHENKMAN CAPITAL MANAGEMENT INC | 11,221,000 | 12,960,000 | 3.14% | PRN | |
| 8 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,664,000 | 3.07% | PRN | |
| 9 | MORGAN STANLEY | 10,926,000 | 12,566,000 | 3.05% | PRN | |
| 10 | PUTNAM INVESTMENTS LLC | 9,575,000 | 11,023,000 | 2.67% | ||
| 11 | BNP PARIBAS FINANCIAL MARKETS | 9,000,000 | 10,361,249 | 2.51% | PRN | |
| 12 | Jabre Capital Partners S.A. | 8,000,000 | 9,320,000 | 2.26% | PRN | |
| 13 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 8,000,000 | 9,210,000 | 2.23% | PRN | |
| 14 | Nicholas Investment Partners, LP | 7,710,000 | 8,876,000 | 2.15% | PRN | |
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 6,930,000 | 8,000,000 | 1.94% | PRN | |
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 6,900,000 | 7,944,000 | 1.93% | PRN | |
| 17 | CREDIT SUISSE AG/ | 6,552,000 | 7,543,000 | 1.83% | PRN | |
| 18 | JPMORGAN CHASE & CO | 6,098,000 | 7,020,000 | 1.70% | PRN | |
| 19 | Jefferies Group LLC | 5,033,000 | 5,794,000 | 1.41% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 4,100,000 | 4,741,000 | 1.15% | ||
| 21 | BlueCrest Capital Management Ltd | 61,469 | 4,037,000 | 0.98% | PRN | |
| 22 | Calamos Advisors LLC | 3,425,000 | 3,960,000 | 0.96% | PRN | |
| 23 | BARCLAYS PLC | 3,324,000 | 3,823,000 | 0.93% | PRN | |
| 24 | CSS LLC/IL | 2,551,000 | 2,945,000 | 0.71% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 2,245,000 | 2,571,000 | 0.62% | PRN | |
| 26 | ALTEGRIS ADVISORS, L.L.C. | 2,000,000 | 2,303,000 | 0.56% | ||
| 27 | Mohican Financial Management, LLC | 2,000,000 | 2,303,000 | 0.56% | ||
| 28 | DEUTSCHE BANK AG\ | 1,544,000 | 1,776,000 | 0.43% | PRN | |
| 29 | Bank of New York Mellon Corp | 1,500,000 | 1,730,000 | 0.42% | ||
| 30 | Sage Capital Management, LLC | 1,500,000 | 1,727,000 | 0.42% | PRN | |
| 31 | CREDIT AGRICOLE S A | 1,500,000 | 1,727,000 | 0.42% | PRN | |
| 32 | Cutler Capital Management, LLC | 795,000 | 915,000 | 0.22% | PRN | |
| 33 | Invesco Ltd. | 750,000 | 863,000 | 0.21% | ||
| 34 | WELLS FARGO & COMPANY/MN | 547,000 | 629,000 | 0.15% | PRN | |
| 35 | Investors Capital Advisory Services | 429,000 | 493,000 | 0.12% | ||
| 36 | IRON Financial LLC | 360,000 | 418,000 | 0.10% | ||
| 37 | MANAGED ACCOUNT ADVISORS LLC | 327,000 | 376,000 | 0.09% | PRN | |
| 38 | D.A. DAVIDSON & CO. | 128,000 | 147,000 | 0.04% | ||
| 39 | SEI INVESTMENTS CO | 112,000 | 129,000 | 0.03% | ||
| 40 | Calamos Wealth Management LLC | 101,000 | 117,000 | 0.03% | PRN | |
| 41 | Lombard Odier Asset Management (Europe) Ltd | 100,000 | 116,000 | 0.03% | PRN | |
| 42 | CITIGROUP INC | 53,000 | 61,000 | 0.01% | PRN | |
| 43 | Creative Planning | 47,000 | 54,000 | 0.01% | PRN | |
| 44 | Wellesley Asset Management | 41,948 | 48,808 | 0.01% | PRN | |
| 45 | M&T BANK CORP | 28,000 | 32,000 | 0.01% | PRN | |
| 46 | Private Advisor Group, LLC | 10,000 | 12,000 | 0.00% | PRN | |
| 47 | GOLDMAN SACHS GROUP INC | 10,000 | 12,000 | 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.
