| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 44,234,000 | 50,504,000 | 31.99% | PRN | |
| 2 | TENOR CAPITAL MANAGEMENT Co., L.P. | 29,665,000 | 34,248,000 | 21.69% | PRN | |
| 3 | MACKAY SHIELDS LLC | 23,194,000 | 26,438,000 | 16.75% | PRN | |
| 4 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 7,700,000 | 8,744,000 | 5.54% | PRN | |
| 5 | WELLS FARGO & COMPANY/MN | 5,880,000 | 6,677,000 | 4.23% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 5,770,000 | 6,462,000 | 4.09% | PRN | |
| 7 | AMERIPRISE FINANCIAL INC | 5,455,000 | 6,207,000 | 3.93% | PRN | |
| 8 | WOLVERINE ASSET MANAGEMENT LLC | 5,056,000 | 5,773,000 | 3.66% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 4,250,000 | 4,826,000 | 3.06% | PRN | |
| 10 | BANK OF AMERICA CORP /DE/ | 1,571,000 | 1,759,000 | 1.11% | PRN | |
| 11 | Verition Fund Management LLC | 1,500,000 | 1,711,000 | 1.08% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 1,409,000 | 1,599,000 | 1.01% | PRN | |
| 13 | AQR ARBITRAGE LLC | 1,100,000 | 1,255,000 | 0.79% | PRN | |
| 14 | MORGAN STANLEY | 762,000 | 858,000 | 0.54% | PRN | |
| 15 | WELLINGTON MANAGEMENT GROUP LLP | 240,000 | 273,000 | 0.17% | PRN | |
| 16 | JPMORGAN CHASE & CO | 139,000 | 156,000 | 0.10% | PRN | |
| 17 | SHEPHERD KAPLAN KROCHUK, LLC | 100,000 | 112,000 | 0.07% | PRN | |
| 18 | Investors Capital Advisory Services | 76,000 | 86,000 | 0.05% | ||
| 19 | Creative Planning | 45,000 | 51,000 | 0.03% | PRN | |
| 20 | D.A. DAVIDSON & CO. | 34,000 | 38,000 | 0.02% | ||
| 21 | LPL Financial LLC | 22,000 | 26,000 | 0.02% | ||
| 22 | CITIGROUP INC | 21,000 | 24,000 | 0.02% | PRN | |
| 23 | Brown Advisory Securities, LLC | 17,000 | 18,000 | 0.01% | PRN | |
| 24 | AMERICAN INTERNATIONAL GROUP, INC. | 10 | 11,000 | 0.01% | PRN | |
| 25 | Wellesley Asset Management | 9,534 | 10,961 | 0.01% | PRN | |
| 26 | BARCLAYS PLC | 9,000 | 10,000 | 0.01% | PRN | |
| 27 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 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.
