| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TENOR CAPITAL MANAGEMENT Co., L.P. | 35,165,000 | 43,025,000 | 28.51% | PRN | |
| 2 | CITADEL ADVISORS LLC | 30,434,000 | 36,425,000 | 24.13% | PRN | |
| 3 | MACKAY SHIELDS LLC | 22,994,000 | 27,821,000 | 18.43% | PRN | |
| 4 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 7,700,000 | 9,283,000 | 6.15% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 7,474,000 | 9,048,000 | 5.99% | PRN | |
| 6 | SSI INVESTMENT MANAGEMENT LLC | 5,345,000 | 6,368,000 | 4.22% | PRN | |
| 7 | WOLVERINE ASSET MANAGEMENT LLC | 4,806,000 | 5,778,000 | 3.83% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 3,544,000 | 4,272,000 | 2.83% | PRN | |
| 9 | CITIGROUP INC | 3,032,000 | 3,655,000 | 2.42% | PRN | |
| 10 | BANK OF AMERICA CORP /DE/ | 1,276,000 | 1,519,000 | 1.01% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 1,179,000 | 1,421,000 | 0.94% | PRN | |
| 12 | MORGAN STANLEY | 754,000 | 896,000 | 0.59% | PRN | |
| 13 | BARCLAYS PLC | 389,000 | 467,000 | 0.31% | PRN | |
| 14 | JPMORGAN CHASE & CO | 389,000 | 463,000 | 0.31% | PRN | |
| 15 | WELLINGTON MANAGEMENT GROUP LLP | 190,000 | 229,000 | 0.15% | PRN | |
| 16 | SHEPHERD KAPLAN KROCHUK, LLC | 100,000 | 118,000 | 0.08% | PRN | |
| 17 | LPL Financial LLC | 44,000 | 53,000 | 0.04% | ||
| 18 | Creative Planning | 36,000 | 43,000 | 0.03% | PRN | |
| 19 | Brown Advisory Securities, LLC | 17,000 | 19,000 | 0.01% | PRN | |
| 20 | AMERIPRISE FINANCIAL INC | 13,000 | 16,000 | 0.01% | PRN | |
| 21 | AMERICAN INTERNATIONAL GROUP, INC. | 10 | 12,000 | 0.01% | PRN | |
| 22 | 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.
