| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Apollo Management Holdings, L.P. | 51,571,000 | 52,038,000 | 26.53% | PRN | |
| 2 | WELLS FARGO & COMPANY/MN | 20,427,000 | 20,552,000 | 10.48% | PRN | |
| 3 | Graham Capital Management, L.P. | 16,500,000 | 16,635,000 | 8.48% | ||
| 4 | PUTNAM INVESTMENTS LLC | 9,254,000 | 15,762,000 | 8.04% | ||
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 14,000,000 | 14,070,000 | 7.17% | PRN | |
| 6 | Hudson Bay Capital Management LP | 12,095,000 | 12,180,000 | 6.21% | PRN | |
| 7 | BlackRock Finance, Inc. | 9,817,000 | 9,897,000 | 5.05% | PRN | |
| 8 | NEW GENERATION ADVISORS, LLC | 8,675,000 | 8,751,000 | 4.46% | PRN | |
| 9 | GRATIA CAPITAL, LLC | 7,500,000 | 7,573,000 | 3.86% | PRN | |
| 10 | CITADEL ADVISORS LLC | 7,500,000 | 7,541,000 | 3.84% | PRN | |
| 11 | CAPSTONE INVESTMENT ADVISORS, LLC | 6,900,000 | 6,972,000 | 3.55% | ||
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 4,500,000 | 4,548,000 | 2.32% | ||
| 13 | AQR ARBITRAGE LLC | 2,600,000 | 2,628,000 | 1.34% | PRN | |
| 14 | NOMURA HOLDINGS INC | 2,484,000 | 2,504,000 | 1.28% | PRN | |
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 2,329,000 | 2,351,000 | 1.20% | PRN | |
| 16 | CITIGROUP INC | 2,153,000 | 2,171,000 | 1.11% | PRN | |
| 17 | Pomelo Capital LLC | 2,000,000 | 2,021,000 | 1.03% | PRN | |
| 18 | Force Capital Management LLC | 1,856,000 | 1,871,000 | 0.95% | PRN | |
| 19 | MACKENZIE FINANCIAL CORP | 1,593,000 | 1,607,000 | 0.82% | PRN | |
| 20 | JPMORGAN CHASE & CO | 1,500,000 | 1,513,000 | 0.77% | PRN | |
| 21 | BlackRock Institutional Trust Company, N.A. | 1,183,000 | 1,193,000 | 0.61% | PRN | |
| 22 | Glendon Capital Management LP | 1,050,000 | 1,059,000 | 0.54% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 512,000 | 516,000 | 0.26% | PRN | |
| 24 | Counsel Portfolio Services Inc. | 207,000 | 209,000 | 0.11% | PRN | |
| 25 | I.G. INVESTMENT MANAGEMENT, LTD. | 1,257 | 2,000 | 0.00% | ||
| 26 | DEUTSCHE BANK AG\ | 1,000 | 1,000 | 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.
