| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Daiwa Securities Group Inc. | 22,500,000 | 38,971,000 | 15.87% | PRN | |
| 2 | ANGELO GORDON & CO., L.P. | 14,900,000 | 25,675,000 | 10.46% | PRN | |
| 3 | Kohlberg Kravis Roberts & Co. L.P. | 13,000,000 | 22,523,000 | 9.17% | PRN | |
| 4 | WHITEBOX ADVISORS LLC | 11,403,000 | 19,649,000 | 8.00% | PRN | |
| 5 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,050,000 | 19,088,000 | 7.77% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 9,323,000 | 16,090,000 | 6.55% | PRN | |
| 7 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,250,000 | 15,939,000 | 6.49% | PRN | |
| 8 | SILVERBACK ASSET MANAGEMENT LLC | 9,192,000 | 15,902,000 | 6.48% | PRN | |
| 9 | BlueCrest Capital Management LLP | 8,750,000 | 15,140,000 | 6.17% | PRN | |
| 10 | ROYAL BANK OF CANADA | 8,000,000 | 13,811,000 | 5.62% | PRN | |
| 11 | PIPER SANDLER & CO. | 8,000,000 | 13,785,000 | 5.61% | PRN | |
| 12 | NORTHERN TRUST CORP | 3,860,000 | 6,651,000 | 2.71% | PRN | |
| 13 | Invesco Ltd. | 2,500,000 | 4,308,000 | 1.75% | ||
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 2,350,000 | 4,060,000 | 1.65% | ||
| 15 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 2,180,000 | 3,756,000 | 1.53% | PRN | |
| 16 | Bank of New York Mellon Corp | 1,850,000 | 3,194,000 | 1.30% | ||
| 17 | GOLDMAN SACHS GROUP INC | 1,819,000 | 3,134,000 | 1.28% | PRN | |
| 18 | Canal Insurance CO | 1,000 | 1,723,000 | 0.70% | PRN | |
| 19 | PICTON MAHONEY ASSET MANAGEMENT | 11,800 | 812,000 | 0.33% | SH | |
| 20 | DEUTSCHE BANK AG\ | 246,000 | 423,000 | 0.17% | PRN | |
| 21 | EULAV Asset Management | 200,000 | 345,000 | 0.14% | PRN | |
| 22 | Calamos Advisors LLC | 95,000 | 164,000 | 0.07% | PRN | |
| 23 | Investors Capital Advisory Services | 74,000 | 127,000 | 0.05% | ||
| 24 | CITIGROUP INC | 71,000 | 122,000 | 0.05% | PRN | |
| 25 | BANK OF AMERICA CORP /DE/ | 51,000 | 88,000 | 0.04% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 31,000 | 54,000 | 0.02% | PRN | |
| 27 | AMERICAN INTERNATIONAL GROUP, INC. | 6 | 10,339 | 0.00% | PRN | |
| 28 | Wellesley Asset Management | 2,955 | 5,092 | 0.00% | PRN | |
| 29 | BlackRock Institutional Trust Company, N.A. | 3,000 | 5,000 | 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.
