| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 26,790,000 | 28,022,000 | 11.38% | PRN | |
| 2 | Calamos Advisors LLC | 23,053,000 | 24,324,000 | 9.88% | PRN | |
| 3 | CAMDEN ASSET MANAGEMENT L P /CA | 21,541,000 | 22,497,000 | 9.13% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 21,500,000 | 22,385,000 | 9.09% | ||
| 5 | BESSEMER GROUP INC | 13,000,000 | 18,265,000 | 7.42% | PRN | |
| 6 | AMERIPRISE FINANCIAL INC | 15,532,000 | 16,221,000 | 6.59% | PRN | |
| 7 | AQR ARBITRAGE LLC | 14,475,000 | 15,154,000 | 6.15% | PRN | |
| 8 | AMUNDI ASSET MANAGEMENT US, INC. | 12,755,000 | 13,322,000 | 5.41% | PRN | |
| 9 | Ferox Capital Management LP | 11,970,000 | 12,585,000 | 5.11% | PRN | |
| 10 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,350,000 | 11,854,000 | 4.81% | PRN | |
| 11 | SILVERBACK ASSET MANAGEMENT LLC | 11,267,000 | 11,746,000 | 4.77% | PRN | |
| 12 | WELLS FARGO & COMPANY/MN | 11,212,000 | 11,681,000 | 4.74% | PRN | |
| 13 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,500,000 | 7,903,000 | 3.21% | PRN | |
| 14 | GEODE CAPITAL MANAGEMENT, LLC | 6,000,000 | 6,266,000 | 2.54% | PRN | |
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 4,478,000 | 4,732,000 | 1.92% | PRN | |
| 16 | Invesco Ltd. | 3,950,000 | 4,125,000 | 1.67% | PRN | |
| 17 | WOLVERINE ASSET MANAGEMENT LLC | 3,160,000 | 3,315,000 | 1.35% | PRN | |
| 18 | GABELLI FUNDS LLC | 2,850,000 | 2,976,000 | 1.21% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 2,805,000 | 2,928,000 | 1.19% | PRN | |
| 20 | ANGELO GORDON & CO., L.P. | 2,497,000 | 2,608,000 | 1.06% | PRN | |
| 21 | Calamos Wealth Management LLC | 1,350,000 | 1,424,000 | 0.58% | PRN | |
| 22 | ROYAL BANK OF CANADA | 831,000 | 878,000 | 0.36% | PRN | |
| 23 | IRON Financial LLC | 335,000 | 353,000 | 0.14% | ||
| 24 | Jefferies Group LLC | 311,000 | 326,000 | 0.13% | PRN | |
| 25 | SUNTRUST BANKS INC | 146,000 | 152,000 | 0.06% | ||
| 26 | GOLDMAN SACHS GROUP INC | 48,000 | 50,000 | 0.02% | PRN | |
| 27 | BlackRock Fund Advisors | 35,000 | 37,000 | 0.02% | PRN | |
| 28 | MORGAN STANLEY | 28,000 | 29,000 | 0.01% | PRN | |
| 29 | MSI Financial Services Inc | 26,000 | 27,000 | 0.01% | ||
| 30 | NOMURA HOLDINGS INC | 25,000 | 26,000 | 0.01% | PRN | |
| 31 | SONORA INVESTMENT MANAGEMENT, LLC | 20,000 | 21,000 | 0.01% | ||
| 32 | SSI INVESTMENT MANAGEMENT LLC | 19,000 | 19,000 | 0.01% | PRN | |
| 33 | Creative Planning | 13,000 | 14,000 | 0.01% | PRN | |
| 34 | UBS Group AG | 10,000 | 10,000 | 0.00% | PRN | |
| 35 | BANK OF AMERICA CORP /DE/ | 6,000 | 6,000 | 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.
