| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 33,615,000 | 55,951,000 | 22.44% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 26,486,000 | 44,166,000 | 17.71% | ||
| 3 | HBK INVESTMENTS L P | 15,700,000 | 26,189,000 | 10.50% | PRN | |
| 4 | AQR ARBITRAGE LLC | 15,700,000 | 26,121,000 | 10.47% | PRN | |
| 5 | FMR LLC | 15,250,000 | 25,296,000 | 10.14% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 10,731,000 | 17,890,000 | 7.17% | PRN | |
| 7 | LINDEN ADVISORS LP | 7,500,000 | 12,530,000 | 5.02% | PRN | |
| 8 | Invesco Ltd. | 6,000,000 | 9,953,000 | 3.99% | PRN | |
| 9 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 8,398,000 | 3.37% | PRN | |
| 10 | Calamos Advisors LLC | 3,850,000 | 6,420,000 | 2.57% | PRN | |
| 11 | BARINGS LLC | 2,325,000 | 3,857,000 | 1.55% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 1,900,000 | 3,151,000 | 1.26% | PRN | |
| 13 | ROYAL BANK OF CANADA | 1,500,000 | 2,501,000 | 1.00% | PRN | |
| 14 | SYMPHONY ASSET MANAGEMENT LLC | 1,000,000 | 1,664,000 | 0.67% | PRN | |
| 15 | CREDIT SUISSE AG/ | 800,000 | 1,327,000 | 0.53% | PRN | |
| 16 | WELLINGTON MANAGEMENT GROUP LLP | 694,000 | 1,151,000 | 0.46% | PRN | |
| 17 | CQS Cayman LP | 600,000 | 1,039,000 | 0.42% | PRN | |
| 18 | THRIVENT FINANCIAL FOR LUTHERANS | 400,000 | 666,000 | 0.27% | ||
| 19 | MORGAN STANLEY | 341,000 | 564,000 | 0.23% | PRN | |
| 20 | CREDIT AGRICOLE S A | 334,000 | 554,000 | 0.22% | 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.
