| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 33,615,000 | 43,005,000 | 19.00% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,986,000 | 33,185,000 | 14.66% | ||
| 3 | LINDEN ADVISORS LP | 20,745,000 | 26,508,000 | 11.71% | PRN | |
| 4 | OPERA TRADING CAPITAL | 18,000,000 | 22,956,000 | 10.14% | PRN | |
| 5 | AQR ARBITRAGE LLC | 15,700,000 | 19,880,000 | 8.78% | PRN | |
| 6 | FMR LLC | 12,090,000 | 15,249,000 | 6.74% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 7,271,000 | 9,303,000 | 4.11% | PRN | |
| 8 | MORGAN STANLEY | 6,485,000 | 8,259,000 | 3.65% | PRN | |
| 9 | Invesco Ltd. | 6,000,000 | 7,568,000 | 3.34% | PRN | |
| 10 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 6,448,000 | 2.85% | PRN | |
| 11 | WOLVERINE ASSET MANAGEMENT LLC | 4,994,000 | 6,364,000 | 2.81% | PRN | |
| 12 | GEODE CAPITAL MANAGEMENT, LLC | 4,200,000 | 5,297,000 | 2.34% | PRN | |
| 13 | Calamos Advisors LLC | 3,850,000 | 4,917,000 | 2.17% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 3,025,000 | 3,830,000 | 1.69% | ||
| 15 | SYMPHONY ASSET MANAGEMENT LLC | 2,000,000 | 2,533,000 | 1.12% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 2,000,000 | 2,522,499 | 1.11% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 1,900,000 | 2,396,000 | 1.06% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 1,500,000 | 1,892,000 | 0.84% | PRN | |
| 19 | ROYAL BANK OF CANADA | 1,500,000 | 1,889,000 | 0.83% | PRN | |
| 20 | CREDIT AGRICOLE S A | 807,000 | 1,018,000 | 0.45% | PRN | |
| 21 | CQS Cayman LP | 600,000 | 774,000 | 0.34% | PRN | |
| 22 | WELLINGTON MANAGEMENT GROUP LLP | 424,000 | 535,000 | 0.24% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 50,000 | 63,000 | 0.03% | 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.
