| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAPSTONE INVESTMENT ADVISORS, LLC | 29,500,000 | 87,547,000 | 10.86% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 28,704,000 | 85,155,000 | 10.56% | PRN | |
| 3 | BlackRock Institutional Trust Company, N.A. | 27,744,000 | 82,330,000 | 10.21% | PRN | |
| 4 | ANGELO GORDON & CO., L.P. | 23,237,000 | 68,956,000 | 8.55% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 59,261,000 | 7.35% | PRN | |
| 6 | QVT Financial LP | 19,000,000 | 56,394,000 | 6.99% | PRN | |
| 7 | ROYAL BANK OF CANADA | 18,255,000 | 54,172,000 | 6.72% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 16,000,000 | 47,480,000 | 5.89% | PRN | |
| 9 | Assured Investment Management LLC | 16,000,000 | 47,348,000 | 5.87% | ||
| 10 | ALPINE ASSOCIATES ADVISORS | 15,000,000 | 44,513,000 | 5.52% | PRN | |
| 11 | HBK INVESTMENTS L P | 10,790,000 | 31,952,000 | 3.96% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 8,209,000 | 24,395,000 | 3.03% | ||
| 13 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 16,309,000 | 2.02% | PRN | |
| 14 | MACKAY SHIELDS LLC | 5,325,000 | 15,817,000 | 1.96% | PRN | |
| 15 | AQR CAPITAL MANAGEMENT LLC | 5,000,000 | 14,863,000 | 1.84% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 4,085,000 | 12,127,000 | 1.50% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 3,919,000 | 11,627,000 | 1.44% | PRN | |
| 18 | PIPER SANDLER & CO. | 3,344,000 | 9,923,000 | 1.23% | PRN | |
| 19 | GLG Partners LP | 2,500,000 | 7,408,000 | 0.92% | PRN | |
| 20 | Orchard Hill Capital Management LP | 2,000,000 | 5,925,000 | 0.73% | PRN | |
| 21 | WELLS FARGO & COMPANY/MN | 1,347,000 | 3,997,000 | 0.50% | PRN | |
| 22 | MANAGED ACCOUNT ADVISORS LLC | 1,166,000 | 3,460,000 | 0.43% | PRN | |
| 23 | BANK OF MONTREAL /CAN/ | 1,000,000 | 2,979,000 | 0.37% | PRN | |
| 24 | GEODE CAPITAL MANAGEMENT, LLC | 1,000,000 | 2,957,000 | 0.37% | PRN | |
| 25 | KORNITZER CAPITAL MANAGEMENT INC /KS | 765,000 | 2,270,000 | 0.28% | PRN | |
| 26 | Invesco Ltd. | 750,000 | 2,226,000 | 0.28% | ||
| 27 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 2,200,000 | 0.27% | PRN | |
| 28 | BARCLAYS PLC | 493,000 | 1,459,000 | 0.18% | PRN | |
| 29 | NOMURA HOLDINGS INC | 337,000 | 997,000 | 0.12% | PRN | |
| 30 | WELLINGTON MANAGEMENT GROUP LLP | 105,000 | 312,000 | 0.04% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 7,000 | 21,000 | 0.00% | PRN | |
| 32 | UBS AG | 1,000 | 3,000 | 0.00% | PRN | |
| 33 | AMERIPRISE FINANCIAL INC | 1,000 | 3,000 | 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.
